The following pages link to (Q2783447):
Displaying 6 items.
- The power of tests of predictive ability in the presence of structural breaks (Q261880) (← 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)
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
