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Optimal out-of-sample forecast evaluation under stationarity
Staněk, Filip - In: Journal of forecasting 42 (2023) 8, pp. 2249-2279
Persistent link: https://www.econbiz.de/10014432888
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Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
Chen, Yi-ting - In: Journal of forecasting 30 (2011) 4, pp. 409-450
Persistent link: https://www.econbiz.de/10009234516
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Testing interval forecasts : a GMM-based approach
Dumitrescu, Elena-Ivona; Hurlin, Christophe; Madkour, Jaouad - In: Journal of forecasting 32 (2013) 2, pp. 97-110
Persistent link: https://www.econbiz.de/10009758695
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Multiple hypothesis testing of market risk forecasting models
Esposito, Francesco P.; Cummins, Mark - In: Journal of forecasting 35 (2016) 5, pp. 381-399
Persistent link: https://www.econbiz.de/10011580778
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Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor - In: Journal of forecasting 36 (2017) 5, pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
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Finite-sample properties of tests for equal forecast accuracy
Clark, Todd E. - In: Journal of forecasting 18 (1999) 7, pp. 489-504
Persistent link: https://www.econbiz.de/10001437772
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An evaluation of tests of distributional forecasts
Noceti, Pablo; Smith, Jeremy; Hodges, Stewart D. - In: Journal of forecasting 22 (2003) 6/7, pp. 447-455
Persistent link: https://www.econbiz.de/10001836448
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Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio - In: Journal of forecasting 21 (2002) 2, pp. 81-105
Persistent link: https://www.econbiz.de/10001653522
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Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca; Hecq, Alain W. J. - In: Journal of forecasting 30 (2011) 3, pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
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Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Costantini, Mauro; Kunst, Robert M. - In: Journal of forecasting 30 (2011) 6, pp. 579-596
Persistent link: https://www.econbiz.de/10009354698