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Exchange rate predictability
Rossi, Barbara - 2013
Persistent link: https://www.econbiz.de/10010373946
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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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Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Huong; Rossi, Barbara - 2015
Persistent link: https://www.econbiz.de/10011442250
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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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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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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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On prediction of individual sequences
Driesen, David M.; Lugosi, Gábor - 1998
Persistent link: https://www.econbiz.de/10000992775
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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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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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Understanding the sources of macroeconomic uncertainty
Rossi, Barbara; Sekhposyan, Tatevik; Soupre, Matthieu - 2016 - Updated version: August 2016
Persistent link: https://www.econbiz.de/10011582634