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Equivalence Between Out-of-Sam...
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Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
-
2012
Persistent link: https://www.econbiz.de/10009764694
Saved in:
2
Choice of sample split in out-of-sample forecast evaluation
Hansen, Peter Reinhard
;
Timmermann, Allan
-
2012
Persistent link: https://www.econbiz.de/10009764696
Saved in:
3
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
-
2012
Persistent link: https://www.econbiz.de/10009660753
Saved in:
4
Choice of sample split in out-of-sample forecast evaluation
Hansen, Peter Reinhard
;
Timmermann, Allan
-
2012
Persistent link: https://www.econbiz.de/10009660807
Saved in:
5
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548
Saved in:
6
The Johansen-Granger representation theorem : a closed-form expression for I(1) processes
Hansen, Peter Reinhard
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528512
Saved in:
7
Structural changes in the cointegrated vector autoregressive model
Hansen, Peter Reinhard
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528994
Saved in:
8
An unbiased and powerful test for superior predictive ability
Hansen, Peter Reinhard
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576446
Saved in:
9
Structural changes in the cointegrated vector autoregressive model
Hansen, Peter Reinhard
- In:
Journal of econometrics
114
(
2003
)
2
,
pp. 261-295
Persistent link: https://www.econbiz.de/10001750809
Saved in:
10
Generalized reduced rank regression
Hansen, Peter Reinhard
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657844
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