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Testing nowcast monotonicity with estimated factors
Fosten, Jack; Gutknecht, Daniel - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
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Uniform test for predictive regression with AR errors
Li, Chenxue; Li, Deyuan; Peng, Liang - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 29-39
Persistent link: https://www.econbiz.de/10011704097
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A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
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Multi-horizon forecast comparison
Quaedvlieg, Rogier - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 40-53
Persistent link: https://www.econbiz.de/10012424497
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Testing for changes in forecasting performance
Perron, Pierre; Yamamoto, Yohei - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
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Unified tests for a dynamic predictive regression
Yang, Bingduo; Liu, Xiaohui; Peng, Liang; Cai, Zongwu - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
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Comparing predictive accuracy in the presence of a loss function shape parameter
Barendse, Sander; Patton, Andrew J. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1057-1069
Persistent link: https://www.econbiz.de/10013539430
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The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
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Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
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Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 202-217
Persistent link: https://www.econbiz.de/10011704166