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Joint tests of non-nested models and general error specifications

Bera, Anil K. (contributor) - 1991

Persistent link: https://www.econbiz.de/10000829592

Nested and non-nested procedures for testing linear and log-linear regression models

Bera, Anil K.; McAleer, Michael - 1988

Persistent link: https://www.econbiz.de/10000753411

Joint tests of non-nested models and general error specifications

Bera, Anil K.; McAleer, Michael; Pesaran, M. Hashem - 1989 - Rev

Persistent link: https://www.econbiz.de/10000778211

Comparing predictive accuracy I : an asymptotic test

Diebold, Francis X.; Mariano, Roberto S. - 1991

Persistent link: https://www.econbiz.de/10000824177

Nested and non-nested procedures for testing linear and log-linear regression models

Bera, Anil K.; McAleer, Michael - 1988

Persistent link: https://www.econbiz.de/10000124649

Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998

Persistent link: https://www.econbiz.de/10000682409

Evaluating density forecasts of inflation : the survey of professional forecasters

Diebold, Francis X.; Tay, Anthony S. A.; Wallis, … - 1997

Persistent link: https://www.econbiz.de/10000642829

Comparing predictive accuracy

Diebold, Francis X.; Mariano, Roberto S. - 1991

Persistent link: https://www.econbiz.de/10000108981

Tests for serial independence in limited dependent variable models

Jarque, Carlos M.; Bera, Anil K. - 1981

Persistent link: https://www.econbiz.de/10003489724

The cult of statistical significance

Krämer, Walter - 2010

This article takes issue with a recent book by Ziliak and McCloskey (2008) of the same title. Ziliak and McCloskey argue that statistical significance testing is a barrier rather than a booster for empirical research in many fields and should therefore be abandoned altogether. The present...

Persistent link: https://www.econbiz.de/10008732285