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Comparing density forecasts via weighted likelihood ratio tests : asymptotic and bootstrap methods
Giacomini, Raffaella - 2002
Persistent link: https://www.econbiz.de/10003887028
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Aggregation of space-time processes
Giacomini, Raffaella; Granger, C. W. J. - 2002
Persistent link: https://www.econbiz.de/10003887032
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Estimation and forecasting in models with multiple breaks
Koop, Gary; Potter, Simon M. - In: The review of economic studies 74 (2007) 3, pp. 763-789
Persistent link: https://www.econbiz.de/10003481351
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Forecast comparisons in unstable environments
Giacomini, Raffaella; Rossi, Barbara - In: Journal of applied econometrics 25 (2010) 4, pp. 595-620
Persistent link: https://www.econbiz.de/10008667472
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Essays in forecast evaluation
Giacomini, Raffaella - 2003
Persistent link: https://www.econbiz.de/10003622452
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Tests of conditional predictive ability
Giacomini, Raffaella; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1545-1578
Persistent link: https://www.econbiz.de/10003392308
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Forecasting with dimension switching VARs
Koop, Gary - In: International journal of forecasting 30 (2014) 2, pp. 280-290
Persistent link: https://www.econbiz.de/10010510910
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A new index of financial conditions
Koop, Gary; Korobilis, Dimitris - In: European economic review : EER 71 (2014), pp. 101-116
Persistent link: https://www.econbiz.de/10010512275
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Economic theory and forecasting : lessons from the literature
Giacomini, Raffaella - In: The econometrics journal 18 (2015) 2, pp. 22-41
Persistent link: https://www.econbiz.de/10011378469
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Forecasting with medium and large Bayesian VARs
Koop, Gary - In: Journal of applied econometrics 28 (2013) 2, pp. 177-203
Persistent link: https://www.econbiz.de/10009733340