Narrow search
Showing 1 - 8 of 8
Cover Image
Long-horizon exchange rate predictability?
Berkowitz, Jeremy; Giorgianni, Lorenzo - 1996
Persistent link: https://www.econbiz.de/10000952882
Cover Image
Evaluating the forecasts of risk models
Berkowitz, Jeremy - 1999
Persistent link: https://www.econbiz.de/10001407286
Cover Image
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
Cover Image
Rejoinder: 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. 353-356
Persistent link: https://www.econbiz.de/10011691450
Cover Image
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are; Ravazzolo, Francesco; Dijk, Herman … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Cover Image
Testing density forecasts, with applications to risk management
Berkowitz, Jeremy - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 465-474
Persistent link: https://www.econbiz.de/10001646386
Cover Image
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
Cover Image
Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 482-496
Persistent link: https://www.econbiz.de/10014448252