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subject:"Prognoseverfahren"
subject:"Schätztheorie"
~person:"McCracken, Michael W."
~subject:"Risk"
~subject:"out-of-sample"
~type:"article"
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Prognoseverfahren
Schätztheorie
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out-of-sample
Theorie
12
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6
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6
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McCracken, Michael W.
Franses, Philip Hans
51
Clements, Michael P.
44
Gupta, Rangan
43
Diebold, Francis X.
40
Hendry, David F.
39
Eeckhoudt, Louis R.
38
Phillips, Peter C. B.
35
Gollier, Christian
34
Pesaran, M. Hashem
32
Satchell, Stephen
32
Timmermann, Allan
32
Andrews, Donald W. K.
31
Gouriéroux, Christian
31
Granger, C. W. J.
30
Swanson, Norman R.
30
Baltagi, Badi H.
29
Petropoulos, Fotios
29
Newey, Whitney K.
28
Marcellino, Massimiliano
27
Li, Qi
26
Lütkepohl, Helmut
26
McAleer, Michael
26
Viscusi, W. Kip
26
Koop, Gary
25
Pierdzioch, Christian
25
Ullah, Aman
25
Makridakis, Spyros G.
24
Wang, Ruodu
24
Wang, Yudong
24
Ghysels, Eric
23
Hyndman, Rob J.
23
Krämer, Walter
23
Moosa, Imad A.
23
Ohtani, Kazuhiro
22
Chavas, Jean-Paul
21
Barnett, William A.
20
Bollerslev, Tim
20
Denuit, Michel
20
Fabozzi, Frank J.
20
Horowitz, Joel
20
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Journal of applied econometrics
3
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Econometric reviews
1
Oxford bulletin of economics and statistics
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
11
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1
Asymptotic inference for performance fees and the predictability of asset returns
McCracken, Michael W.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 426-437
Persistent link: https://www.econbiz.de/10012249170
Saved in:
2
Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
Saved in:
3
Tests of equal forecast accuracy for overlapping models
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 415-430
Persistent link: https://www.econbiz.de/10010414888
Saved in:
4
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
Saved in:
5
Combining forecasts from nested models
Clark, Todd E.
;
McCracken, Michael W.
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
3
,
pp. 303-329
Persistent link: https://www.econbiz.de/10003837793
Saved in:
6
Tests of equal predictive ability with real-time data
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 441-454
Persistent link: https://www.econbiz.de/10003913381
Saved in:
7
Improving forecast accuracy by combining recursive and rolling forecasts
Clark, Todd E.
;
McCracken, Michael W.
- In:
International economic review
50
(
2009
)
2
,
pp. 363-395
Persistent link: https://www.econbiz.de/10003843049
Saved in:
8
Evaluating direct multistep forecasts
Clark, Todd E.
;
McCracken, Michael W.
- In:
Econometric reviews
24
(
2005
)
4
,
pp. 369-404
Persistent link: https://www.econbiz.de/10003242861
Saved in:
9
Tests of equal forecast accuracy and encompassing for nested models
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10001617146
Saved in:
10
Robust out-of-sample inference
McCracken, Michael W.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
Saved in:
1
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