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Detecting and predicting forecast breakdowns
Giacomini, Raffaella; Rossi, Barbara - In: The review of economic studies 76 (2009) 2, pp. 669-705
Persistent link: https://www.econbiz.de/10003828214
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Hypernormal densities
Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - 2002
Persistent link: https://www.econbiz.de/10003887024
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Aggregation of space-time processes
Giacomini, Raffaella; Granger, C. W. J. - 2002
Persistent link: https://www.econbiz.de/10003887032
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Detecting and predicting forecast breakdowns
Giacomini, Raffaella (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003599606
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Essays in forecast evaluation
Giacomini, Raffaella - 2003
Persistent link: https://www.econbiz.de/10003622452
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Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - 2007
Persistent link: https://www.econbiz.de/10003556381
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Tests of conditional predictive ability
Giacomini, Raffaella; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1545-1578
Persistent link: https://www.econbiz.de/10003392308
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How stable is the forecasting performance of the yield curve for output growth?
Giacomini, Raffaella; Rossi, Barbara - In: Oxford bulletin of economics and statistics 68 (2006), pp. 783-795
Persistent link: https://www.econbiz.de/10003393462
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Detecting and predicting forecast breakdowns
Giacomini, Raffaella (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003252404
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Evaluation and combination of conditional quantile forecasts
Giacomini, Raffaella; Komunjer, Ivana - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 416-431
Persistent link: https://www.econbiz.de/10003193455