On the use of mean square error and directional forecast accuracy for model selection: a Monte Carlo investigation
Robert Kunst (Speaker) & Mauro Costantini (Contributor)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
On the use of mean square error and directional forecast accuracy for model selection: a Monte Carlo investigation
Robert Kunst (Speaker) & Mauro Costantini (Contributor)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
On the use of mean square error and directional forecast accuracy for model selection: a Monte Carlo investigation
Robert Kunst (Speaker) & Mauro Costantini (Contributor)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
Forecasting Aggregate Household Consumption and Aggregate Income: A Simulation-Based Model Selection Approach
Robert Kunst (Speaker) & Adusei Jumah (Contributor)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
Prediction of Consumption and Income in National Accounts: Simulation-Based Forecast Model Selection
Robert Kunst (Speaker) & Adusei Jumah (Contributor)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
Forecasting agricultural product and energy prices: A simulation-based model selection approach
Robert Kunst (Speaker) & Adusei Jumah (Contributor)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
Forecasting agricultural product and energy prices: A simulation-based model selection approach
Robert Kunst (Speaker) & Adusei Jumah (Contributor)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
Forecasting agricultural product and energy prices: A simulation-based model selection approach
Robert Kunst (Speaker) & Adusei Jumah (Contributor)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
Simulation-based selection of prediction models in development-economics panels
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
On using predictive-ability tests in the selection of time-series prediction models
Robert Kunst (Speaker) & Mauro Costantini (Contributor)
Activity: Talks and presentations › Talk or oral contribution › Other
Simulation-based selection of prediction models
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
Simulation-based selection of prediction models
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
Simulation-based selection of prediction models
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
Simulation-based selection of prediction models
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
On using predictive-ability tests in the selection of time-series prediction models
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
A combined non-parametric test for seasonal unit roots
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Science to Science
Distance measures implied by forecast evaluation criteria
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
Distance measures implied by forecast evaluation criteria
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
Visualization of distance measures implied by forecast evaluation criteria
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
Visualization of distance measures implied by forecast evaluation criteria
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
On using predictive-ability tests in the selection of time-series prediction models
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
On using predictive-ability tests in the selection of time-series prediction models
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
Forecasting seasonal data and nonparametric unit-root tests
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
Forecasting seasonal data and nonparametric unit-root tests
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
A combined nonparametric test for seasonal unit roots
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
Jittered phase diagrams for seasonal patterns in time series
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
Jittered phase diagrams for seasonal patterns in time series
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
Jittered phase diagrams for seasonal patterns in time series
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
Jittered phase diagrams for seasonal patterns in time series
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
Forecast combination based on multiple encompassing tests in a macroeconomic DSGE-VAR system
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other
On the usefulness of the Diebold-Mariano test in the selection of prediction models: Some Monte Carlo evidence
Robert Kunst (Speaker)
Activity: Talks and presentations › Talk or oral contribution › Other