Pages that link to "Item:Q2002916"
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The following pages link to Robust tests of predictive accuracy (Q2002916):
Displaying 10 items.
- The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
- Nonparametric monitoring of equal predictive ability (Q546102) (← links)
- Dual divergence estimators and tests: robustness results (Q608319) (← links)
- Forecast dominance testing via sign randomization (Q1627567) (← links)
- Robust out-of-sample inference (Q1841187) (← links)
- A new class of independence tests for interval forecasts evaluation (Q1927119) (← links)
- A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence (Q1984445) (← links)
- On Hoover's scale-free forecast accuracy metric MAD/MEAN (Q2036890) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- Optimal Predictive Tests (Q4434415) (← links)