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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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Theory-coherent forecasting
Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of econometrics 182 (2014) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10010497096
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Asymptotic inference about predictive accuracy using high frequency data
Li, Jia; Patton, Andrew J. - In: Journal of econometrics 203 (2018) 2, pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
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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