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Optimal probabilistic forecast...
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RePEc
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ECONIS (ZBW)
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Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 521-539
Persistent link: https://www.econbiz.de/10012300696
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2
Semiparametric independence testing for time series of counts and the role of the support
Harris, David
;
McCabe, Brendan Peter Martin
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1111-1145
Persistent link: https://www.econbiz.de/10012149280
Saved in:
3
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:
4
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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5
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10011500263
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6
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
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7
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
Saved in:
8
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
9
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 384-406
Persistent link: https://www.econbiz.de/10013347814
Saved in:
10
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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