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subject:"Estimation theory"
subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"Discussion papers in economics"
~person:"Iacone, Fabrizio"
~type_genre:"Arbeitspapier"
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Estimation theory
Wahrscheinlichkeitsrechnung
Schätztheorie
3
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Forecasting model
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Diebold and Mariano test
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fixed-b and fixed-m asymptotic theory
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Iacone, Fabrizio
Bravo, Francesco
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Chen, Jia
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Marsh, Patrick W. N.
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Phillips, Garry D. A.
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Li, Degui
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Karanasos, Menelaos
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Coroneo, Laura
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Golinski, Adam
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Harris, Richard D. F.
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Discussion papers in economics
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Testing for equal predictive accuracy with strong dependence
Coroneo, Laura
;
Iacone, Fabrizio
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2021
Persistent link: https://www.econbiz.de/10012817692
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2
Comparing predictive accuracy in small samples
Coroneo, Laura
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011411613
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3
Autocorrelation robust inference using the Daniell kernel with fixed bandwidth
Hualde, Javier
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011318412
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