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Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina; Fosten, Jack; Gutknecht, Daniel - In: Journal of econometrics 236 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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Horizon confidence sets
Fosten, Jack; Gutknecht, Daniel - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
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Testing nowcast monotonicity with estimated factors
Fosten, Jack; Gutknecht, Daniel - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
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Predictive ability tests with possibly overlapping models
Corradi, Valentina; Fosten, Jack; Gutknecht, Daniel - In: Journal of econometrics 241 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015075140