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Exchange rate predictability
Rossi, Barbara - 2013
Persistent link: https://www.econbiz.de/10010373946
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Tests of equal predictive ability with real-time data
Clark, Todd E.; McCracken, Michael W. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 441-454
Persistent link: https://www.econbiz.de/10003913381
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - 2012
Persistent link: https://www.econbiz.de/10010374008
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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/10010424812
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Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Clark, Todd E. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 3, pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
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Worst-case bounds for the logarithmic loss of predictors
Driesen, David M.; Lugosi, Gábor - 1999
Persistent link: https://www.econbiz.de/10001425335
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Evaluating forecast performance with state dependence
Odendahl, Florens; Rossi, Barbara; Sekhposyan, Tatevik - 2021
Persistent link: https://www.econbiz.de/10012805984
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 432-453
Persistent link: https://www.econbiz.de/10009657251
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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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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338
Persistent link: https://www.econbiz.de/10011691438