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Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.; Scaillet, Olivier - In: International journal of forecasting 25 (2009) 2, pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
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Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42
Persistent link: https://www.econbiz.de/10010243646
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Modeling time-varying skewness via decomposition for out-of-sample forecast
Liu, Xiaochun - In: International journal of forecasting 31 (2015) 2, pp. 296-311
Persistent link: https://www.econbiz.de/10011474059
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Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher - In: International journal of forecasting 31 (2015) 3, pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
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Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria; Sun, Yingying - In: International journal of forecasting 31 (2015) 3, pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
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Parameter estimation and tests of equal forecast accuracy between non-nested models
McCracken, Michael W. - In: International journal of forecasting 20 (2004) 3, pp. 503-514
Persistent link: https://www.econbiz.de/10002169239
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Data snooping in equity premium prediction
Dichtl, Hubert; Drobetz, Wolfgang; Neuhierl, Andreas; … - In: International journal of forecasting 37 (2021) 1, pp. 72-94
Persistent link: https://www.econbiz.de/10012692602
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Forecast encompassing tests for the expected shortfall
Dimitriadis, Timo; Schnaitmann, Julie - In: International journal of forecasting 37 (2021) 2, pp. 604-621
Persistent link: https://www.econbiz.de/10012792857
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Testing time series data compatibility for benchmarking
Quennevillle, Benoît; Gagné, Christian - In: International journal of forecasting 29 (2013) 4, pp. 754-766
Persistent link: https://www.econbiz.de/10010221283
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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - In: International journal of forecasting 35 (2019) 4, pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469