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Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives

Corradi, Valentina (contributor); … - 2003 - [Elektronische Ressource], Rev

predictive accuracy tests, namely: the contribution of parameter estimation error, the choice of linear versus nonlinear models …

Persistent link: https://www.econbiz.de/10001848736

Empirical likelihood based hypothesis testing

Einmahl, John H. J. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001718063

Multivariate regression with monotone missing observation of the dependent variables

Raats, V. M. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001692504

A simple asymtotic analysis of residual-based statistics

Andreou, Elena (contributor); Werker, Bas J. M. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001871037

Post earnings announcement drift : more risk than investors can bear

Suijs, Jeroen (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001692032

US stock market crashes and their aftermath : implications for monetary policy ; Asset Price Bubbles Conference, Federal Reserve Bank of Chicago and the World Bank

Mishkin, Frederic S. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001673482

Predicting inflation : does the quantity theory help?

Bachmeier, Lance J. (contributor); … - 2003 - [Elektronische Ressource]

are also reported on. The first shows that cointegration vector parameter estimation error is crucial when using VEC … alternative models, due to parameter estimation error, indicating that caution needs to be exercised when interpreting the results …

Persistent link: https://www.econbiz.de/10001848940

What are the effects of fiscal policy shocks?

Mountford, Andrew (contributor); Uhlig, Harald (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001660998

Forecast accuracy after pretesting with an application to the stock market

Danilov, Dmitry L. (contributor); Magnus, Jan R. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001692432

Did the Fed surprise the markets in 2001? : A case study for vars with sign restrictions

Uhlig, Harald (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001630187