Central Bank Research Hub - JEL classification C12: Hypothesis Testing: General

Title Author(s)

Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter

Cleveland Fed Working papers [View] (Paper: 1717, 03.11.2017)

JEL: C12, C22, C52, C53

Joint Validation of Credit Rating PDs under Default Correlation

IJCB International Journal of Central Banking [View] (Paper: 17q2a07, 01.06.2017)

JEL: C12, G21, G28

Explosiveness in G11 currencies

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/02, 26.04.2017)

JEL: C12, C15, C22, F31

SmallSample Tests for Stock Return Predictability with Possibly NonStationary Regressors and GARCHType Effects

Bank of Canada Working papers [View] (Paper: 2017-10, 10.03.2017)

JEL: C12, C32, G14

Half-Panel Jackknife Fixed Effects Estimation of Panels with Weakly Exogenous Regressors

Dallas Fed Institute Working Papers [View] (Paper: 0281, 01.11.2016)

JEL: C12, C13, C23

Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns

Bank of Portugal Working papers [View] (Paper: 646, 13.10.2016)

JEL: C12, C22, C52, C53

Forecasting banking crises with dynamic panel probit models

Bank of Portugal Working papers [View] (Paper: 931, 12.09.2016)

JEL: C12, C22

Asset allocation with judgment

European Central Bank Working papers [View] (Paper: 1947, 26.08.2016)

JEL: C1, C11, C12, C13, D81

Characteristic-Sorted Portfolios: Estimation and Inference

New York Fed Staff reports [View] (Paper: 788, 12.08.2016)

JEL: C12, C13, C23, C51, G12

Extreme risk interdependence

European Systemic Risk Board Working papers [View] (Paper: WP12, 03.06.2016)

JEL: C12, C14, C52

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