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A new technique for postsample model selection and validation

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Author Info
Ashley, Richard

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File URL: http://www.sciencedirect.com/science/article/B6V85-3SX8BH0-1/2/0e26662e8aa11fc0deb67c82f74cdbe5
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 22 (1998)
Issue (Month): 5 (May)
Pages: 647-665
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Handle: RePEc:eee:dyncon:v:22:y:1998:i:5:p:647-665

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  1. Todd E. Clark & Michael McCracken, 1999. "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," Computing in Economics and Finance 1999 1241, Society for Computational Economics. [Downloadable!]
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  2. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  4. Norwood, F. Bailey & Lusk, Jayson L. & Brorsen, B. Wade, 2004. "Model Selection for Discrete Dependent Variables: Better Statistics for Better Steaks," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(03), December. [Downloadable!]
  5. Richard A. Ashley., 2006. "Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis," Working Papers e06-9, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
  6. Lusk, Jayson & Norwood, Bailey & Brorsen, Wade, 2004. "Forecasting Limited Dependent Variables: Better Statistics For Better Steaks," 2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma 34612, Southern Agricultural Economics Association. [Downloadable!]
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  8. George Kapetanios & Vincent Labhard & Simon Price, . "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England. [Downloadable!]
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  9. Daniel Peña & Ismael Sánchez, 2001. "New In-Sample Prediction Errors In Time Series With Applications," Statistics and Econometrics Working Papers ws011107, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
  10. Norman R. Swanson, 2000. "An Out of Sample Test for Granger Causality," Econometric Society World Congress 2000 Contributed Papers 0362, Econometric Society. [Downloadable!]
  11. Juncal Cuñado & Luis A. Gil-Alaña, . "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers 02/07, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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