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Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.; Mizon, Grayham E. - In: Journal of econometrics 182 (2014) 1, pp. 186-195
Persistent link: https://www.econbiz.de/10010497091
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A comparison of two model averaging techniques with an application to growth empirics
Magnus, Jan R.; Powell, Owen; Prüfer, Patricia - In: Journal of econometrics 154 (2010) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003940088
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Least squares model averaging by Mallows criterion
Wan, Alan T. K.; Zhang, Xinyu; Zou, Guohua - In: Journal of econometrics 156 (2010) 2, pp. 277-283
Persistent link: https://www.econbiz.de/10008648820
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Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos; Velasco, Carlos - In: Journal of econometrics 159 (2010) 1, pp. 209-221
Persistent link: https://www.econbiz.de/10008839927
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Hahn–Hausman test as a specification test
Lee, Yoonseok; Okui, Ryo - In: Journal of econometrics 167 (2012) 1, pp. 133-139
Persistent link: https://www.econbiz.de/10009551430
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Jackknife model averaging
Hansen, Bruce E.; Racine, Jeffrey - In: Journal of econometrics 167 (2012) 1, pp. 38-46
Persistent link: https://www.econbiz.de/10009551447
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Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 161 (2011) 2, pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
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Specification tests for partially identified models defined by moment inequalities
Bugni, Federico A.; Canay, Ivan A.; Shi, Xiaoxia - In: Journal of econometrics 185 (2015) 1, pp. 259-282
Persistent link: https://www.econbiz.de/10011339857
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Residual-based rank specification tests for AR-GARCH type models
Andreou, Elena; Werker, Bas J. M. - In: Journal of econometrics 185 (2015) 2, pp. 305-331
Persistent link: https://www.econbiz.de/10011348447
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Asymptotic analysis of the squared estimation error in misspecified factor models
Onatski, Alexei - In: Journal of econometrics 186 (2015) 2, pp. 388-406
Persistent link: https://www.econbiz.de/10011349455