Pages that link to "Item:Q4992146"
From MaRDI portal
The following pages link to Diverging Tests of Equal Predictive Ability (Q4992146):
Displaying 4 items.
- Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399) (← links)
- Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions (Q6149861) (← links)
- Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter (Q6620929) (← links)
- Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk (Q6664648) (← links)