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A bunch of models, a bunch of nulls and inference about predictive ability
Pincheira, Pablo - 2011
Persistent link: https://www.econbiz.de/10008823452
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A simple out-of-sample test for the martingale difference hypothesis
Pincheira, Pablo - 2013
Persistent link: https://www.econbiz.de/10009783323
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The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model
Medel, Carlos A.; Pincheira, Pablo - 2015
Persistent link: https://www.econbiz.de/10011420443
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Forecasting Chilean inflation with international factors
Pincheira, Pablo; Gatty, Andrés - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 981-1010
Persistent link: https://www.econbiz.de/10011554361
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Forecasting inflation with a simple and accurate benchmark : the case of the US and a set of inflation targeting countries
Pincheira, Pablo; Medel, Carlos A. - In: Finance a úvěr 65 (2015) 1, pp. 2-29
Persistent link: https://www.econbiz.de/10010474202
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The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model
Medel, Carlos A.; Pincheira, Pablo - In: Applied economics letters 23 (2016) 1/3, pp. 126-131
Persistent link: https://www.econbiz.de/10011414456
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Forecasting fuel prices with the Chilean exchange rate : going beyond the commodity currency hypothesis
Pincheira, Pablo; Bentancor, Andrea; Hardy, Nicolás; … - In: Energy economics 106 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013202113
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Forecasting building permits with Google Trends
Coble, David; Pincheira, Pablo - In: Empirical economics : a quarterly journal of the … 61 (2021) 6, pp. 3315-3345
Persistent link: https://www.econbiz.de/10012664844
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Forecasting inflation in Latin America with core measures
Pincheira, Pablo; Selaive, Jorge; Nolazco, Jose Luis - In: International journal of forecasting 35 (2019) 3, pp. 1060-1071
Persistent link: https://www.econbiz.de/10012305224
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A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts
Pincheira, Pablo; West, Kenneth D. - In: Research in economics : an international review of economics 70 (2016) 2, pp. 304-319
Persistent link: https://www.econbiz.de/10011631148