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Forecast evaluation tests in the presence of ARCH
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Journal of forecasting 18 (1999) 6, pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
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US and UK interest rates 1890 - 1934 : new evidence on structural breaks
Newbold, Paul; Leybourne, Stephen James; Wohar, Mark E. - 2001
Persistent link: https://www.econbiz.de/10001536960
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Tests for forecast encompassing
Harvey, David I. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
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Ranking competing multi-step forecasts
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - 1997
Persistent link: https://www.econbiz.de/10000974745
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Tests for forecast encompassing
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - 1997
Persistent link: https://www.econbiz.de/10000974765
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Forecast evaluation tests in the presence of ARCH
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - 1997
Persistent link: https://www.econbiz.de/10000974766
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Testing the equality of prediction mean squared errors
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: International journal of forecasting 13 (1997) 2, pp. 281-291
Persistent link: https://www.econbiz.de/10001230110