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Expectations hypotheses tests at long horizons
Rossi, Barbara - In: The econometrics journal 10 (2007) 3, pp. 554-579
Persistent link: https://www.econbiz.de/10003637619
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Optimal tests for nested model selection with underlying parameter instability
Rossi, Barbara - In: Econometric theory 21 (2005) 5, pp. 962-990
Persistent link: https://www.econbiz.de/10003101950
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Expectations hypotheses tests and predictive regressions at long horizons
Rossi, Barbara (contributor) - 2005
Persistent link: https://www.econbiz.de/10002748906
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Testing for weak identification in possibly nonlinear models
Inoue, Atsushi; Rossi, Barbara - In: Journal of econometrics 161 (2011) 2, pp. 246-261
Persistent link: https://www.econbiz.de/10009242141
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Tests for the validity of portfolio or group choice in financial and panel regressions
Inoue, Atsushi; Rossi, Barbara - 2015
Persistent link: https://www.econbiz.de/10011348510
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - 2012
Persistent link: https://www.econbiz.de/10010374008
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Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara; Sekhposyan, Tatevik - 2014
Persistent link: https://www.econbiz.de/10010375961
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Forecast rationality tests in the presence of instabilities, with applications to federal reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - 2014
Persistent link: https://www.econbiz.de/10010375971
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - 2011
Persistent link: https://www.econbiz.de/10010196679
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Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara; Sekhposyan, Tatevik - 2014
Persistent link: https://www.econbiz.de/10010373662