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Stock return predictability : evaluation based on interval forecasts
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Bulletin of economic research 74 (2022) 2, pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
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Second order expansion of t-statistic in autoregressive models
Mikusheva, Anna (contributor) - 2007
Persistent link: https://www.econbiz.de/10003605137
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Uniform inferences in econometrics
Mikusheva, Anna - 2007
Persistent link: https://www.econbiz.de/10009689094
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Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H. - In: Econometric reviews 19 (2000) 1, pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
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Generalized integer-valued autoregression
Brännäs, Kurt; Hellström, Jörgen - In: Count data autoregression modelling, (pp. 1-20). 1999
Persistent link: https://www.econbiz.de/10001424834
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Generalized integer-valued autoregression
Brännäs, Kurt; Hellström, Jörgen - In: Econometric reviews 20 (2001) 4, pp. 425-443
Persistent link: https://www.econbiz.de/10001620901
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High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim; Wright, Jonathan H. - In: The review of economics and statistics 83 (2001) 4, pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
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High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.; Bollerslev, Tim - 1999
Persistent link: https://www.econbiz.de/10001433207
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Analysis of latent Gaussian models with spatial dependence
Vogler, Jan - 2016
Persistent link: https://www.econbiz.de/10011618511
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Predictive density evaluation
Corradi, Valentina; Swanson, Norman R. - 2006
Persistent link: https://www.econbiz.de/10003338397