EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"parameter-reduction methods"
Narrow search

Narrow search

Year of publication
Subject
All
Asymptotic Inference 1 Forecast Evaluation 1 Forecast evaluation 1 Parameter-reduction Methods 1 asymptotic inference 1 parameter-reduction methods 1
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 2
Language
All
Undetermined 2
Author
All
Giacomini, Raffaella 2 White, Halbert 2
Institution
All
Department of Economics, University of California-San Diego (UCSD) 1 EconWPA 1
Published in...
All
Econometrics 1 University of California at San Diego, Economics Working Paper Series 1
Source
All
RePEc 2
Showing 1 - 2 of 2
Cover Image
Tests of Conditional Predictive Ability
Giacomini, Raffaella; White, Halbert - Department of Economics, University of California-San … - 2003
the usefulness of the proposed tests, we compare the forecast performance of three leading parameter-reduction methods for …
Persistent link: https://www.econbiz.de/10010536501
Saved in:
Cover Image
Tests of Conditional Predictive Ability
Giacomini, Raffaella; White, Halbert - EconWPA - 2003
We argue that the current framework for predictive ability testing (e.g., West, 1996) is not necessarily useful for real-time forecast selection, i.e., for assessing which of two competing forecasting methods will perform better in the future. We propose an alternative framework for...
Persistent link: https://www.econbiz.de/10005556276
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...