Pages that link to "Item:Q524817"
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The following pages link to Tests of equal accuracy for nested models with estimated factors (Q524817):
Displaying 11 items.
- Approximately normal tests for equal predictive accuracy in nested models (Q277173) (← links)
- Confidence intervals in regressions with estimated factors and idiosyncratic components (Q1782308) (← links)
- Tests for the explanatory power of latent factors (Q2062414) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- Nested forecast model comparisons: a new approach to testing equal accuracy (Q2346024) (← links)
- Model selection in factor-augmented regressions with estimated factors (Q5862416) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
- Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)
- Predictive ability tests with possibly overlapping models (Q6554207) (← links)
- Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* (Q6620990) (← links)
- Testing Nowcast Monotonicity with Estimated Factors (Q6626289) (← links)
