Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Using stock market liquidity t...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
6
Prognoseverfahren
6
Statistical test
4
Statistischer Test
4
Causality analysis
3
Estimation theory
3
Kausalanalyse
3
Schätztheorie
3
Theorie
2
Theory
2
Capital market returns
1
Estimation
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Kapitalmarktrendite
1
Mean square error
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Out-of-sample forecasts
1
Prediction
1
Recursive estimation
1
Schätzung
1
Structural break
1
Strukturbruch
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Undetermined
4
Author
All
McCracken, Michael W.
8
Clark, Todd E.
7
Mccracken, Michael W.
3
Gonçalves, Sílvia
1
Perron, Benoit
1
Published in...
All
Journal of econometrics
Working paper
31
Working Papers / Federal Reserve Bank of St. Louis
18
FRB St. Louis Working Paper
12
Research Working Paper / Federal Reserve Bank of Kansas City
11
Research working papers / Federal Reserve Bank of Kansas City
8
FRB of St. Louis Working Paper
7
Economic Synopses
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Federal Reserve Bank of Cleveland working paper series
5
Journal of Econometrics
5
Journal of applied econometrics
5
Journal of money, credit and banking : JMCB
4
FRB of Cleveland Working Paper
3
Federal Reserve Bank of St. Louis Working Paper
3
Finance and Economics Discussion Series
3
Finance and economics discussion series
3
International economic review
3
International journal of forecasting
3
Journal of Applied Econometrics
3
Journal of Business & Economic Statistics
3
Research working papers / Research Division, Federal Reserve Bank of Kansas City
3
30th anniversary edition
2
Econometric reviews
2
FRB of Kansas City Working Paper
2
NBER Working Paper
2
Review / Federal Reserve Bank of St. Louis
2
Technical working paper / National Bureau of Economic Research
2
Working Paper / Federal Reserve Bank of Cleveland
2
A companion to economic forecasting
1
Applying Kernel and nonparametric estimation to economic topics
1
BIS Working Paper
1
Computing in Economics and Finance 2003
1
Econometric Society World Congress 2000 Contributed Papers
1
FEDS Working Paper
1
FRB of Kansas City Research Working Paper
1
Federal Reserve Bank of Kansas City Economic Research Working Paper
1
Federal Reserve Bank of Kansas City, Economic Research Department Research Working Paper
1
Forecasting in the presence of structural breaks and model uncertainty
1
Handbook of economic forecasting ; Volume 2B
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
OLC EcoSci
4
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust out-of-sample inference
McCracken, Michael W.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
Saved in:
2
Asymptotics for out of sample tests of Granger causility
McCracken, Michael W.
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 719-752
Persistent link: https://www.econbiz.de/10003569958
Saved in:
3
The power of tests of predictive ability in the presence of structural breaks
Clark, Todd E.
;
Mccracken, Michael W.
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10006749149
Saved in:
4
Tests of equal forecast accuracy and encompassing for nested models
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10001617146
Saved in:
5
Asymptotics for out of sample tests of Granger causality
Mccracken, Michael W.
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 719-752
Persistent link: https://www.econbiz.de/10007761416
Saved in:
6
In-sample tests of predictive ability: A new approach
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009996199
Saved in:
7
The power of tests of predictive ability in the presence of structural breaks
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10002439348
Saved in:
8
Tests of equal forecast accuracy and encompassing for nested models
Clark, Todd E.
;
Mccracken, Michael W.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10006772538
Saved in:
9
In-sample tests of predictive ability : a new approach
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009673170
Saved in:
10
Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
