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Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table

Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table

Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR - Gupta - 2017 - Journal of Forecasting - Wiley Online Library
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

TESTS OF EQUAL FORECAST ACCURACY AND ENCOMPASSING FOR NESTED MODELS Todd E. Clark Michael W. McCracken RWP 99-11 Research Divi
TESTS OF EQUAL FORECAST ACCURACY AND ENCOMPASSING FOR NESTED MODELS Todd E. Clark Michael W. McCracken RWP 99-11 Research Divi

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ECONOMIC RESEARCH
ECONOMIC RESEARCH

Aggregate Distress Risk and Equity Returns - ScienceDirect
Aggregate Distress Risk and Equity Returns - ScienceDirect

Can skewness of the futures‐spot basis predict currency spot returns? - Jiang - 2019 - Journal of Futures Markets - Wiley Online Library
Can skewness of the futures‐spot basis predict currency spot returns? - Jiang - 2019 - Journal of Futures Markets - 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

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
NBER WORKING PAPER SERIES THE CONTINUING PUZZLE OF SHORT HORIZON EXCHANGE RATE FORECASTING Kenneth S. Rogoff Vania Stavrakeva Wo

Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF

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

Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF

STORM DATA
STORM DATA

361-Emerald_AECO-V032-3610831_4 117..168
361-Emerald_AECO-V032-3610831_4 117..168

PDF) Evaluating Direct Multi-Step Forecasts
PDF) Evaluating Direct Multi-Step Forecasts

Time-Varying Risk Premiums and the Output Gap
Time-Varying Risk Premiums and the Output Gap

Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy ∗
Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy ∗

Forecasting US output growth using leading indicators: an appraisal using MIDAS models - Clements - 2009 - Journal of Applied Econometrics - Wiley Online Library
Forecasting US output growth using leading indicators: an appraisal using MIDAS models - Clements - 2009 - Journal of Applied Econometrics - 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

Evaluating Long–Horizon Forecasts ∗
Evaluating Long–Horizon Forecasts ∗

Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
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!
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's!