Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market - Troster - 2021 - Journal of Forecasting - Wiley Online Library
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
Tests of Equal Accuracy for Nested Models with Estimated Factors
Forecast Selection by Conditional Predictive Ability Tests:
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
Aggregate Distress Risk and Equity Returns - ScienceDirect
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
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](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
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
ECONOMIC RESEARCH
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's!
Full article: Evaluating Direct Multistep Forecasts
Tail risk and investors' concerns: Evidence from Brazil - ScienceDirect
NBER WORKING PAPER SERIES THE CONTINUING PUZZLE OF SHORT HORIZON EXCHANGE RATE FORECASTING Kenneth S. Rogoff Vania Stavrakeva Wo
Forecasting US output growth using leading indicators: an appraisal using MIDAS models - Clements - 2009 - Journal of Applied Econometrics - Wiley Online Library
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
RESEARCH DIVISION
FORECAST-BASED MODEL SELECTION IN THE PRESENCE OF STRUCTURAL BREAKS Todd E. Clark Michael W. McCracken RWP 02-05 Research Divi
Aggregate Distress Risk and Equity Returns - ScienceDirect
