Pages that link to "Item:Q2346024"
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The following pages link to Nested forecast model comparisons: a new approach to testing equal accuracy (Q2346024):
Displaying 13 items.
- Approximately normal tests for equal predictive accuracy in nested models (Q277173) (← links)
- The VIX, the variance premium and stock market volatility (Q473230) (← links)
- Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
- Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data (Q726598) (← links)
- A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence (Q1984445) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- A predictability test for a small number of nested models (Q2451812) (← links)
- Evaluating Real-Time Probabilistic Forecasts With Application to National Basketball Association Outcome Prediction (Q5050829) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
- Nonnested model comparisons for time series (Q5384420) (← links)
- Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)
- Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
- Asymptotics of K-fold cross validation (Q6535409) (← links)
