Nonparametric tests for Optimal Predictive Ability-Reference-Cited by-同舟云学术

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Nonparametric tests for Optimal Predictive Ability

Published:2021-04 Issue:2 Volume:37 Page:881-898
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Arvanitis Stelios,Post Thierry,Potì Valerio,Karabati Selcuk

Funder

Nazarbayev University

Publisher

Elsevier BV

Subject

Business and International Management

Reference46 articles.

1. Empirical likelihood block bootstrapping;Allen;Journal of Econometrics,2011

2. Increasing discriminatory power in well-being analysis using convex stochastic dominance;Anderson;Social Choice and Welfare,2018

3. Validity of subsampling and “plug-in asymptotic” inference for parameters defined by moment inequalities;Andrews;Econometric Theory,2009

4. Inference for parameters defined by moment inequalities: A recommended moment selection procedure;Andrews;Econometrica,2012

5. Inference for parameters defined by moment inequalities using generalized moment selection;Andrews;Econometrica,2010

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing;Mathematics;2024-02-18

2. A discussion paper for possible approaches to building a statistically valid backtesting framework;2024

3. Robust forecast superiority testing with an application to assessing pools of expert forecasters;Journal of Applied Econometrics;2023-03-21

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