scientific article
From MaRDI portal
Publication:2783447
zbMath1005.91083MaRDI QIDQ2783447
Norman R. Swanson, Valentina Corradi, John C. Chao
Publication date: 2 July 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (11)
Bootstrap conditional distribution tests in the presence of dynamic misspecification ⋮ Approximately normal tests for equal predictive accuracy in nested models ⋮ Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis ⋮ An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series ⋮ Asymptotics for out of sample tests of Granger causality ⋮ A predictability test for a small number of nested models ⋮ Tests of equal forecast accuracy and encompassing for nested models ⋮ Predictive ability with cointegrated variables ⋮ Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators ⋮ A consistent test for nonlinear out of sample predictive accuracy. ⋮ The power of tests of predictive ability in the presence of structural breaks
This page was built for publication: