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Tests of conditional predictive ability
Title
Tests of conditional predictive ability
Author
Giacomini, Raffaella, White, Halbert
Date
2003
Genre
working paper
Hypernormal Densities
Title
Hypernormal Densities
Author
Giacomini, Raffaella, Gottschling, Andreas, Haefke, Christian, White, Halbert
Date
2002
Genre
working paper
Aggregation of Space-Time Processes
Title
Aggregation of Space-Time Processes
Author
Giacomini, Raffaella, Granger, Clive
Date
2002
Genre
working paper
A New Look at Panel Testing of Stationarity and the PPP Hypothesis
Title
A New Look at Panel Testing of Stationarity and the PPP Hypothesis
Author
Bai, Jushan, Ng, Serena
Date
2001
Genre
working paper
Long Memory in the Greek Stock Market
Title
Long Memory in the Greek Stock Market
Author
Barkoulas, John, Baum, Christopher, Travlos, Nickolas
Date
1996
Genre
working paper
Comparing Density Forecasts via Weighted Likelihood Ratio Tests
Title
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
Author
Giacomini, Raffaella
Date
2002
Genre
working paper
Evaluation and Combination of Conditional Quantile Forecasts
Title
Evaluation and Combination of Conditional Quantile Forecasts
Author
Giacomini, Raffaella, Komunjer, Ivana
Date
2003
Genre
working paper
Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?
Title
Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?
Author
Gilbert, Thomas, Scotti, Chiara, Strasser, Georg, Vega, Clara
Date
2015
Genre
working paper
Estimation of TAR Models
Title
Estimation of TAR Models
Author
Hansen, Bruce
Date
1996
Genre
working paper
A PANIC Attack on Unit Roots and Cointegration
Title
A PANIC Attack on Unit Roots and Cointegration
Author
Bai, Jushan, Ng, Serena
Date
2001
Genre
working paper

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Author/Creator

  • Giacomini, Raffaella (5) + -
  • Bai, Jushan (2) + -
  • Ng, Serena (2) + -
  • White, Halbert (2) + -
  • Barkoulas, John (1) + -
  • Baum, Christopher (1) + -
  • Baum, Christopher F. (1) + -
  • Chen, Liyaun (1) + -
  • Gilbert, Thomas (1) + -
  • Gottschling, Andreas (1) + -
  • Granger, Clive (1) + -
  • Haefke, Christian (1) + -
  • Hansen, Bruce (1) + -
  • Komunjer, Ivana (1) + -
  • Scotti, Chiara (1) + -
  • Strasser, Georg (1) + -
  • Travlos, Nickolas (1) + -
  • Vega, Clara (1) + -
  • Zerilli, Paola (1) + -
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Date Created/Issued

1995 - 2020
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Format: 2023/06/02

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  • Faculty Works (11) + -

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  • Arts and Sciences (11) + -

Discipline

  • Economics (11) + -

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  • working paper (11) + -

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