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How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van; Kiviet, Jan F. - 1994
Persistent link: https://www.econbiz.de/10000151691
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Forecasting dynamic market share relationships
Terui, Nobuhiko - 1997
Persistent link: https://www.econbiz.de/10000960562
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Mimicking portfolios, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 3, pp. 354-368
Persistent link: https://www.econbiz.de/10003754195
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Composite forecasting : an integrated approach and optimality reconsidered
Phillips, Robert F. - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 3, pp. 389-395
Persistent link: https://www.econbiz.de/10003652066
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A k-sample homogeneity test based on the quantification of the p-p plot : the harmonic weighted mass index
Hinloopen, Jeroen; Wagenvoort, Rien; Marrewijk, Charles van - 2008
Persistent link: https://www.econbiz.de/10003787143
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Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - 2008
Persistent link: https://www.econbiz.de/10003787153
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Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - 2008
Persistent link: https://www.econbiz.de/10003787159
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Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Hoogerheide, Lennart F.; Dijk, Herman K. van - 2008
Persistent link: https://www.econbiz.de/10003774522
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Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.; Colacito, Riccardo - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 2, pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
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How useful are historical data for forecasting the long-run equity return distribution?
Maheu, John M.; McCurdy, Thomas H. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10003805430