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subject:"Deutschland"
subject:"Forecasting model"
~person:"Clark, Todd E."
~person:"Varneskov, Rasmus Tangsgaard"
~subject:"Bayes-Statistik"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Bayes-Statistik
Estimation theory
13
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13
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5
Statistical test
4
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4
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4
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Clark, Todd E.
Varneskov, Rasmus Tangsgaard
Tsionas, Efthymios G.
16
Zhang, Xinyu
12
Kumar, Dilip
10
Koop, Gary
9
Zhang, Xibin
9
Baltagi, Badi H.
8
Lütkepohl, Helmut
8
Shang, Han Lin
8
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7
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7
Swanson, Norman R.
7
Tsay, Ruey S.
7
Allenby, Greg M.
6
Demetrescu, Matei
6
Han, Xiaoyi
6
Kapetanios, George
6
Lesage, James P.
6
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6
Teräsvirta, Timo
6
Ardia, David
5
Baillie, Richard
5
Chevillon, Guillaume
5
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5
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5
Gao, Jiti
5
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Lee, Ji Hyung
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Lopes, Hedibert Freitas
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McCracken, Michael W.
5
Phillips, Peter C. B.
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Rossi, Barbara
5
Sbrana, Giacomo
5
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5
Tu, Yundong
5
Ullah, Aman
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Wolters, Jürgen
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Journal of econometrics
4
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1
Journal of forecasting
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ECONIS (ZBW)
6
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1
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
2
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
3
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
4
Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
Saved in:
5
In-sample tests of predictive ability : a new approach
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009673170
Saved in:
6
Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E.
- In:
Journal of forecasting
23
(
2004
)
2
,
pp. 115-139
Persistent link: https://www.econbiz.de/10001980723
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