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Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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Testing the persistence of the forward premium : structural changes or misspecification?
Ho, Tsung-wu; Moh, Wan Shin - In: Open economies review 27 (2016) 1, pp. 119-138
Persistent link: https://www.econbiz.de/10011591715
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Robust inference in single firm/single event analyses
Elsas, Ralf; Schoch, Daniela - In: The journal of corporate finance : contracting, … 80 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014365119
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A recursive Monte Carlo study of structural-break sensitivity of adjustment coefficients in cointegrated VAR systems
Kurita, Takamitsu - In: Journal of quantitative economics 17 (2019) 2, pp. 251-270
Persistent link: https://www.econbiz.de/10012418663
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Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele; Bianchi, Annamaria; Khalaf, Lynda; … - In: Journal of econometrics 211 (2019) 2, pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
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Estimation and forecasting in models with multiple breaks
Koop, Gary; Potter, Simon M. - In: The review of economic studies 74 (2007) 3, pp. 763-789
Persistent link: https://www.econbiz.de/10003481351
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Examining impulse response functions in cointegrated systems
Naka, Atsuyuki - In: Applied economics 29 (1997) 12, pp. 1593-1603
Persistent link: https://www.econbiz.de/10001237706
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Can out-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - 2000
Persistent link: https://www.econbiz.de/10001554626
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Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - In: Journal of forecasting 23 (2004) 2, pp. 115-139
Persistent link: https://www.econbiz.de/10001980723
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Uncertainty propagation from the cell transmission traffic flow model to emission predictions : a data-driven approach
Sayegh, Arwa S.; Connors, Richard D.; Tate, James E. - In: Transportation science : a journal of the Institute for … 52 (2018) 6, pp. 1327-1346
Persistent link: https://www.econbiz.de/10011975790