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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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
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2
Asymptotic likelihood-based prediction functions
Cooley, Thomas F.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
5
,
pp. 1215-1234
Persistent link: https://www.econbiz.de/10001094784
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3
Forecast variance in dynamic simulation of simultaneous equation models
Calzolari, Giorgio
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
6
,
pp. 1473-1476
Persistent link: https://www.econbiz.de/10001036103
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4
Econometric model determination
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
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5
Asymptotic inference about predictive ability
West, Kenneth D.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925
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6
Empirical limits for time series econometric models
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 627-673
Persistent link: https://www.econbiz.de/10001750434
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7
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
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8
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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9
Nonstationary binary choice
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1249-1280
Persistent link: https://www.econbiz.de/10001510582
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10
Nonlinear regressions with integrated time series
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10001545098
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