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A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
Zhou, Jin; Li, Haiqi; Zhong, Wanling - In: Economics letters 207 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013170014
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A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian - In: Economics letters 224 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
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Forecasting long memory time series when occasional breaks occur
Bisaglia, Luisa; Gerolimetto, Margherita - In: Economics letters 98 (2008) 3, pp. 253-258
Persistent link: https://www.econbiz.de/10003719142
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Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana; Girdėnas, Šarūnas; Liu, Keqing - In: Economics letters 130 (2015), pp. 93-96
Persistent link: https://www.econbiz.de/10011422420
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Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Wang, Shin-huei; Vasilakis, Chrysovalantis - In: Economics letters 118 (2013) 2, pp. 389-392
Persistent link: https://www.econbiz.de/10009708863
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GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David; Hoogerheide, Lennart F. - In: Economics letters 123 (2014) 2, pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
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Time scale evaluation of economic forecasts
Michis, Antonis A. - In: Economics letters 123 (2014) 3, pp. 279-281
Persistent link: https://www.econbiz.de/10010401387
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Robust thresholding for Diffusion Index forecast
Le, Vu; Wang, Qing - In: Economics letters 125 (2014) 1, pp. 52-56
Persistent link: https://www.econbiz.de/10010504772
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Forecasting with the New Keynesian Phillips curve : evidence from survey data
Jean-Baptiste, Frédo - In: Economics letters 117 (2012) 3, pp. 811-813
Persistent link: https://www.econbiz.de/10009682667
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Testing forecasting model versatility
Taylor, Nicholas - In: Economics letters 117 (2012) 3, pp. 803-806
Persistent link: https://www.econbiz.de/10009682678