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Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.; Hecq, Alain W. J.; Smeekes, Stephan - In: Journal of econometrics 193 (2016) 2, pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - In: Journal of econometrics 164 (2011) 1, pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
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Inference and prediction in a multiple-structural-break model
Geweke, John; Jiang, Yu - In: Journal of econometrics 163 (2011) 2, pp. 172-185
Persistent link: https://www.econbiz.de/10009270612
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Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas; Paparoditis, Efstathios; Trenkler, Carsten - In: Journal of econometrics 234 (2023) 1, pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel; Lunde, Asger; Shephard, Neil G.; … - In: Journal of econometrics 236 (2023) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
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Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian; Liao, Yuan; Yang, Xiye - In: Journal of econometrics 237 (2023) 2,3, pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
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Prediction tests for structural stability
Lütkepohl, Helmut - In: Journal of econometrics 39 (1988) 3, pp. 267-296
Persistent link: https://www.econbiz.de/10003622419
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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - In: Journal of econometrics 185 (2015) 2, pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
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Statistical tests for multiple forecast comparison
Mariano, Roberto S.; Preve, Daniel - In: Journal of econometrics 169 (2012) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10009666685
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Testing predictive regression models with nonstationary regressors
Cai, Zongwu; Wang, Yunfei - In: Journal of econometrics 178 (2014) 1, pp. 4-14
Persistent link: https://www.econbiz.de/10010254993