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~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~type_genre:"Arbeitspapier"
~type_genre:"CD-ROM, DVD"
~type_genre:"Fallstudie"
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1
Robust inference for non-Gaussian SVAR models
Hoesch, Lukas
;
Lee, Adam
;
Mesters, Geert
-
2022
Persistent link: https://www.econbiz.de/10014226606
Saved in:
2
Uniform and distribution-free inference with general autoregressive processes
Magdalinos, Tassos
;
Petrova, Katerina
-
2022
Persistent link: https://www.econbiz.de/10013365457
Saved in:
3
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2021
Persistent link: https://www.econbiz.de/10012805984
Saved in:
4
Tests for the validity of portfolio or group choice in financial and panel regressions
Inoue, Atsushi
;
Rossi, Barbara
-
2015
Persistent link: https://www.econbiz.de/10011472365
Saved in:
5
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373662
Saved in:
6
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373663
Saved in:
7
Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara
;
Inoue, Atsushi
-
2012
Persistent link: https://www.econbiz.de/10010374008
Saved in:
8
Finite sample nonparametric tests for linear regressions
Gossner, Olivier
;
Schlag, Karl H.
-
2010
Persistent link: https://www.econbiz.de/10008663504
Saved in:
9
Comment to "Weak instruments robust tests in GMM and the new Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis
Canova, Fabio
-
2009
Persistent link: https://www.econbiz.de/10008664763
Saved in:
10
Exact tests for correlation and for the slope in simple linear regressions without making assumptions
Schlag, Karl H.
-
2008
Persistent link: https://www.econbiz.de/10008663766
Saved in:
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