Pages that link to "Item:Q5307833"

The following pages link to Tests of Conditional Predictive Ability (Q5307833):

Displaying 50 items.

• Statistical tests for multiple forecast comparison (Q105896) (← links)
• On the use of non-linear transformations in stochastic volatility models (Q257523) (← links)
• Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
• Approximately normal tests for equal predictive accuracy in nested models (Q277173) (← links)
• Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
• Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
• Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
• Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
• Consistent ranking of volatility models (Q292007) (← links)
• Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
• Dynamic quantile models (Q299276) (← links)
• Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
• Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics (Q319957) (← links)
• Data revisions and DSGE models (Q341910) (← links)
• A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
• On generalised asymmetric stochastic volatility models (Q429633) (← links)
• Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
• Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
• Efficient estimation of nonstationary factor models (Q505082) (← links)
• Using large data sets to forecast sectoral employment (Q520398) (← links)
• A forecasting performance comparison of dynamic factor models based on static and dynamic methods (Q523139) (← links)
• On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
• Data-based ranking of realised volatility estimators (Q530606) (← links)
• Nonparametric monitoring of equal predictive ability (Q546102) (← links)
• Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
• Evaluating probability forecasts (Q661161) (← links)
• High-dimensional copula-based distributions with mixed frequency data (Q726592) (← links)
• Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data (Q726598) (← links)
• Comparison of value-at-risk models using the MCS approach (Q736648) (← links)
• A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275) (← links)
• Volatility forecast comparison using imperfect volatility proxies (Q737280) (← links)
• Infinite-dimensional VARs and factor models (Q737936) (← links)
• Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
• Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
• How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (Q737988) (← links)
• Understanding models' forecasting performance (Q738003) (← links)
• Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
• Dynamic factor models (Q862777) (← links)
• Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures (Q954784) (← links)
• A GMM procedure for combining volatility forecasts (Q1023635) (← links)
• Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507) (← links)
• Realized stochastic volatility with leverage and long memory (Q1623559) (← links)
• Forecast dominance testing via sign randomization (Q1627567) (← links)
• A hybrid spline-based parametric model for the yield curve (Q1657153) (← links)
• Predicting the yield curve using forecast combinations (Q1659103) (← links)
• Forecasting macroeconomic variables in data-rich environments (Q1667993) (← links)
• Selection of an estimation window in the presence of data revisions and recent structural breaks (Q1669833) (← links)
• Short-run electricity load forecasting with combinations of stationary wavelet transforms (Q1694328) (← links)
• Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds (Q1694930) (← links)
• Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)