[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Properties of Optimal Forecasts. (2004). Timmermann, Allan ; Patton, Andrew.
In: Econometric Society 2004 North American Winter Meetings.
RePEc:ecm:nawm04:234.

Full description at Econpapers || Download paper

Cited: 13

Citations received by this document

Cites: 43

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Quelques constats sur les prévisions conjoncturelles de la croissance française. (2011). Jobert, Thomas ; Persyn, Lionel .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00721673.

    Full description at Econpapers || Download paper

  2. Volatility Forecast Comparison using Imperfect Volatility Proxies. (2006). Patton, Andrew.
    In: Research Paper Series.
    RePEc:uts:rpaper:175.

    Full description at Econpapers || Download paper

  3. Dynamic modeling under linear-exponential loss. (2006). Anatolyev, Stanislav.
    In: Working Papers.
    RePEc:cfr:cefirw:w0092.

    Full description at Econpapers || Download paper

  4. Disagreement and Biases in Inflation Expectations. (2006). Timmermann, Allan ; Capistrán, Carlos.
    In: Working Papers.
    RePEc:bdm:wpaper:2006-07.

    Full description at Econpapers || Download paper

  5. Dynamic modeling under linear-exponential loss. (2006). Anatolyev, Stanislav.
    In: Working Papers.
    RePEc:abo:neswpt:w0092.

    Full description at Econpapers || Download paper

  6. Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?. (2005). Capistrán, Carlos ; Capistrn-Carmona, Carlos.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:127.

    Full description at Econpapers || Download paper

  7. Testable implications of forecast optimality. (2005). Patton, Andrew ; Timmermann, Allan.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:6834.

    Full description at Econpapers || Download paper

  8. Forecast Combinations. (2005). Timmermann, Allan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5361.

    Full description at Econpapers || Download paper

  9. Testable Implications of Forecast Optimality. (2005). Patton, Andrew ; Timmermann, Allan.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:485.

    Full description at Econpapers || Download paper

  10. Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?. (2005). Capistrán, Carlos ; Carmona, Carlos Capistran .
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt6v28v0b6.

    Full description at Econpapers || Download paper

  11. Forecasting Chilean Industrial Production and Sales with Automated Procedures. (2004). Chumacero, Romulo.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:112.

    Full description at Econpapers || Download paper

  12. Forecasting Chilean Industrial Production with Automated Procedures. (2004). Chumacero, Romulo.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:177.

    Full description at Econpapers || Download paper

  13. Estimating Loss Function Parameters. (2003). Timmermann, Allan ; Komunjer, Ivana ; Elliott, Graham.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3821.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Abarbanell, J. S. and V. L. Bernard, 1992, Tests of Analysts Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behaviour. Journal of Finance, 46(3), 1181 - 1207.
    Paper not yet in RePEc: Add citation now

  2. [10] Corradi, V. and N. R. Swanson, 2002, A Consistent Test for Nonlinear Out of Sample Predictive Accuracy. Journal of Econometrics, 110, 353-381.

  3. [11] De Bondt, W. F. M. and R. H. Thaler, 1990. Do Security Analysts Overreact? American Economic Review, 80(2), 52-57.

  4. [13] Diebold, F.X., 2001, Elements of Forecasting (2nd edition). Southwestern.
    Paper not yet in RePEc: Add citation now

  5. [14] Diebold, F.X. and J.A. Lopez, 1996, Forecast Evaluation and Combination. Ch. 8 in G.S. Maddala and C.R. Rao, eds., Handbook of Statistics, Vol. 14.

  6. [15] Dokko, Y. and R. H. Edelstein, 1989, How Well do Economists Forecast Stock Market Prices? A study of the Livingston Surveys. American Economic Review 79, 865-871.

  7. [16] Drost, Feike C., and Nijman, Theo E., 1993, Temporal aggregation of GARCH processes, Econometrica, 61, 909-928.

  8. [17] Elliott, G., I. Komunjer, and A. Timmermann, 2002, Estimating Loss Function Parameters, working paper, Department of Economics, University of California, San Diego.

  9. [18] Engle, R.F., 1982, Autoregressive Conditional Heteroskedasticity with Estimates of the Vari- ance of United Kingdom Inßation. Econometrica 50, 987-1007.

  10. [19] Figlewski, S. and P. Wachtel, 1981, The Formation of Inßationary Expectations. Review of Economics and Statistics 63, 1-10.
    Paper not yet in RePEc: Add citation now

  11. [2] Bollerslev, T., 1986, Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics 31, 307-327.

  12. [20] Granger, C.W.J., 1969, Prediction with a generalized cost function, OR, 20, 199-207.
    Paper not yet in RePEc: Add citation now

  13. [21] Granger, C.W.J., 1999, Outline of Forecast Theory Using Generalized Cost Functions. Spanish Economic Review 1, 161-173.

  14. [22] Granger, C.W.J., and P. Newbold, 1986, Forecasting Economic Time Series, Second Edition. Academic Press.

  15. [23] Granger, C.W.J. and M.H. Pesaran, 2000, Economic and Statistical Measures of Forecast Accuracy. Journal of Forecasting 19, 537-560.

  16. [24] Granger, C.W.J. and T. Terasvirta, 1993, Modelling Nonlinear Economic Relationships. Ox- ford University Press.
    Paper not yet in RePEc: Add citation now

  17. [25] Hamilton, J.D., 1989, A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica 57, 357-86.

  18. [26] Hoque, Asraul, Magnus, Jan R., and Pesaran, Bahram, 1988, The Exact Multi-Period Mean- Square Forecast Error for the First-Order Autoregressive Model, Journal of Econometrics, 39, 327-346.

  19. [27] Ingersoll, Jonathan E., 1987, Theory of Financial Decision Making, Rowman and LittleÞeld, USA.
    Paper not yet in RePEc: Add citation now

  20. [28] Keane, M.P. and D.E. Runkle, 1990, Testing the Rationality of Price Forecasts: New Evidence from Panel Data. American Economic Review 80, 714-735.

  21. [29] Keane, M.P. and D.E. Runkle, 1998, Are Financial Analysts Forecasts of Corporate ProÞts Rational? Journal of Political Economy 106(4), 768-805.

  22. [3] Brown, B.Y. and S. Maital, 1981, What do economists know? An empirical study of experts expectations. Econometrica 49, 491-504.

  23. [30] Lakonishok, J., 1980, Stock Market Return Expectations: Some General Properties. Journal of Finance 35, 921-931.

  24. [31] Magnus, Jan R., and Pesaran, Bahram, 1989, The Exact Multi-Peiod Mean-Square Forecast Error for the First-Order Autoregressive Model with an Intercept, Journal of Econometrics, 42, 157-179.

  25. [32] Magnus, Jan R., and Pesaran, Bahram, 1991, The Bias of Forecasts from a First-Order Au- toregression, Econometric Theory, 7, 222-235.

  26. [33] Mishkin, F.S., 1981, Are Markets Forecasts Rational? American Economic Review 71, 295-306.

  27. [34] Muth, J. F., 1961, Rational Expectations and the Theory of Price Movements. Econometrica 29(3), 315-335.
    Paper not yet in RePEc: Add citation now

  28. [35] Pesando, J.E., 1975, A Note on the Rationality of the Livingston Price Expectations. Journal of Political Economy 83, 849-858.

  29. [36] Pesaran, M.H. and Skouras, S., 2001, Decision-based Methods for Forecast Evaluation. In Clements, M.P. and D.F. Hendry (eds.) Companion to Economic Forecasting. Basil Blackwell.
    Paper not yet in RePEc: Add citation now
  30. [37] Schroeter, J.R. and S.L. Smith, 1986, A Reexamination of the Livingston Price Expectations. Journal of Money, Credit and Banking 18, 239-246.
    Paper not yet in RePEc: Add citation now

  31. [38] Sentana, Enrique, 1998, Least Squares Predictions and Mean-Variance Analysis, CEMFI Work- ing Paper 9711, Centre for Monetary and Financial Studies.

  32. [39] Skouras, S., 2001, Decisionmetrics: A Decision-based Approach to Econometric Modeling. Mimeo, Santa Fe Institute.

  33. [4] Cargill, T.F. and R.A. Meyer, 1980, The Term Structure of Inßationary Expectations and Market Efficiency. Journal of Finance 35, 57-70.

  34. [40] Varian, H. R., 1974, A Bayesian Approach to Real Estate Assessment. In Studies in Bayesian Econometrics and Statistics in Honor of Leonard J. Savage, eds. S.E. Fienberg and A. Zellner, Amsterdam: North Holland, 195-208.
    Paper not yet in RePEc: Add citation now

  35. [41] West, K.D., H.J. Edison and D. Cho, 1993, A Utility-based Comparison of Some Models of Exchange Rate Volatility. Journal of International Economics 35, 23-46.

  36. [42] White, Halbert, 1994, Estimation, Inference and SpeciÞcation Analysis, Econometric Society Monographs 22, Cambridge University Press, New York.
    Paper not yet in RePEc: Add citation now

  37. [43] Zarnowitz, V., 1985, Rational Expectations and Macroeconomic Forecasts. Journal of Business and Economic Statistics 3, 293-311.

  38. [44] Zellner, A., 1986, Bayesian Estimation and Prediction Using Asymmetric Loss Functions. Journal of the American Statistical Association, 81, 446-451.
    Paper not yet in RePEc: Add citation now
  39. [5] Casella, G. and R. L. Berger, 1990, Statistical Inference. Duxbury Press.
    Paper not yet in RePEc: Add citation now

  40. [6] Christoffersen, P. and K. Jacobs, 2002, The Importance of the Loss Function in Option Valu- ation. Working paper, Faculty of Management, McGill University.

  41. [7] Christoffersen, P.F. and F.X. Diebold, 1997, Optimal prediction under asymmetric loss. Econo- metric Theory 13, 808-817.

  42. [8] Clements, M.P. and D.F. Hendry, 1998, Forecasting Economic Time Series, Cambridge Uni- versity Press.

  43. [9] Cochrange, John H., 2001, Asset Pricing, Princeton University Press, USA.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Sequential mediation among family friendly culture and outcomes. (2015). Bosch, María José ; Heras, Mireia Las.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:68:y:2015:i:11:p:2366-2373.

    Full description at Econpapers || Download paper

  2. Nested forecast model comparisons: A new approach to testing equal accuracy. (2015). McCracken, Michael ; Clark, Todd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:1:p:160-177.

    Full description at Econpapers || Download paper

  3. Comparing forecast accuracy: A Monte Carlo investigation. (2013). Marcucci, Juri ; Busetti, Fabio.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:1:p:13-27.

    Full description at Econpapers || Download paper

  4. Data-Driven Model Evaluation: A Test for Revealed Performance. (2012). Racine, Jeffrey ; Parmeter, Christopher ; ChristopherF. Parmeter, .
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2012-13.

    Full description at Econpapers || Download paper

  5. Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting. (2011). Swanson, Norman ; FERNÁNDEZ MARTIN, ANDRÉS ; Fernandez, Andres.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201113.

    Full description at Econpapers || Download paper

  6. Information in the Revision Process of Real-Time Datasets. (2011). Swanson, Norman ; FERNÁNDEZ MARTIN, ANDRÉS ; Corradi, Valentina ; Fernandez, Andres.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201107.

    Full description at Econpapers || Download paper

  7. Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments. (2011). Swanson, Norman ; Armah, Nii Ayi .
    In: Departmental Working Papers.
    RePEc:rut:rutres:201105.

    Full description at Econpapers || Download paper

  8. Forecasting the price of oil. (2011). Vigfusson, Robert ; Kilian, Lutz ; Alquist, Ron.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1022.

    Full description at Econpapers || Download paper

  9. Forecasting the Price of Oil. (2011). Vigfusson, Robert ; Kilian, Lutz ; Alquist, Ron.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8388.

    Full description at Econpapers || Download paper

  10. Forecasting the Price of Oil. (2011). Vigfusson, Robert ; Kilian, Lutz ; Alquist, Ron.
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-15.

    Full description at Econpapers || Download paper

  11. The U.S. Excess Money Growth and Inflation Relation in the Long-Run: A Nonlinear Analysis. (2009). Kulaksizoglu, Tamer.
    In: MPRA Paper.
    RePEc:pra:mprapa:23780.

    Full description at Econpapers || Download paper

  12. Information in the revision process of real-time datasets. (2008). Swanson, Norman ; FERNÁNDEZ MARTIN, ANDRÉS ; Corradi, Valentina ; Fernandez, Andres.
    In: Working Papers.
    RePEc:fip:fedpwp:08-27.

    Full description at Econpapers || Download paper

  13. Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments. (2008). Swanson, Norman ; Armah, Nii Ayi .
    In: Working Papers.
    RePEc:fip:fedpwp:08-25.

    Full description at Econpapers || Download paper

  14. Tests of equal predictive ability with real-time data. (2008). McCracken, Michael ; Clark, Todd.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-029.

    Full description at Econpapers || Download paper

  15. Tests of equal predictive ability with real-time data. (2007). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp07-06.

    Full description at Econpapers || Download paper

  16. Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests. (2007). Yang, Jian ; Li, Qi ; Wang, Zijun.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:1:p:86-103.

    Full description at Econpapers || Download paper

  17. Properties of optimal forecasts under asymmetric loss and nonlinearity. (2007). Timmermann, Allan ; Patton, Andrew.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:140:y:2007:i:2:p:884-918.

    Full description at Econpapers || Download paper

  18. Asymptotics for out of sample tests of Granger causality. (2007). McCracken, Michael.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:140:y:2007:i:2:p:719-752.

    Full description at Econpapers || Download paper

  19. Economic Forecasting. (2007). Timmermann, Allan ; Elliott, Graham.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6158.

    Full description at Econpapers || Download paper

  20. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200618.

    Full description at Econpapers || Download paper

  21. A Simulation Based Specification Test for Diffusion Processes. (2006). Swanson, Norman ; Bhardwaj, Geetesh ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200614.

    Full description at Econpapers || Download paper

  22. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models. (2006). West, Kenneth ; Clark, Todd.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0326.

    Full description at Econpapers || Download paper

  23. Predictive density and conditional confidence interval accuracy tests. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:187-228.

    Full description at Econpapers || Download paper

  24. Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis. (2006). West, Kenneth ; Clark, Todd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:155-186.

    Full description at Econpapers || Download paper

  25. Bootstrap conditional distribution tests in the presence of dynamic misspecification. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:2:p:779-806.

    Full description at Econpapers || Download paper

  26. The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:1:p:195-229.

    Full description at Econpapers || Download paper

  27. An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series. (2006). Swanson, Norman ; Bhardwaj, Geetesh.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:131:y:2006:i:1-2:p:539-578.

    Full description at Econpapers || Download paper

  28. Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship. (2005). Hill, Jonathan.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0407013.

    Full description at Econpapers || Download paper

  29. Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference. (2005). West, Kenneth ; Clark, Todd.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0305.

    Full description at Econpapers || Download paper

  30. Forecasting economic variables with nonlinear models. (2005). Teräsvirta, Timo.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0598.

    Full description at Econpapers || Download paper

  31. A dynamic artificial neural network model for forecasting time series events. (2005). Zimbra, D. K. ; Ghiassi, M. ; Saidane, H..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:21:y:2005:i:2:p:341-362.

    Full description at Econpapers || Download paper

  32. STAR and ANN models: forecasting performance on the Spanish Ibex-35 stock index. (2005). Pérez-Rodríguez, Jorge ; Andrada-Felix, Julian ; Torra, Salvador.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:3:p:490-509.

    Full description at Econpapers || Download paper

  33. Bootstrap specification tests for diffusion processes. (2005). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:124:y:2005:i:1:p:117-148.

    Full description at Econpapers || Download paper

  34. Consistent Model Specification Tests Against Smooth Transition Alternatives. (2004). Hill, Jonathan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0402004.

    Full description at Econpapers || Download paper

  35. Predective Density and Conditional Confidence Interval Accuracy Tests. (2004). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200423.

    Full description at Econpapers || Download paper

  36. An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series. (2004). Swanson, Norman ; Bhardwaj, Geetesh.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200422.

    Full description at Econpapers || Download paper

  37. Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection. (2004). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200418.

    Full description at Econpapers || Download paper

  38. Robust tests of predictive accuracy. (2004). Ronchetti, Elvezio ; Dell'Aquila, Rosario.
    In: Metron - International Journal of Statistics.
    RePEc:mtn:ancoec:040201.

    Full description at Econpapers || Download paper

  39. Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives. (2004). Swanson, Norman ; Corradi, Valentina.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:2:p:185-199.

    Full description at Econpapers || Download paper

  40. Forecasting economic and financial time-series with non-linear models. (2004). Swanson, Norman ; Franses, Philip Hans ; Clements, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:2:p:169-183.

    Full description at Econpapers || Download paper

  41. Properties of Optimal Forecasts. (2004). Timmermann, Allan ; Patton, Andrew.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:234.

    Full description at Econpapers || Download paper

  42. Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives. (2004). Hill, Jonathan.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:42.

    Full description at Econpapers || Download paper

  43. The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200322.

    Full description at Econpapers || Download paper

  44. Bootstrap Specification Tests for Diffusion Processes. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200321.

    Full description at Econpapers || Download paper

  45. Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200316.

    Full description at Econpapers || Download paper

  46. The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200313.

    Full description at Econpapers || Download paper

  47. Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200311.

    Full description at Econpapers || Download paper

  48. Forecasting economic and financial time-series with non-linear models. (2003). Swanson, Norman ; Franses, Philip Hans ; Clements, Michael.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200309.

    Full description at Econpapers || Download paper

  49. Estimating Loss Function Parameters. (2003). Timmermann, Allan ; Komunjer, Ivana ; Elliott, Graham.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3821.

    Full description at Econpapers || Download paper

  50. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2002). Kilian, Lutz ; Inoue, Atsushi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3671.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-26 14:50:49 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.