Narrow search
Showing 1 - 7 of 7
Cover Image
A simple nonparametric test of predictive performance
Pesaran, M. Hashem - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 4, pp. 461-465
Persistent link: https://www.econbiz.de/10001132718
Cover Image
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Cover Image
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Cover Image
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are; Ravazzolo, Francesco; Dijk, Herman … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Cover Image
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10009558975
Cover Image
Forecast combination with entry and exit of experts
Capistrán Carmona, Carlos; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 428-440
Persistent link: https://www.econbiz.de/10003913380
Cover Image
Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 482-496
Persistent link: https://www.econbiz.de/10014448252