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Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard; Timmermann, Allan - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548
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Generalized method of integrated moments for high-frequency data
Li, Jia; Xiu, Dacheng - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 4, pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
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Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 5, pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
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Forecasting with model uncertainty : representations and risk reduction
Hirano, Keisuke; Wright, Jonathan H. - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 2, pp. 617-643
Persistent link: https://www.econbiz.de/10011778680