Pages that link to "Item:Q4895056"
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The following pages link to Asymptotic Inference about Predictive Ability (Q4895056):
Displaying 50 items.
- Statistical tests for multiple forecast comparison (Q105896) (← links)
- Revisions in official data and forecasting (Q257675) (← links)
- 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)
- 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)
- A joint econometric model of macroeconomic and term-structure dynamics (Q292033) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Simulation based selection of competing structural econometric models (Q301967) (← links)
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
- Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics (Q319957) (← 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)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- The three-pass regression filter: a new approach to forecasting using many predictors (Q494165) (← links)
- Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
- Comparison of misspecified calibrated models: the minimum distance approach (Q527985) (← links)
- On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Nonparametric monitoring of equal predictive ability (Q546102) (← links)
- Evaluating probability forecasts (Q661161) (← 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)
- Volatility forecast comparison using imperfect volatility proxies (Q737280) (← links)
- Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
- Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
- Understanding models' forecasting performance (Q738003) (← links)
- Volatility forecasting accuracy for Bitcoin (Q777644) (← links)
- A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
- A new bootstrap-based forecast evaluation method tested on time series (Q946723) (← links)
- A new method for estimating the forecast quality with consideration for the errors of calculating the unknown parameters (Q949218) (← links)
- Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- Multivariate out-of-sample tests for Granger causality (Q1019966) (← links)
- Pitfalls in market timing test (Q1046178) (← links)
- Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969) (← links)
- Robust ranking of multivariate GARCH models by problem dimension (Q1623519) (← links)
- Forecasting with a noncausal VAR model (Q1623550) (← links)
- What does financial volatility tell us about macroeconomic fluctuations? (Q1624058) (← links)
- Predicting the yield curve using forecast combinations (Q1659103) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Dynamic hedging with futures: a copula-based GARCH model with high-frequency data (Q1710582) (← links)
- Bayesian compressed vector autoregressions (Q1740345) (← links)
- Model averaging in Markov-switching models: predicting national recessions with regional data (Q1782297) (← links)
- Robust out-of-sample inference (Q1841187) (← links)
