Pages that link to "Item:Q4678789"
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The following pages link to In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Q4678789):
Displayed 25 items.
- The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
- Nonlinearity, nonstationarity, and spurious forecasts (Q290934) (← links)
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
- Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
- Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
- Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
- In-sample tests of predictive ability: a new approach (Q528013) (← links)
- On the use of area-wide models in the euro-zone (Q734463) (← links)
- Forecasting stock market volatility: a combination approach (Q782059) (← links)
- Stock and bond return predictability: the discrimination power of model selection criteria (Q959244) (← links)
- Multivariate out-of-sample tests for Granger causality (Q1019966) (← links)
- The effects of oil price shocks on job reallocation (Q1657432) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Robust stochastic sorting with interacting criteria hierarchically structured (Q2030630) (← 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)
- Forecasting US stock market returns: a Japanese candlestick approach (Q2661905) (← links)
- Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts (Q2997940) (← links)
- Testing for Predictability in Financial Returns Using Statistical Learning Procedures (Q3192399) (← links)
- ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY (Q4634439) (← links)
- OUT-OF-SAMPLE STOCK RETURN PREDICTION USING HIGHER-ORDER MOMENTS (Q4686507) (← links)
- Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (Q4687660) (← links)
- Evaluating Direct Multistep Forecasts (Q5719300) (← links)
- Short-horizon return predictability and oil prices (Q5745653) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)