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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994
Persistent link: https://www.econbiz.de/10000884768
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Evidence on structural instability in macroeconomic time series relations /James H. Stock; Mark W. Watson
Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10000920892
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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - 1994
Persistent link: https://www.econbiz.de/10000920919
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The use of predictive regressions at alternative horizons in finance and economics
Mark, Nelson C.; Sul, Donggyu - 2004
Persistent link: https://www.econbiz.de/10002188321
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Generalized stochastic gradient learning
Evans, George W.; Honkapohja, Seppo; Williams, Noah - 2005
Persistent link: https://www.econbiz.de/10003182341
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Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E.; West, Kenneth D. - 2005
Persistent link: https://www.econbiz.de/10002586927
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Approximately normal test for equal predictive accuracy in nested models
Clark, Todd E.; West, Kenneth D. - 2006
Persistent link: https://www.econbiz.de/10003362217
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Cointegration and long-horizon forecasting
Christoffersen, Peter F.; Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000977739
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Empirical bayes forecasts of one time series using many predictors
Knox, Thomas A.; Stock, James H.; Watson, Mark W. - 2001
Persistent link: https://www.econbiz.de/10001569251
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Optimal prediction under asymmetric loss
Christoffersen, Peter F. - 1994
Persistent link: https://www.econbiz.de/10000920915