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On the comparison of interval forecasts
Askanazi, Ross; Diebold, Francis X.; Schorfheide, Frank; … - 2018
Persistent link: https://www.econbiz.de/10012000599
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On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Cheung, Yin-Wong; Diebold, Francis X. - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854431
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On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Cheung, Yin-Wong; Diebold, Francis X. - 1990
Persistent link: https://www.econbiz.de/10000807109
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Modeling volatility dynamics
Diebold, Francis X.; Lopez, Jose A. - 1995
Persistent link: https://www.econbiz.de/10000587223
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Deterministic vs. stochastic trend in US GNP, yet again
Diebold, Francis X.; Senhadji-Semlali, Abdel - 1996
Persistent link: https://www.econbiz.de/10000569089
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On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.; Strasser, Georg - In: The review of economic studies 80 (2013) 4, pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
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The uncertain unit root in real GNP : comment
Diebold, Francis X. - In: The American economic review 86 (1996) 5, pp. 1291-1298
Persistent link: https://www.econbiz.de/10001214013
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Optimal prediction under asymmetric loss
Christoffersen, Peter F. - In: Econometric theory 13 (1997) 6, pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
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On the power of Dickey-Fuller tests against fractional alternatives
Diebold, Francis X. - In: Economics letters 35 (1991) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001102138
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Optimal prediction under asymmetric loss
Christoffersen, Peter F. - 1994
Persistent link: https://www.econbiz.de/10000920915