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ECONIS (ZBW)
108
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1
Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts
Akgun, Oguzhan
;
Pirotte, Alain
;
Urga, Giovanni
;
Yang, …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 202-228
Persistent link: https://www.econbiz.de/10014450267
Saved in:
2
A consistent nonparametric test for the structure change in quantile regression
Liu, Weiqiang
- In:
Economics letters
228
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014451308
Saved in:
3
Technical analysis, spread trading, and data snooping control
Psaradellis, Ioannis
;
Laws, Jason
;
Pantelous, Athanasios A.
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 178-191
Persistent link: https://www.econbiz.de/10014462774
Saved in:
4
Time series cross validation : a theoretical result and finite sample performance
Deng, Ai
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505085
Saved in:
5
Testing partial instrument monotonicity
Jiang, Hongyi
;
Sun, Zhenting
- In:
Economics letters
233
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014506305
Saved in:
6
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
7
No pain, no gain : you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance
Anghel, Dan Gabriel
- In:
Economics letters
216
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013448360
Saved in:
8
In-sample tests of predictability are superior to pseudo-out-of-sample tests, even when data mining
Hunt, Ian
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 872-877
Persistent link: https://www.econbiz.de/10013349413
Saved in:
9
Empirical likelihood inference for Oaxaca-Blinder decomposition
Otsu, Taisuke
;
Tanaka, Shiori
- In:
Economics letters
219
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013470977
Saved in:
10
Data snooping in equity premium prediction
Dichtl, Hubert
;
Drobetz, Wolfgang
;
Neuhierl, Andreas
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 72-94
Persistent link: https://www.econbiz.de/10012692602
Saved in:
11
Forecast encompassing tests for the expected shortfall
Dimitriadis, Timo
;
Schnaitmann, Julie
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 604-621
Persistent link: https://www.econbiz.de/10012792857
Saved in:
12
Nonparametric tests for optimal predictive ability
Arvanitis, Stelios
;
Post, Thierry
;
Potì, Valerio
; …
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 881-898
Persistent link: https://www.econbiz.de/10012792879
Saved in:
13
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:
14
On the inconsistency of nonparametric bootstraps for the subvector Anderson-Rubin test
Wang, Wenjie
- In:
Economics letters
191
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508550
Saved in:
15
A note on Portmanteau tests for conditional heteroscedastistic models
Ben, Youhong
;
Jiang, Feiyu
- In:
Economics letters
192
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012508571
Saved in:
16
Forecasting value at risk and expected shortfall with mixed data sampling
Trung Hai Le
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1362-1379
Persistent link: https://www.econbiz.de/10012546780
Saved in:
17
Structural changes in large economic datasets : a nonparametric homogeneity test
Casarin, Roberto
;
Costola, Michele
- In:
Economics letters
176
(
2019
),
pp. 55-59
Persistent link: https://www.econbiz.de/10012121230
Saved in:
18
Testing for no-cointegration under time-varying variance
Wang, Shaoping
;
Zhao, Qing
;
Li, Yanglin
- In:
Economics letters
182
(
2019
),
pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
Saved in:
19
A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy
;
Hayes, Simon
;
Kapetanios, George
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
Saved in:
20
Testing out-of-sample portfolio performance
Kazak, Ekaterina
;
Pohlmeier, Winfried
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 540-554
Persistent link: https://www.econbiz.de/10012300697
Saved in:
21
A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Saved in:
22
Moment redundancy test with application to efficiency-improving copulas
Hao, Bowen
;
Prokhorov, Artem
;
Qian, Hailong
- In:
Economics letters
171
(
2018
),
pp. 29-33
Persistent link: https://www.econbiz.de/10012021844
Saved in:
23
Monte Carlo forecast evaluation with persistent data
Khalaf, Lynda
;
Saunders, Charles J.
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011754679
Saved in:
24
A note on the likelihood ratio test on the equality of group frontiers
Huang, Cliff J.
;
Lai, Hung-pin
- In:
Economics letters
155
(
2017
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011821474
Saved in:
25
Is MORE LESS? : the role of data augmentation in testing for structural breaks
Rao, Yao
;
McCabe, Brendan Peter Martin
- In:
Economics letters
155
(
2017
),
pp. 131-134
Persistent link: https://www.econbiz.de/10011821631
Saved in:
26
Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis
Yang, Lixiong
;
Lee, Chingnun
;
Su, Jen-je
- In:
Economics letters
159
(
2017
),
pp. 128-133
Persistent link: https://www.econbiz.de/10011903459
Saved in:
27
Evaluating multi-step system forecasts with relatively few forecast-error observations
Hendry, David F.
;
Martinez, Andrew B.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 359-372
Persistent link: https://www.econbiz.de/10011921041
Saved in:
28
Density forecast evaluation in unstable environments
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 416-432
Persistent link: https://www.econbiz.de/10011922146
Saved in:
29
Nonlinear error correction based cointegration test in panel data
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Denaux, Zulal S.
- In:
Economics letters
157
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011847276
Saved in:
30
A unit root test against globally stationary ESTAR models when local condition is non-stationary
Hu, Junjuan
;
Chen, Zhenlong
- In:
Economics letters
146
(
2016
),
pp. 89-94
Persistent link: https://www.econbiz.de/10011619120
Saved in:
31
Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook
- In:
Economics letters
147
(
2016
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
Saved in:
32
A nonparametric approach to test for predictability
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Economics letters
148
(
2016
),
pp. 10-16
Persistent link: https://www.econbiz.de/10011619752
Saved in:
33
Variational Bayes for assessment of dynamic quantile forecasts
Gerlach, Richard
;
Abeywardana, Sachin
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1385-1402
Persistent link: https://www.econbiz.de/10011622172
Saved in:
34
A robustified Jarque-Bera test for multivariate normality
Kim, Namhyun
- In:
Economics letters
140
(
2016
),
pp. 48-52
Persistent link: https://www.econbiz.de/10011615965
Saved in:
35
A test for changing trends with monotonic power
Wu, Jilin
- In:
Economics letters
141
(
2016
),
pp. 15-19
Persistent link: https://www.econbiz.de/10011616049
Saved in:
36
Joint hypothesis tests for multidimensional inequality indices
Abul Naga, Ramses H.
;
Shen, Yajie
;
Hong il Yoo
- In:
Economics letters
141
(
2016
),
pp. 138-142
Persistent link: https://www.econbiz.de/10011616215
Saved in:
37
Significance test in nonstationary multinomial logit model
Chu, Chia-shang James
;
Liu, Nan
;
Zhang, Lina
- In:
Economics letters
143
(
2016
),
pp. 94-98
Persistent link: https://www.econbiz.de/10011616942
Saved in:
38
A note on the Mean Absolute Scaled Error
Franses, Philip Hans
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 20-22
Persistent link: https://www.econbiz.de/10011596434
Saved in:
39
Frontiers in VaR forecasting and backtesting
Nieto, Maria Rosa
;
Ruiz, Esther
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 474-501
Persistent link: https://www.econbiz.de/10011597163
Saved in:
40
A modified test against spurious long memory
Kruse, Robinson
- In:
Economics letters
135
(
2015
),
pp. 34-38
Persistent link: https://www.econbiz.de/10011434828
Saved in:
41
Testing spatial effects and random effects in a nested panel data model
He, Ming
;
Lin, Kuan-pin
- In:
Economics letters
135
(
2015
),
pp. 85-91
Persistent link: https://www.econbiz.de/10011434913
Saved in:
42
A simple and focused backtest of value at risk
Krämer, Walter
;
Wied, Dominik
- In:
Economics letters
137
(
2015
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
Saved in:
43
Modeling time-varying skewness via decomposition for out-of-sample forecast
Liu, Xiaochun
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 296-311
Persistent link: https://www.econbiz.de/10011474059
Saved in:
44
Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
Saved in:
45
Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
Saved in:
46
The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul
- In:
Economics letters
127
(
2015
),
pp. 51-53
Persistent link: https://www.econbiz.de/10011382860
Saved in:
47
Testing for joint significance in nonstationary ordered choice model
Xu, Peng
- In:
Economics letters
130
(
2015
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011422068
Saved in:
48
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
49
Testing for individual and time effects in panel data models with interactive effects
Wu, Jianhong
;
Li, Jinchang
- In:
Economics letters
125
(
2014
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10010505296
Saved in:
50
The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David
- In:
Economics letters
125
(
2014
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
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