Showing 1 - 10 of 92,352
Persistent link: https://www.econbiz.de/10012654946
Persistent link: https://www.econbiz.de/10011431022
Credible Granger-causality analysis appears to require post-sample inference, as it is well-known that in-sample fit can be a poor guide to actual forecasting effectiveness. However, post-sample model testing requires an often-consequential a priori partitioning of the data into an "in-sample"...
Persistent link: https://www.econbiz.de/10010336194
Persistent link: https://www.econbiz.de/10010416755
have approximately Exponential or Pareto tails, thanks to Extreme Value Theory. It is shown that a simple "robust …
Persistent link: https://www.econbiz.de/10011411972
Persistent link: https://www.econbiz.de/10012799058
Persistent link: https://www.econbiz.de/10012439150
Persistent link: https://www.econbiz.de/10012305469
Persistent link: https://www.econbiz.de/10012262618
Persistent link: https://www.econbiz.de/10011671120