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~subject:"Predictive Ability Testing"
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Predictive Ability Testing
Schätzung
128,627
Estimation
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Theorie
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Forecasting model
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Rossi, Barbara
3
Inoue, Atsushi
2
Giacomini, Raffaella
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Duke University, Department of Economics
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Department of Economics and Business, Universitat Pompeu Fabra
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Working Papers / Duke University, Department of Economics
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Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
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Out-of-sample
forecast
tests robust to the choice of window size
Rossi, Barbara
;
Inoue, Atsushi
-
Department of Economics and Business, Universitat …
-
2012
choice of the
estimation
window size. The methodologies involve evaluating the predictive ability of forecasting models over …
Persistent link: https://www.econbiz.de/10010849591
Saved in:
2
Forecast
Comparisons in Unstable Environments
Giacomini, Raffaella
;
Rossi, Barbara
-
Duke University, Department of Economics
-
2008
historical samples. In contrast to previous approaches to
forecast
comparison, which are based on measures of ìglobal …
Persistent link: https://www.econbiz.de/10005198735
Saved in:
3
Out-of-Sample
Forecast
Tests Robust to Window Size Choice
Rossi, Barbara
;
Inoue, Atsushi
-
Duke University, Department of Economics
-
2011
choice of the
estimation
window size. The methodologies involve evaluating the predictive ability of forecasting models over …
Persistent link: https://www.econbiz.de/10009148801
Saved in:
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