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Testing for multiple-period predictability between serially dependent time series

Heaton, Christopher - In: International journal of forecasting 31 (2015) 3, pp. 587-597

Persistent link: https://www.econbiz.de/10011474421

Forecast encompassing tests for the expected shortfall

Dimitriadis, Timo; Schnaitmann, Julie - In: International journal of forecasting 37 (2021) 2, pp. 604-621

Persistent link: https://www.econbiz.de/10012792857

Metropolitan hotel sector forecast accuracy in El Paso

Walke, Adam G.; Fullerton, Thomas M. - In: Atlantic economic journal : AEJ 47 (2019) 2, pp. 179-191

Persistent link: https://www.econbiz.de/10012227843

Testing out-of-sample portfolio performance

Kazak, Ekaterina; Pohlmeier, Winfried - In: International journal of forecasting 35 (2019) 2, pp. 540-554

Persistent link: https://www.econbiz.de/10012300697

Forecasting dynamically asymmetric fluctuations of the U.S. business cycle

Zanetti Chini, Emilio - In: International journal of forecasting 34 (2018) 4, pp. 711-732

Persistent link: https://www.econbiz.de/10012031089

Monte Carlo forecast evaluation with persistent data

Khalaf, Lynda; Saunders, Charles J. - In: International journal of forecasting 33 (2017) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10011754679

Comparing the riskiness of dependent portfolios via nested L-statistics

Samanthi, Ranadeera G.M.; Wei, Wei; Brazauskas, Vytaras - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 213-236

Persistent link: https://www.econbiz.de/10011820567

Difficulties in testing for capital overaccumulation

Kocherlakota, Narayana Rao - In: Quantitative economics : QE ; journal of the … 15 (2024) 1, pp. 89-114

This paper reconsiders the question of testing for the presence of Pareto suboptimal capital overaccumulation in overlapping generations economies. The paper allows generation‐specific technology shocks to evolve over time according to a stationary Markov chain, and assumes that an...

Persistent link: https://www.econbiz.de/10014496932