//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric Society 2004 North American Winter Meetings"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Martingale difference"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Conditional predictive ability
1
Generalized (cross) spectum
1
Generalized loss functions
1
Martingale difference
1
Optimal forecasts
1
Parameter estimation error
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Hong, Yongmiao
1
Lee, Tae-Hwy
1
Institution
All
Econometric Society
1
Published in...
All
Econometric Society 2004 North American Winter Meetings
Journal of econometrics
4
Econometric reviews
3
Statistics & Probability Letters
3
Working Papers / HAL
3
Cowles Foundation Discussion Papers
2
Economics letters
2
International review of financial analysis
2
Journal of African business
2
LSE Research Online Documents on Economics
2
Metrika
2
Studies in Nonlinear Dynamics & Econometrics
2
American Journal of Finance and Accounting
1
American journal of finance and accounting
1
Applied economics
1
Cambridge working papers in economics
1
CoFE discussion papers
1
DLSU business & economics review
1
Discussion paper series / IZA
1
ERID working paper
1
Economic Modelling
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global Finance Journal
1
IEAS Working Paper : academic research
1
IZA Discussion Papers
1
International Journal of Computational Economics and Econometrics
1
International Review of Economics & Finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Janeway Institute working paper series
1
Journal of Econometrics
1
Journal of International Money and Finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
MPRA Paper
1
Property management
1
Regional science & urban economics
1
Review of Quantitative Finance and Accounting
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions
Lee, Tae-Hwy
;
Hong, Yongmiao
-
Econometric Society
-
2004
martingale
difference
(MD). The one-step forecast error forms the conditional moment condition obtained from the loss derivative …
Persistent link: https://www.econbiz.de/10005329017
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->