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ArticleUnderstanding models’ forecasting performance

Barbara Rossi2011

Article2011

Understanding models’ forecasting performance

Barbara Rossi · Tatevik Sekhposyan

53 citations·0/0 files stored·Journal of Econometrics

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1983Empirical exchange rate models of the seventies 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2006Approximately normal tests for equal predictive accuracy in nested models 2006Tests of Conditional Predictive Ability 1996Asymptotic Inference about Predictive Ability

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Year2011

Typearticle

Published2011-03-07

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations53

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.jeconom.2011.02.020

openalex_workW2114908519

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