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Model selection for forecast c...
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465
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462
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427
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423
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410
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409
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407
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401
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401
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398
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388
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384
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371
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366
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364
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364
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364
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345
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339
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334
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333
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327
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323
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320
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317
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313
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309
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Economic modelling
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Applied economics
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Discussion papers / CEPR
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IZA Discussion Paper
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Journal of public economics
1,875
Games and economic behavior
1,855
CESifo Working Paper Series
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Management science : journal of the Institute for Operations Research and the Management Sciences
1,850
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,782
International journal of forecasting
1,759
Discussion paper / Center for Economic Research, Tilburg University
1,703
Journal of banking & finance
1,702
International journal of production economics
1,698
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IMF working papers
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
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BASE
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1
A reality check for data snooping
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
Saved in:
2
Specification error, prediction bias and rational expectations
Kennedy, Peter
- In:
Economic inquiry : journal of the Western Economic …
37
(
1999
)
2
,
pp. 382-384
Persistent link: https://www.econbiz.de/10001399483
Saved in:
3
The bias toward zero in identifying relationships : reply to Kennedy
Fremling, Gertrud Margareta
;
Lott, John R.
- In:
Economic inquiry : journal of the Western Economic …
37
(
1999
)
2
,
pp. 385-386
Persistent link: https://www.econbiz.de/10001399485
Saved in:
4
Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L.
;
Hillion, Pierre Henri
- In:
The review of financial studies
12
(
1999
)
2
,
pp. 405-428
Persistent link: https://www.econbiz.de/10001421811
Saved in:
5
On winning forecasting competitions in economics
Clements, Michael P.
;
Hendry, David F.
- In:
Spanish economic review : SER
1
(
1999
)
2
,
pp. 123-160
Persistent link: https://www.econbiz.de/10001463542
Saved in:
6
Forecasting, misspecification and unit roots : the case of AR(1) versus ARMA(1,1)
Magnus, Jan R.
;
Pesaran, Bahram
-
1990
Persistent link: https://www.econbiz.de/10000782912
Saved in:
7
The use of prior information in forecast combination
Diebold, Francis X.
;
Pauly, Peter H.
-
1990
Persistent link: https://www.econbiz.de/10000801403
Saved in:
8
A quartet of semigroups for model specification, robustness, prices of risk, and model detection
Anderson, Ewan W.
;
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of the European Economic Association
1
(
2003
)
1
,
pp. 68-123
Persistent link: https://www.econbiz.de/10001777218
Saved in:
9
Modelling techniques for financial markets and bank management
Bertocchi, Marida
(
ed.
);
Cavalli, Enrico
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000562871
Saved in:
10
Model uncertainty, the Lucas Critique and robustness in a core inflation model
Kemball-Cook, David
;
Levine, Paul
-
1989
Persistent link: https://www.econbiz.de/10000127591
Saved in:
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