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Kilian, Lutz
55
Fernández-Villaverde, Jesús
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10
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Working paper / National Bureau of Economic Research, Inc
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CESifo forum : a quarterly journal on European economic issues ; a joint initiative of Ludwig-Maximilians-Universität and the Ifo Institute
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A note on proper scoring rules and risk aversion
Peysakhovich, Alexander
;
Plagborg-Møller, Mikkel
- In:
Economics letters
117
(
2012
)
1
,
pp. 357-362
Persistent link: https://www.econbiz.de/10010018253
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2
Tests of Conditional Predictive Ability
Giacomini, Raffaella
;
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
6
,
pp. 1545-1578
Persistent link: https://www.econbiz.de/10007378354
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3
Aggregation of space-time processes
Giacomini, Raffaella
;
Granger, Clive W.J.
- In:
Journal of econometrics
118
(
2004
)
1-2
,
pp. 7-26
Persistent link: https://www.econbiz.de/10006758786
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4
Forecast comparisons in unstable environments
Giacomini, Raffaella
;
Rossi, Barbara
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 595-621
Persistent link: https://www.econbiz.de/10008412212
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5
Comparing Density Forecasts via Weighted Likelihood Ratio Tests
Amisano, Gianni
;
Giacomini, Raffaella
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 177-190
Persistent link: https://www.econbiz.de/10008221860
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6
Evaluation and Combination of Conditional Quantile Forecasts
Giacomini, Raffaella
;
Komunjer, Ivana
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 416-431
Persistent link: https://www.econbiz.de/10008223082
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Detecting and Predicting Forecast Breakdowns
Giacomini, Raffaella
;
Rossi, Barbara
- In:
The review of economic studies
76
(
2009
)
2
,
pp. 669-706
Persistent link: https://www.econbiz.de/10008235689
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8
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Carriero, Andrea
;
Giacomini, Raffaella
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 21-35
Persistent link: https://www.econbiz.de/10009178485
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A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
Giacomini, Raffaella
;
Politis, Dimitris N.
;
White, Halbert
- In:
Econometric theory
29
(
2013
)
3
,
pp. 567-589
Persistent link: https://www.econbiz.de/10010120926
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10
MACROECONOMICS AND VOLATILITY: DATA, MODELS, AND ESTIMATION
Fernández-Villaverde, Jesós
;
Rubio-Ramírez, Juan
-
2010
Persistent link: https://www.econbiz.de/10008814375
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