Pages that link to "Item:Q2817311"
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The following pages link to Improved tests for forecast comparisons in the presence of instabilities (Q2817311):
Displaying 10 items.
- Statistical tests for multiple forecast comparison (Q105896) (← links)
- On aggregation bias in fixed-event forecast efficiency tests (Q1928712) (← links)
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
- Moderate deviations for quantile regression processes (Q5866036) (← links)
- Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
- Testing for Changes in Forecasting Performance (Q6617742) (← links)
