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Significance tests harm progress in forecasting : comment
Stekler, Herman O. - In: International journal of forecasting 23 (2007) 2, pp. 329-330
Persistent link: https://www.econbiz.de/10003483842
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Comments on "Significance tests harm progress in forecasting"
Ord, John Keith - In: International journal of forecasting 23 (2007) 2, pp. 331-332
Persistent link: https://www.econbiz.de/10003483858
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Applications of advanced methods of cointegration analysis to money demand and equilibrium exchange rates
Hossfeld, Oliver - 2010
Persistent link: https://www.econbiz.de/10008825914
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Essays in forecast evaluation
Giacomini, Raffaella - 2003
Persistent link: https://www.econbiz.de/10003622452
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Essays on forecast evaluation under general loss functions
Capistrán Carmona, Carlos - 2005
Persistent link: https://www.econbiz.de/10003384465
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Assessing predictability and structural change : econometric analyses with financial applications
Deng, Ai - 2006
Persistent link: https://www.econbiz.de/10003965303
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Searching for a better proxy for business cycles : with supports using US data
Lee, Yuan-Ming; Wang, Kuan-Min - In: Applied economics 44 (2012) 10/12, pp. 1433-1442
Persistent link: https://www.econbiz.de/10009525265
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The deflated Sharpe ratio : correcting for selection bias, backtest overfitting, and non-normality
Bailey, David H.; López de Prado, Marcos M. - In: The journal of portfolio management : a publication of … 40 (2014), pp. 94-107
Persistent link: https://www.econbiz.de/10011433463
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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
We follow the behavioral equilibrium exchange rate approach by Clark and MacDonald (1998) to derive equilibrium real effective exchange rates and currency misalignments for the US and its 16 major trading partners. We apply cointegration and panel cointegration techniques to derive fully...
Persistent link: https://www.econbiz.de/10011374380
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Financial factors in macroeconometric models
Giesen, Sebastian - 2013
Persistent link: https://www.econbiz.de/10009733040