Pages that link to "Item:Q5719300"
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The following pages link to Evaluating Direct Multistep Forecasts (Q5719300):
Displaying 12 items.
- Approximately normal tests for equal predictive accuracy in nested models (Q277173) (← links)
- Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
- Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- Inflation as a global phenomenon -- some implications for inflation modeling and forecasting (Q1657179) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Nested forecast model comparisons: a new approach to testing equal accuracy (Q2346024) (← links)
- A predictability test for a small number of nested models (Q2451812) (← links)
- Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts (Q2997940) (← links)
- Short-horizon return predictability and oil prices (Q5745653) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
- Multi-Horizon Forecast Comparison (Q6617734) (← links)
