Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
ECONOMIC RESEARCH
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's!
The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
NBER WORKING PAPER SERIES THE CONTINUING PUZZLE OF SHORT HORIZON EXCHANGE RATE FORECASTING Kenneth S. Rogoff Vania Stavrakeva Wo
Time-Varying Risk Premiums and the Output Gap
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market - Troster - 2021 - Journal of Forecasting - Wiley Online Library
FORECAST-BASED MODEL SELECTION IN THE PRESENCE OF STRUCTURAL BREAKS Todd E. Clark Michael W. McCracken RWP 02-05 Research Divi
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
Evaluating Long–Horizon Forecasts ∗
Tail risk and investors' concerns: Evidence from Brazil - ScienceDirect
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RESEARCH DIVISION
Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy ∗
Forecast Selection by Conditional Predictive Ability Tests:
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR - Gupta - 2017 - Journal of Forecasting - Wiley Online Library
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
Full article: Evaluating Direct Multistep Forecasts
TESTS OF EQUAL FORECAST ACCURACY AND ENCOMPASSING FOR NESTED MODELS Todd E. Clark Michael W. McCracken RWP 99-11 Research Divi
PDF) Evaluating Direct Multi-Step Forecasts
Aggregate Distress Risk and Equity Returns - ScienceDirect
