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Assessing point forecast accuracy by stochastic loss distance

Diebold, Francis X.; Shin, Minchul - In: Economics letters 130 (2015), pp. 37-38

Persistent link: https://www.econbiz.de/10011422366

Assessing point forecast accuracy by stochastic error distance

Diebold, Francis X.; Shin, Minchul - In: Econometric reviews 36 (2017) 6/9, pp. 588-598

Persistent link: https://www.econbiz.de/10011795289

The CAPM with measurement error : "there’s life in the old dog yet!"

Simmet, Anastasia; Pohlmeier, Winfried - In: Jahrbücher für Nationalökonomie und Statistik 240 (2020) 4, pp. 417-453

Persistent link: https://www.econbiz.de/10012167634

Recent developments in non- and semiparametric regression with fractional time series errors

Beran, Jan; Feng, Yuanhua - 2002

This paper summarizes recent developments in non- and semiparametric regression with stationary fractional time series errors, where the error process may be short-range, long-range dependent or antipersistent. The trend function in this model is estimated nonparametrically, while the dependence...

Persistent link: https://www.econbiz.de/10011544974

Rolling window selection for out-of-sample forecasting with time-varying parameters

Inoue, Atsushi; Lu, Jin; Rossi, Barbara - In: Journal of econometrics 196 (2017) 1, pp. 55-67

Persistent link: https://www.econbiz.de/10011743498

Bandwidth selection for the local polynomial double conditional smoothing under spatial ARMA errors

Schäfer, Bastian - 2021

Persistent link: https://www.econbiz.de/10012806378

Bandwidth selection for nonparametric regression with errors-in-variables

Dong, Hao; Otsu, Taisuke; Taylor, Luke - 2022

Persistent link: https://www.econbiz.de/10012806700

Bandwidth selection for nonparametric regression with errors-in-variables

Dong, Hao; Otsu, Taisuke; Taylor, Luke - In: Econometric reviews 42 (2023) 4, pp. 393-419

Persistent link: https://www.econbiz.de/10014305525