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Forecast encompassing tests and probability forecasts
Clements, Michael P.; Harvey, David I. - In: Journal of applied econometrics 25 (2010) 6, pp. 1028-1062
Persistent link: https://www.econbiz.de/10008667429
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Forecast encompassing tests and probability forecasts
Clements, Michael P. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003386962
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Combining probability forecasts
Clements, Michael P.; Harvey, David I. - In: International journal of forecasting 27 (2011) 2, pp. 208-223
Persistent link: https://www.econbiz.de/10009247538
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Forecast encompassing and parameter estimation
Harvey, David I.; Newbold, Paul - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 815-835
Persistent link: https://www.econbiz.de/10003229053
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Forecast combination and encompassing
Newbold, Paul; Harvey, David I. - In: A companion to economic forecasting, (pp. 268-283). 2002
Persistent link: https://www.econbiz.de/10001893136
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Forecast evaluation tests in the presence of ARCH
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Journal of forecasting 18 (1999) 6, pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
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Tests for multiple forecast encompassing
Harvey, David I.; Newbold, Paul - In: Journal of applied econometrics 15 (2000) 5, pp. 471-482
Persistent link: https://www.econbiz.de/10001533562
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Tests for forecast encompassing
Harvey, David I. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
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Tests for multiple forecasting encompassing
Harvey, David I.; Newbold, Paul - 1998
Persistent link: https://www.econbiz.de/10000996877
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Ranking competing multi-step forecasts
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - 1997
Persistent link: https://www.econbiz.de/10000974745