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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
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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
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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