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

Title Author(s)

Evaluating the calibration of multi-step-ahead density forecasts using raw moments

Deutsche Bundesbank Discussion Papers [View] (Paper: 32/2011, 30.12.2011)

JEL: C12, C52, C53

Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models

Atlanta Fed Working papers [View] (Paper: 2011-08, 30.03.2011)

JEL: C12, C13, G12

Independence Tests based on Symbolic Dynamics

National Bank of the Republic of Austria Working Papers [View] (Paper: WP165, 05.10.2010)

JEL: C12, C52


The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance

Bank of Portugal Working papers [View] (Paper: 201011, 23.06.2010)

JEL: C12, C15, C52

Spurious Long-Horizon Regression in Econometrics

Bank of Mexico Working Papers [View] (Paper: 2010-06, 08.06.2010)

JEL: C12, C22, E51

Bootstrapping Density-Weighted Average Derivatives

New York Fed Staff reports [View] (Paper: 452, 28.05.2010)

JEL: C12, C14, C21, C24

Working Paper 2010-4

Atlanta Fed Working papers [View] (Paper: 2010-04, 09.04.2010)

JEL: C12, C13, G12

Distributional tests in multivariate dynamic models with Normal and Student t innovations

Bank of Spain Working Papers [View] (Paper: 0929, 21.12.2009)

JEL: C12, C32, C52

A Consistent Test for Multivariate Conditional Distributions

Bank of Canada Working papers [View] (Paper: 2009-34, 18.12.2009)

JEL: C12, C22

Comparing forecast accuracy: a Monte Carlo investigation

Bank of Italy Working Papers [View] (Paper: 723, 05.10.2009)

JEL: C12, C52, C53

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