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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
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Annals journal of econometrics: predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger
Swanson, Norman R.; Elliott, Graham; Ghysels, Eric; … - 2006
Persistent link: https://www.econbiz.de/10003376072
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Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - In: Journal of econometrics 180 (2014) 1, pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
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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
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - 2007
Persistent link: https://www.econbiz.de/10003827262
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Combining forecasts from nested models
Clark, Todd E.; McCracken, Michael W. - 2007
Persistent link: https://www.econbiz.de/10003827266
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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
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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
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Theory-coherent forecasting
Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of econometrics 182 (2014) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10010497096