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1
On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
-
2020
Persistent link: https://www.econbiz.de/10012225075
Saved in:
2
On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
-
2020
Persistent link: https://www.econbiz.de/10012208767
Saved in:
3
On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
-
2020
Persistent link: https://www.econbiz.de/10012426266
Saved in:
4
A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
Zhou, Jin
;
Li, Haiqi
;
Zhong, Wanling
- In:
Economics letters
207
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013170014
Saved in:
5
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
Saved in:
6
Bootstrapping unit root tests with covariates
Chang, Yoosoon
;
Sickles, Robin C.
;
Song, Wonho
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 136-155
Persistent link: https://www.econbiz.de/10011795024
Saved in:
7
Bootstrap consistency for the Mack bootstrap
Steinmetz, Julia
;
Jentsch, Carsten
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 83-121
Persistent link: https://www.econbiz.de/10015066731
Saved in:
8
Bootstrapping the expected shortfall
Sun, Shuxia
;
Cheng, Fuxia
- In:
Theoretical economics letters
8
(
2018
)
4
,
pp. 685-698
Persistent link: https://www.econbiz.de/10011882103
Saved in:
9
Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
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10
Predictive density evaluation
Corradi, Valentina
;
Swanson, Norman R.
-
2006
Persistent link: https://www.econbiz.de/10003338397
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