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Estimating and prediction tests of cash flow forecast accuracy
Yoo, Choong-yuel; Pae, Jinhan - In: Journal of forecasting 32 (2013) 3, pp. 215-225
Persistent link: https://www.econbiz.de/10009758654
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Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
Chen, Yi-ting - In: Journal of forecasting 30 (2011) 4, pp. 409-450
Persistent link: https://www.econbiz.de/10009234516
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The use of encompassing tests for forecast combinations
Kıṣınbay, Turgut - In: Journal of forecasting 29 (2010) 7, pp. 715-727
Persistent link: https://www.econbiz.de/10008935424
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Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor - In: Journal of forecasting 36 (2017) 5, pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
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Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca; Hecq, Alain W. J. - In: Journal of forecasting 30 (2011) 3, pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
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Statistical surveillance of cyclical processes with application to turns in business cycles
Andersson, Eva; Bock, David; Frisén, Marianne - In: Journal of forecasting 24 (2005) 7, pp. 465-490
Persistent link: https://www.econbiz.de/10003199656
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Forecasting new product trial in a controlled test market environment
Fader, Peter; Hardie, Bruce G. S.; Zeithammer, Robert - In: Journal of forecasting 22 (2003) 5, pp. 391-410
Persistent link: https://www.econbiz.de/10001781690
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An evaluation of tests of distributional forecasts
Noceti, Pablo; Smith, Jeremy; Hodges, Stewart D. - In: Journal of forecasting 22 (2003) 6/7, pp. 447-455
Persistent link: https://www.econbiz.de/10001836448
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Finite-sample properties of tests for equal forecast accuracy
Clark, Todd E. - In: Journal of forecasting 18 (1999) 7, pp. 489-504
Persistent link: https://www.econbiz.de/10001437772
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Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio - In: Journal of forecasting 21 (2002) 2, pp. 81-105
Persistent link: https://www.econbiz.de/10001653522