Testing for a Forecast Accuracy Breakdown under Long Memory
Fuente:
arXiv
Saved in:
| Main Authors: | Kreye, Jannik, Sibbertsen, Philipp |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Bounding Infection Prevalence by Bounding Selectivity and Accuracy of Tests: With Application to Early COVID-19
by: Stoye, Jörg
Published: (2020)
by: Stoye, Jörg
Published: (2020)
Testing the Fairness-Accuracy Improvability of Algorithms
by: Auerbach, Eric, et al.
Published: (2024)
by: Auerbach, Eric, et al.
Published: (2024)
ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics
by: Shin, Minchul, et al.
Published: (2026)
by: Shin, Minchul, et al.
Published: (2026)
A Kernel Score Perspective on Forecast Disagreement and the Linear Pool
by: Krüger, Fabian
Published: (2024)
by: Krüger, Fabian
Published: (2024)
Forecasting in small open emerging economies Evidence from Thailand
by: Taveeapiradeecharoen, Paponpat, et al.
Published: (2025)
by: Taveeapiradeecharoen, Paponpat, et al.
Published: (2025)
Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms
by: Hu, Yu Jeffrey, et al.
Published: (2023)
by: Hu, Yu Jeffrey, et al.
Published: (2023)
Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach
by: Obradović, Filip
Published: (2022)
by: Obradović, Filip
Published: (2022)
Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks
by: Sengupta, Shovon, et al.
Published: (2025)
by: Sengupta, Shovon, et al.
Published: (2025)
The Promise of Time-Series Foundation Models for Agricultural Forecasting: Evidence from Commodity Prices
by: Wang, Le, et al.
Published: (2026)
by: Wang, Le, et al.
Published: (2026)
Difference-in-Discontinuities: Estimation, Inference and Validity Tests
by: Picchetti, Pedro, et al.
Published: (2024)
by: Picchetti, Pedro, et al.
Published: (2024)
Probabilistic Forecasting of Climate Policy Uncertainty: The Role of Macro-financial Variables and Google Search Data
by: Besher, Donia, et al.
Published: (2025)
by: Besher, Donia, et al.
Published: (2025)
Robust Bond Risk Premia Predictability Test in the Quantiles
by: Liao, Xiaosai, et al.
Published: (2024)
by: Liao, Xiaosai, et al.
Published: (2024)
Selecting and Testing Asset Pricing Models: A Stepwise Approach
by: Feng, Guanhao, et al.
Published: (2026)
by: Feng, Guanhao, et al.
Published: (2026)
Evaluating financial tail risk forecasts: Testing Equal Predictive Ability
by: Bauer, Lukas
Published: (2025)
by: Bauer, Lukas
Published: (2025)
Do Test Scores Help Teachers Give Better Track Advice to Students? A Principal Stratification Analysis
by: Ichino, Andrea, et al.
Published: (2025)
by: Ichino, Andrea, et al.
Published: (2025)
Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence
by: Maranzano, Paolo, et al.
Published: (2022)
by: Maranzano, Paolo, et al.
Published: (2022)
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!
by: Gruber, Luis, et al.
Published: (2022)
by: Gruber, Luis, et al.
Published: (2022)
Testing Inequalities Linear in Nuisance Parameters
by: Cox, Gregory Fletcher, et al.
Published: (2025)
by: Cox, Gregory Fletcher, et al.
Published: (2025)
Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
by: Hirsch, Simon, et al.
Published: (2026)
by: Hirsch, Simon, et al.
Published: (2026)
Causal Panel Analysis under Parallel Trends: Lessons from a Large Reanalysis Study
by: Chiu, Albert, et al.
Published: (2023)
by: Chiu, Albert, et al.
Published: (2023)
Multidimensional spatiotemporal clustering -- An application to environmental sustainability scores in Europe
by: Morelli, Caterina, et al.
Published: (2024)
by: Morelli, Caterina, et al.
Published: (2024)
Predictive Synthesis under Sporadic Participation: Evidence from Inflation Density Surveys
by: Johnson, Matthew C., et al.
Published: (2026)
by: Johnson, Matthew C., et al.
Published: (2026)
The Global Carbon Budget as a cointegrated system
by: Bennedsen, Mikkel, et al.
Published: (2024)
by: Bennedsen, Mikkel, et al.
Published: (2024)
Green bubbles: a four-stage paradigm for detection and propagation
by: Vriz, Gian Luca, et al.
Published: (2024)
by: Vriz, Gian Luca, et al.
Published: (2024)
Principal component analysis in econometrics: a selective inference perspective
by: Matsumura, Yasuyuki, et al.
Published: (2025)
by: Matsumura, Yasuyuki, et al.
Published: (2025)
Causal inference and policy evaluation without a control group
by: Cerqua, Augusto, et al.
Published: (2023)
by: Cerqua, Augusto, et al.
Published: (2023)
A Nontrivial Upper Bound on the Out-of-Sample $R^2$ in Return Forecasting
by: Zhang, Cheng
Published: (2026)
by: Zhang, Cheng
Published: (2026)
Nonparametric regression for cost-effectiveness analyses with observational data -- a tutorial
by: Esser, Jonas, et al.
Published: (2025)
by: Esser, Jonas, et al.
Published: (2025)
Comparing predictive ability in presence of instability over a very short time
by: Iacone, Fabrizio, et al.
Published: (2024)
by: Iacone, Fabrizio, et al.
Published: (2024)
Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate
by: Mamonov, Mikhail, et al.
Published: (2024)
by: Mamonov, Mikhail, et al.
Published: (2024)
Estimating Continuous Treatment Effects in Panel Data using Machine Learning with a Climate Application
by: Klosin, Sylvia, et al.
Published: (2022)
by: Klosin, Sylvia, et al.
Published: (2022)
Use of surrogate endpoints in health technology assessment: a review of selected NICE technology appraisals in oncology
by: Wheaton, Lorna, et al.
Published: (2024)
by: Wheaton, Lorna, et al.
Published: (2024)
Bayesian estimation of finite mixtures of Tobit models
by: Waisman, Caio
Published: (2024)
by: Waisman, Caio
Published: (2024)
Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity
by: Rodríguez-Caballero, C. Vladimir, et al.
Published: (2024)
by: Rodríguez-Caballero, C. Vladimir, et al.
Published: (2024)
Bounded Rationality in Central Bank Communication
by: Kim, Wonseong, et al.
Published: (2024)
by: Kim, Wonseong, et al.
Published: (2024)
Interference Produces False-Positive Pricing Experiments
by: Roemheld, Lars, et al.
Published: (2024)
by: Roemheld, Lars, et al.
Published: (2024)
Comparing MCMC algorithms in Stochastic Volatility Models using Simulation Based Calibration
by: Wee, Benjamin
Published: (2024)
by: Wee, Benjamin
Published: (2024)
Econometric Analysis of Pandemic Disruption and Recovery Trajectory in the U.S. Rail Freight Industry
by: Ng, Max T. M., et al.
Published: (2024)
by: Ng, Max T. M., et al.
Published: (2024)
Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility
by: Lütkepohl, Helmut, et al.
Published: (2024)
by: Lütkepohl, Helmut, et al.
Published: (2024)
What are the real implications for $CO_2$ as generation from renewables increases?
by: Suri, Dhruv, et al.
Published: (2024)
by: Suri, Dhruv, et al.
Published: (2024)
Similar Items
-
Bounding Infection Prevalence by Bounding Selectivity and Accuracy of Tests: With Application to Early COVID-19
by: Stoye, Jörg
Published: (2020) -
Testing the Fairness-Accuracy Improvability of Algorithms
by: Auerbach, Eric, et al.
Published: (2024) -
ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics
by: Shin, Minchul, et al.
Published: (2026) -
A Kernel Score Perspective on Forecast Disagreement and the Linear Pool
by: Krüger, Fabian
Published: (2024) -
Forecasting in small open emerging economies Evidence from Thailand
by: Taveeapiradeecharoen, Paponpat, et al.
Published: (2025)