Pages that link to "Item:Q5952027"
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The following pages link to Tests of equal forecast accuracy and encompassing for nested models (Q5952027):
Displaying 50 items.
- The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
- On the selection of forecasting models (Q274892) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Approximately normal tests for equal predictive accuracy in nested models (Q277173) (← links)
- Selection of estimation window in the presence of breaks (Q278494) (← 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)
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
- Consistent ranking of volatility models (Q292007) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Forecasts of US short-term interest rates: a flexible forecast combination approach (Q302204) (← links)
- Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889) (← links)
- Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
- Forecasting inflation using commodity price aggregates (Q472756) (← links)
- Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
- On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← 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)
- Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
- Understanding models' forecasting performance (Q738003) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- Multivariate out-of-sample tests for Granger causality (Q1019966) (← links)
- A GMM procedure for combining volatility forecasts (Q1023635) (← links)
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- Short-run electricity load forecasting with combinations of stationary wavelet transforms (Q1694328) (← links)
- Enriching demand forecasts with managerial information to improve inventory replenishment decisions: exploiting judgment and fostering learning (Q1753566) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- Stock prices-inflation puzzle and the predictability of stock market returns (Q1929032) (← links)
- Reexamining time-varying bond risk premia in the post-financial crisis era (Q2007866) (← links)
- Conditional rotation between forecasting models (Q2106365) (← links)
- Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisis (Q2151660) (← links)
- Improving judgmental adjustment of model-based forecasts (Q2227403) (← links)
- Are forecast updates progressive? (Q2227404) (← links)
- Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
- Nested forecast model comparisons: a new approach to testing equal accuracy (Q2346024) (← links)
- Determining the MSE-optimal cross section to forecast (Q2440386) (← links)
- A predictability test for a small number of nested models (Q2451812) (← links)
- Mind the gap! -- A monetarist view of the open-economy Phillips curve (Q2661655) (← links)
- Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
- Multi-level factor analysis of bond risk premia (Q2691724) (← links)
- The discontinuation of the EUR/CHF minimum exchange rate: information from option-implied break probabilities (Q2699616) (← links)
- Improved Tests for Forecast Comparisons in the Presence of Instabilities (Q2817311) (← links)
- Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators (Q3065486) (← links)
- A new production function estimate of the euro area output gap (Q3065490) (← links)
- Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? (Q3065517) (← links)
- Combining forecasts based on multiple encompassing tests in a macroeconomic core system (Q3101656) (← links)
- MONEY GROWTH AND INFLATION IN THE UNITED STATES (Q3182107) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Q4678789) (← links)
- Evaluation of volatility predictions in a VaR framework (Q5001165) (← links)
