Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
361-Emerald_AECO-V032-3610831_4 117..168
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
Can skewness of the futures‐spot basis predict currency spot returns? - Jiang - 2019 - Journal of Futures Markets - Wiley Online Library
Tests of Equal Accuracy for Nested Models with Estimated Factors
Aggregate Distress Risk and Equity Returns - ScienceDirect
Comment
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
Forecast Selection by Conditional Predictive Ability Tests:
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
Evaluating Long–Horizon Forecasts ∗
RESEARCH DIVISION
Tail risk and investors' concerns: Evidence from Brazil - ScienceDirect
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
Aggregate Distress Risk and Equity Returns - ScienceDirect
Full article: Evaluating Direct Multistep Forecasts
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's!
![PDF] A note on in‐sample and out‐of‐sample tests for Granger causality | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/e54cef783ca74bb34bb4780725e2979757dfd4a7/10-TableVII-1.png "PDF] A note on in‐sample and out‐of‐sample tests for Granger causality | Semantic Scholar")
PDF] A note on in‐sample and out‐of‐sample tests for Granger causality | Semantic Scholar
Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy ∗
