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Understanding models’ forecasting performance
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of econometrics 164 (2011) 1, pp. 158-173
Persistent link: https://www.econbiz.de/10009178476
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Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of econometrics 177 (2013) 2, pp. 199-212
Persistent link: https://www.econbiz.de/10010254876
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Understanding models' forecasting performance
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of econometrics 164 (2011) 1, pp. 158-172
Persistent link: https://www.econbiz.de/10009270391
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Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of econometrics 208 (2019) 2, pp. 638-657
Persistent link: https://www.econbiz.de/10012149374
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Evaluating forecast performance with state dependence
Odendahl, Florens; Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of econometrics 237 (2023) 2,3, pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James M.; … - In: Journal of econometrics 170 (2012) 2, pp. 499-519
Persistent link: https://www.econbiz.de/10010013528
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Testing for weak identification in possibly nonlinear models
Inoue, Atsushi; Rossi, Barbara - In: Journal of econometrics 161 (2011) 2, pp. 246-262
Persistent link: https://www.econbiz.de/10008877464
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Testing for weak identification in possibly nonlinear models
Inoue, Atsushi; Rossi, Barbara - In: Journal of econometrics 161 (2011) 2, pp. 246-261
Persistent link: https://www.econbiz.de/10009242141
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - In: Journal of econometrics 170 (2012) 2, pp. 499-518
Persistent link: https://www.econbiz.de/10009686765
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Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - In: Journal of econometrics 196 (2017) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10011743498