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Economic theory and forecasting : lessons from the literature
Giacomini, Raffaella - 2014
Persistent link: https://www.econbiz.de/10010461819
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Models, inattention and expectation updates
Giacomini, Raffaella; Skreta, Basilikē; Turén, Javier - 2016
Persistent link: https://www.econbiz.de/10012171736
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Models, inattention and Bayesian updates
Turén, Javier; Giacomini, Raffaella; Skreta, Basilikē - 2018
Persistent link: https://www.econbiz.de/10011962536
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Tests of conditional predictive ability
Giacomini, Raffaella; White, Halbert - 2003
Persistent link: https://www.econbiz.de/10001778124
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Comparing density forecasts via weighted likehood ratio tests : asymptotic and bootstrap methods
Giacomini, Raffaella - 2002
Persistent link: https://www.econbiz.de/10001711390
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Hypernormal densities
Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - 2002
Persistent link: https://www.econbiz.de/10001711395
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Aggregation of space-time processes
Giacomini, Raffaella; Granger, C. W. J. - 2001
Persistent link: https://www.econbiz.de/10001591097
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Evaluation and combination of conditional quantile forecasts
Giacomini, Raffaella; Komunjer, Ivana - 2002
Persistent link: https://www.econbiz.de/10001683584
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Comparing density forecasts via weighted likelihood ratio tests : asymptotic and bootstrap methods
Giacomini, Raffaella - 2002
Persistent link: https://www.econbiz.de/10003887028
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Aggregation of space-time processes
Giacomini, Raffaella; Granger, C. W. J. - 2002
Persistent link: https://www.econbiz.de/10003887032