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Estimating the out-of-sample p...
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1
Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina
;
Jin, Sainan
;
Swanson, Norman R.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
Saved in:
2
Robustness of
bootstrap
in instrumental variable regression
Camponovo, Lorenzo
;
Otsu, Taisuke
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 352-393
Persistent link: https://www.econbiz.de/10011373276
Saved in:
3
Growth accounting and regressions : new approach and results
Sequeira, Tiago Neves
;
Morão, Hugo
- In:
International economics : a journal published by CEPII …
162
(
2020
),
pp. 67-79
Persistent link: https://www.econbiz.de/10012795643
Saved in:
4
Robust performance hypothesis testing with smooth functions of population moments
Ledoit, Olivier
;
Wolf, Michael
-
2018
tails and time dependence in the return data. In particular, we will promote a studentized time series
bootstrap
procedure …
Persistent link: https://www.econbiz.de/10011925992
Saved in:
5
Simulation optimization through regression or Krigin metamodels
Kleijnen, Jack P. C.
-
2017
Persistent link: https://www.econbiz.de/10011659473
Saved in:
6
Predictability hidden by anomalous observations
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2013
-
This version: March 2013
Persistent link: https://www.econbiz.de/10010221576
Saved in:
7
A parsimonious approach to stochastic mortality modelling with dependent residuals
Mavros, George
;
Cairns, Andrew
;
Kleinow, Torsten
; …
-
2014
Persistent link: https://www.econbiz.de/10010362818
Saved in:
8
Estimating the variance of the predictor in stochastic Kriging
Kleijnen, Jack P. C.
;
Mehdad, Ehsan
-
2015
Persistent link: https://www.econbiz.de/10011349889
Saved in:
9
Horizon confidence sets
Fosten, Jack
;
Gutknecht, Daniel
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
Saved in:
10
Estimating the variance of a combined forecast :
bootstrap
-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
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