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Comparing density forecasts via weighted likelihood ratio tests
Amisano, Gianni; Giacomini, Raffaella - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 177-190
Persistent link: https://www.econbiz.de/10003463633
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Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10009715102
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The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
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Multi-horizon forecast comparison
Quaedvlieg, Rogier - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 40-53
Persistent link: https://www.econbiz.de/10012424497
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Backtesting systemic risk forecasts using multi-objective elicitability
Fissler, Tobias; Hoga, Yannick - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 485-498
Persistent link: https://www.econbiz.de/10015053421
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A test for superior predictive ability
Hansen, Peter Reinhard - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 365-380
Persistent link: https://www.econbiz.de/10003193404
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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
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Structural breaks in grouped heterogeneity
Smith, Simon C. - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
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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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Real-time forecasts of the real price of oil
Baumeister, Christiane; Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 326-336
Persistent link: https://www.econbiz.de/10009657290