Narrow search
Showing 1 - 10 of 14
Cover Image
Finite-sample properties of tests for forecast equivalence
Clark, Todd E. - 1996
Persistent link: https://www.econbiz.de/10000957889
Cover Image
Approximately normal tests for equal predictive accuracy in nested models
Clark, Todd E.; West, Kenneth D. - In: Journal of econometrics 138 (2007) 1, pp. 291-311
Persistent link: https://www.econbiz.de/10003451762
Cover Image
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Carriero, Andrea; Giacomini, Raffaella - In: Journal of econometrics 164 (2011) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10009270416
Cover Image
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - 2007
Persistent link: https://www.econbiz.de/10003827262
Cover Image
Combining forecasts from nested models
Clark, Todd E.; McCracken, Michael W. - 2007
Persistent link: https://www.econbiz.de/10003827266
Cover Image
Forecast-based model selection in the presence of structural breaks
Clark, Todd E.; McCracken, Michael W. - 2002
Persistent link: https://www.econbiz.de/10001704806
Cover Image
Tests of equal forecast accuracy and encompassing for nested models
Clark, Todd E.; McCracken, Michael W. - In: Journal of econometrics 105 (2001) 1, pp. 85-110
Persistent link: https://www.econbiz.de/10001617146
Cover Image
Aggregation of space-time processes
Giacomini, Raffaella; Granger, C. W. J. - In: Journal of econometrics 118 (2004) 1/2, pp. 7-26
Persistent link: https://www.econbiz.de/10001822910
Cover Image
Can out-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - 2000
Persistent link: https://www.econbiz.de/10001554626
Cover Image
Tests of equal forecast accuracy and encompassing for nested models
Clark, Todd E.; McCracken, Michael W. - 1999
Persistent link: https://www.econbiz.de/10001440511