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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/10003392308
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Tests of conditional predictive ability
Giacomini, Raffaella (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10002911954
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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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Testing Conditional Predictive Ability
Giacomini, Raffaella - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882036
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Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 182 (2014) 1, pp. 211-225
Persistent link: https://www.econbiz.de/10010497087
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The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric reviews 37 (2018) 6/10, pp. 955-973
Persistent link: https://www.econbiz.de/10012040423
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Essays in forecast evaluation
Giacomini, Raffaella - 2003
Persistent link: https://www.econbiz.de/10003622452
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Model comparisons in unstable environments
Giacomini, Raffaella; Rossi, Barbara - In: International economic review 57 (2016) 2, pp. 369-391
Persistent link: https://www.econbiz.de/10011595985
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Testing conditional independence via empirical likelihood
Su, Liangjun; White, Halbert - 2003
Persistent link: https://www.econbiz.de/10002118431
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Testing a conditional form of exogeneity
White, Halbert; Chalak, Karim - 2010
Persistent link: https://www.econbiz.de/10008665530