Narrow search
Showing 1 - 10 of 38
Cover Image
A reality check for data snooping
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
Cover Image
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Cover Image
Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P. - In: Journal of applied econometrics 37 (2022) 3, pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
Cover Image
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Cover Image
Forecast evaluation of small nested model sets
Hubrich, Kirstin; West, Kenneth D. - In: Journal of applied econometrics 25 (2010) 4, pp. 574-594
Persistent link: https://www.econbiz.de/10008667474
Cover Image
The model confidence set
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 2, pp. 453-497
Persistent link: https://www.econbiz.de/10009124290
Cover Image
Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina; Jin, Sainan; Swanson, Norman R. - In: Journal of applied econometrics 38 (2023) 4, pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
Cover Image
Asymptotic likelihood-based prediction functions
Cooley, Thomas F. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 5, pp. 1215-1234
Persistent link: https://www.econbiz.de/10001094784
Cover Image
Forecast variance in dynamic simulation of simultaneous equation models
Calzolari, Giorgio - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 6, pp. 1473-1476
Persistent link: https://www.econbiz.de/10001036103
Cover Image
The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time-series models
Sampson, Michael J. - In: Journal of applied econometrics 6 (1991) 1, pp. 67-76
Persistent link: https://www.econbiz.de/10001100785