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Being focused : when the purpose of inference matters for model selection
Behl, Peter; Dette, Holger; Frondel, Manuel; Tauchmann, … - 2011
Persistent link: https://www.econbiz.de/10009238103
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Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing
Messow, Philip - 2013
Persistent link: https://www.econbiz.de/10009793512
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Forecasting with a parsimonious subset VAR model
Cheong, Chongcheul; Lee, Hyunchul - In: Economics letters 125 (2014) 2, pp. 167-170
Persistent link: https://www.econbiz.de/10010505427
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Mallows criterion for heteroskedastic linear regressions with many regressors
Anatolyev, Stanislav - In: Economics letters 203 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607362
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The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune; Österholm, Pär - In: Economics letters 186 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
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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