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Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia; McCracken, Michael W.; Perron, Benoit - 2015
Persistent link: https://www.econbiz.de/10011392844
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Multistep ahead forecasting of vector time series
McElroy, Tucker; McCracken, Michael W. - In: Econometric reviews 36 (2017) 5, pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
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Testing for unconditional predictive ability
Clark, Todd E.; McCracken, Michael W. - 2010
Persistent link: https://www.econbiz.de/10008668619
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Multi-step ahead forecasting of vector time series
McElroy, Tucker; McCracken, Michael W. - 2012
Persistent link: https://www.econbiz.de/10009681268