The following pages link to Robust out-of-sample inference (Q1841187):
Displaying 33 items.
- Statistical tests for multiple forecast comparison (Q105896) (← 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)
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← 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)
- Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- In-sample tests of predictive ability: a new approach (Q528013) (← links)
- Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
- Understanding models' forecasting performance (Q738003) (← links)
- Predicting the yield curve using forecast combinations (Q1659103) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- Robust tests of predictive accuracy (Q2002916) (← links)
- On Hoover's scale-free forecast accuracy metric MAD/MEAN (Q2036890) (← links)
- Conditional rotation between forecasting models (Q2106365) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- An out-of-sample, nonparametric test of the martingale difference hypothesis (Q2767967) (← links)
- Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- Outlier Robust Finite Population Estimation (Q3747474) (← links)
- Robust Opportunistic Inference From Non-Homogeneous Distribution-Free Measurements (Q4622084) (← links)
- Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach (Q4687591) (← links)
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248) (← links)
- Backtesting portfolio value‐at‐risk with estimated portfolio weights (Q5135314) (← links)
- Tests of Conditional Predictive Ability (Q5307833) (← links)
- ROBUST FORECAST COMPARISON (Q5371152) (← links)
- Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)
- Predictive ability with cointegrated variables (Q5952956) (← links)
- Predictive ability tests with possibly overlapping models (Q6554207) (← links)
- Testing Nowcast Monotonicity with Estimated Factors (Q6626289) (← links)
