Pages that link to "Item:Q1858975"
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The following pages link to A consistent test for nonlinear out of sample predictive accuracy. (Q1858975):
Displaying 28 items.
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- VAR forecasting under misspecification (Q265016) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Approximately normal tests for equal predictive accuracy in nested models (Q277173) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← 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)
- Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
- A nonparametric approach to test for predictability (Q1672705) (← links)
- Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations (Q1695558) (← links)
- Nested forecast model comparisons: a new approach to testing equal accuracy (Q2346024) (← links)
- A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market (Q2387268) (← links)
- Editorial: Causality, prediction, and specification analysis: recent advances and future directions (Q2451796) (← links)
- A predictability test for a small number of nested models (Q2451812) (← links)
- Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (Q3063856) (← links)
- Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators (Q3065486) (← links)
- MONEY GROWTH AND INFLATION IN THE UNITED STATES (Q3182107) (← links)
- Bounds for inference with nuisance parameters present only under the alternative (Q4416025) (← links)
- ARMA representation of integrated and realized variances (Q4458360) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Q4678789) (← links)
- Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
- Evaluating Direct Multistep Forecasts (Q5719300) (← links)
- Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399) (← links)
- Predictive ability tests with possibly overlapping models (Q6554207) (← links)
- Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk (Q6664648) (← links)
