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Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010416759
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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010416755
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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi - 2002
Persistent link: https://www.econbiz.de/10013424233
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On the selection of forecasting models
Inoue, Atsushi - 2003
Persistent link: https://www.econbiz.de/10013424283