On Out-of-Sample Statistics for Time-Series
Download full text from publisher
References listed on IDEAS
- Francis X. Diebold & Jose A. Lopez, 1995. "Forecast evaluation and combination," Research Paper 9525, Federal Reserve Bank of New York.
- Diebold, Francis X & Mariano, Roberto S, 2002.
"Comparing Predictive Accuracy,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 20(1), pages 134-144, January.
- Fama, Eugene F & French, Kenneth R, 1988. "Permanent and Temporary Components of Stock Prices," Journal of Political Economy, University of Chicago Press, vol. 96(2), pages 246-273, April.
- Francis X. Diebold & Lutz Kilian, 2001.
"Measuring predictability: theory and macroeconomic applications,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 16(6), pages 657-669.
- Francis X. Diebold & Lutz Kilian, "undated". "Measuring Predictability: Theory and Macroeconomic Applications," CARESS Working Papres 97-19, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Francis X. Diebold & Lutz Kilian, 1998. "Measuring Predictability: Theory and Macroeconomic Applications," Working Papers 98-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Francis X. Diebold & Lutz Kilian, 1997. "Measuring predictability: theory and macroeconomic applications," Working Papers 97-23, Federal Reserve Bank of Philadelphia.
- Francis X. Diebold & Lutz Kilian, 1997. "Measuring Predictability: Theory and Macroeconomic Applications," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc.
- Diebold, Francis X & Kilian, Lutz, 2000. "Measuring Predictability: Theory And Macroeconomic Applications," CEPR Discussion Papers 2424, C.E.P.R. Discussion Papers.
More about this item
KeywordsOut-of-sample statistic; time series; TSE300; Statistique hors-échantillon; séries financières; TSE300;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cir:cirwor:2002s-51. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Webmaster). General contact details of provider: http://edirc.repec.org/data/ciranca.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.