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A formalization of seasonal encompassing with an application to a German macromodel
Beyer, Andreas - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 315-323
Persistent link: https://www.econbiz.de/10001603251
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Improving federal-funds rate forecasts in VAR models used for policy analysis
Robertson, John C.; Tallman, Ellis W. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 324-330
Persistent link: https://www.econbiz.de/10001603253
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On the nonlinear predictability of stock returns using financial and economic variables
Racine, Jeffrey - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 380-382
Persistent link: https://www.econbiz.de/10001603263
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Imposing and testing curvature conditions on a box-cox cost function
Koebel, Bertrand M.; Falk, Martin; Laisney, François - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 2, pp. 319-335
Persistent link: https://www.econbiz.de/10001757499
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Unit-root tests are useful for selecting forecasting models
Diebold, Francis X.; Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 265-273
Persistent link: https://www.econbiz.de/10001493847
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Pooling in dynamic panel-data models : an application to forecasting GDP growth rates
Hoogstrate, André J.; Palm, Franz C.; Pfann, Gerard A. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 274-283
Persistent link: https://www.econbiz.de/10001493852
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Alternative variance-ratio tests using ranks and signs
Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001441577
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Stock returns and dividend yields revisited : a new way to look at an old problem
Wolf, Michael - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 18-30
Persistent link: https://www.econbiz.de/10001441585
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Aggregate consumption and the predictability of asset returns
Jacobs, Kris - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 58-76
Persistent link: https://www.econbiz.de/10001441607
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Tests for forecast encompassing when forecasts depend on estimated regression parameters
West, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 29-33
Persistent link: https://www.econbiz.de/10001543433