Pages that link to "Item:Q5952956"

The following pages link to Predictive ability with cointegrated variables (Q5952956):

Displaying 13 items.

• Statistical tests for multiple forecast comparison (Q105896) (← links)
• On the selection of forecasting models (Q274892) (← links)
• Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
• Consistent ranking of volatility models (Q292007) (← links)
• An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
• Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
• Robust out-of-sample inference (Q1841187) (← links)
• A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
• In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Q4678789) (← links)
• Evaluating Direct Multistep Forecasts (Q5719300) (← links)
• Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)
• Predictive ability with cointegrated variables (Q5952956) (← links)
• Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* (Q6620990) (← links)