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~isPartOf:"BSE working paper : working papers"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~person:"Clark, Todd E."
~person:"Driesen, David M."
~person:"Rossi, Barbara"
~subject:"Forecasting model"
~subject:"Statistischer Test"
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Clark, Todd E.
Driesen, David M.
Rossi, Barbara
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Exchange rate predictability
Rossi, Barbara
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2013
Persistent link: https://www.econbiz.de/10010373946
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2
Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara
;
Inoue, Atsushi
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2012
Persistent link: https://www.econbiz.de/10010374008
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3
Tests for the validity of portfolio or group choice in financial and panel regressions
Inoue, Atsushi
;
Rossi, Barbara
-
2015
Persistent link: https://www.econbiz.de/10011472365
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4
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
-
2014
Persistent link: https://www.econbiz.de/10010424812
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5
Worst-case bounds for the logarithmic loss of predictors
Driesen, David M.
;
Lugosi, Gábor
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1999
Persistent link: https://www.econbiz.de/10001425335
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6
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2021
-
Revised: October 2021
Persistent link: https://www.econbiz.de/10012872790
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7
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2021
Persistent link: https://www.econbiz.de/10012805984
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8
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011582617
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9
Forecasting in the presence of instabilities : how do we know whether models predict well and how to improve them
Rossi, Barbara
-
2019
-
This Draft: November 2019
Persistent link: https://www.econbiz.de/10012209873
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10
From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Ganics, Gergely
;
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2019
Persistent link: https://www.econbiz.de/10012169736
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