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2. Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?. (2013). Henzel, Steffen ; Berg, Tim.
   In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
   RePEc:zbw:vfsc13:79783.

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3. Can the Random Walk Model be Beaten in Out-of-Sample Density Forecasts? Evidence from Intraday Forei. (2013). LI, HAITAO ; Hong, Yongmiao ; Zhao, Feng.
   In: Working Papers.
   RePEc:wyi:wpaper:001959.

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4. Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?. (2013). Henzel, Steffen ; Berg, Tim.
   In: ifo Working Paper Series.
   RePEc:ces:ifowps:_155.

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5. Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output. (2011). Swanson, Norman ; Armah, Nii Ayi .
   In: Departmental Working Papers.
   RePEc:rut:rutres:201103.

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6. Infinite-dimensional VARs and factor models. (2009). Pesaran, M ; Chudik, Alexander.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:2009998.

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7. Comparing density forecast models Previous versions of this paper have been circulated with the title, A Test for Density Forecast Comparison with Applications to Risk Management since October 2003; s. (2007). SaltoÄŸlu, Burak ; Lee, Tae Hwy ; Bao, Yong ; Burak Saltoğlu, .
   In: Journal of Forecasting.
   RePEc:jof:jforec:v:26:y:2007:i:3:p:203-225.

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8. The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Golinelli, Roberto ; Parigi, Giuseppe .
   In: Journal of Forecasting.
   RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94.

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9. The transmission mechanism in a changing world. (2007). Marcellino, Massimiliano ; Galvão, Ana ; artis, michael ; Ana Beatriz Galvão, .
   In: Journal of Applied Econometrics.
   RePEc:jae:japmet:v:22:y:2007:i:1:p:39-61.

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10. Forecasts of U.S. short-term interest rates: a flexible forecast combination approach. (2007). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-059.

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11. Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates. (2007). LI, HAITAO ; Hong, Yongmiao ; Zhao, Feng.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:736-776.

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12. Dynamic factor models. (2006). Eickmeier, Sandra ; Breitung, Jörg.
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:90:y:2006:i:1:p:27-42.

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13. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200618.

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14. Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄŸlu, Burak ; Lee, Tae Hwy ; Bao, Yong.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128.

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15. Predictive density and conditional confidence interval accuracy tests. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:187-228.

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16. Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis. (2006). West, Kenneth ; Clark, Todd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:155-186.

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17. Consistent ranking of volatility models. (2006). Lunde, Asger ; Hansen, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:131:y:2006:i:1-2:p:97-121.

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18. Forecast Evaluation. (2006). West, Kenneth D..
    In: Handbook of Economic Forecasting.
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19. Forecasting economic aggregates by disaggregates. (2006). Hubrich, Kirstin ; Hendry, David.
    In: Working Paper Series.
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20. On Selection of Components for a Diffusion Index Model: Its not the Size, Its How You Use It. (2006). Siliverstovs, Boriss ; Kholodilin, Konstantin.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp598.

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21. Multivariate STAR Unemployment Rate Forecasts. (2005). Rothman, Philip ; Milas, Costas.
    In: Econometrics.
    RePEc:wpa:wuwpem:0502010.

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22. Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2005cf369.

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23. Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?. (2005). Campbell, John ; Thompson, Samuel B..
    In: NBER Working Papers.
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24. Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference. (2005). West, Kenneth ; Clark, Todd.
    In: NBER Technical Working Papers.
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25. Forecasting economic variables with nonlinear models. (2005). Teräsvirta, Timo.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0598.

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26. Content horizons for conditional variance forecasts. (2005). Kisinbay, Turgut ; Galbraith, John.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:21:y:2005:i:2:p:249-260.

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27. Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2005). Hubrich, Kirstin.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:21:y:2005:i:1:p:119-136.

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28. Short-Run Italian GDP Forecasting and Real-Time Data. (2005). Golinelli, Roberto ; Parigi, Giuseppe .
    In: CEPR Discussion Papers.
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29. Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf045.

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30. Forecasting Organic Food Prices: Emerging Methods for Testing and Evaluating Conditional Predictive Ability. (2005). Park, Timothy ; Lohr, Luanne ; Gubanova, Tatiana .
    In: 2005 Conference, April 18-19, 2005, St. Louis, Missouri.
    RePEc:ags:ncrfiv:19045.

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31. Forecasting Organic Food Prices: Testing and Evaluating Conditional Predictive Ability. (2005). Park, Timothy ; Lohr, Luanne ; Escalante, Cesar ; Gubanova, Tatiana .
    In: 2005 Annual meeting, July 24-27, Providence, RI.
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32. Predective Density and Conditional Confidence Interval Accuracy Tests. (2004). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200423.

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33. Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection. (2004). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200418.

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34. Improving forecast accuracy by combining recursive and rolling forecasts. (2004). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp04-10.

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35. Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis. (2004). West, Kenneth ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp04-03.

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36. Forecasting economic and financial time-series with non-linear models. (2004). Swanson, Norman ; Franses, Philip Hans ; Clements, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:2:p:169-183.

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37. Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates. (2004). Luger, Richard.
    In: Staff Working Papers.
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38. Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA). (2003). perez-amaral, teodosio ; Gallo, Giampiero ; White, Halbert.
    In: Documentos de Trabajo del ICAE.
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39. Forecasting economic and financial time-series with non-linear models. (2003). Swanson, Norman ; Franses, Philip Hans ; Clements, Michael.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200309.

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40. The transmission mechanism in a changing world. (2003). Marcellino, Massimiliano ; Galvão, Ana ; artis, michael ; Ana Beatriz C. Galvao, .
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41. Evaluation and Combination of Conditional Quantile Forecasts. (2003). Komunjer, Ivana ; Giacomini, Raffaella.
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   RePEc:swe:wpaper:2014-02.

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2. Testing for complementarities among countable strategies. (2014). Miravete, Eugenio.
   In: Empirical Economics.
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3. On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. (2014). Ouysse, Rachida.
   In: Computational Statistics.
   RePEc:spr:compst:v:29:y:2014:i:1:p:233-261.

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4. Testing the value of directional forecasts in the presence of serial correlation. (2014). Blaskowitz, Oliver ; Herwartz, Helmut.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:30:y:2014:i:1:p:30-42.

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5. A fast resample method for parametric and semiparametric models. (2014). Bertanha, Marinho ; Armstrong, Timothy B. ; Hong, Han.
   In: Journal of Econometrics.
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6. Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators. (2014). Lee, Seojeong.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:178:y:2014:i:p3:p:398-413.

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7. Bootstrapping the GMM overidentification test Under first-order underidentification. (2014). Goncalves, Silvia ; Dovonon, Prosper ; Gonalves, Silvia.
   In: CIRANO Working Papers.
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8. On Bootstrap Validity for Specification Tests with Weak Instruments. (2014). Doko Tchatoka, Firmin.
   In: School of Economics Working Papers.
   RePEc:adl:wpaper:2014-06.

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9. Specification Tests with Weak and Invalid Instruments. (2014). Doko Tchatoka, Firmin.
   In: School of Economics Working Papers.
   RePEc:adl:wpaper:2014-05.

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10. Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2013). Lee, Seojeong.
    In: Discussion Papers.
    RePEc:swe:wpaper:2013-09.

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11. A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance. (2013). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
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12. Higher-order properties of approximate estimators. (2013). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard.
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13. Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models. (2013). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1897.

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14. Higher order properties of the wild bootstrap under misspecification. (2012). Santos, Andres ; Kline, Patrick.
    In: Journal of Econometrics.
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15. Robust subsampling. (2012). Trojani, Fabio ; Scaillet, Olivier ; Camponovo, Lorenzo.
    In: Journal of Econometrics.
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16. Efficient bootstrap with weakly dependent processes. (2012). Crudu, Federico ; Bravo, Francesco.
    In: Computational Statistics & Data Analysis.
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17. Information in the Revision Process of Real-Time Datasets. (2011). Swanson, Norman ; FERNÁNDEZ MARTIN, ANDRÉS ; Corradi, Valentina ; Fernandez, Andres.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201107.

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18. Empirical likelihood block bootstrapping. (2011). Shimotsu, Katsumi ; Gregory, Allan ; Allen, Jason.
    In: Journal of Econometrics.
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19. k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models. (2009). Sun, Yixiao ; Kim, Min Seong.
    In: University of California at San Diego, Economics Working Paper Series.
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20. Empirical Likelihood Block Bootstrapping. (2008). Shimotsu, Katsumi ; Gregory, Allan ; Allen, Jason.
    In: Working Papers.
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21. Information in the revision process of real-time datasets. (2008). Swanson, Norman ; FERNÁNDEZ MARTIN, ANDRÉS ; Corradi, Valentina ; Fernandez, Andres.
    In: Working Papers.
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22. Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models. (2008). Shimotsu, Katsumi ; Kasahara, Hiroyuki.
    In: Journal of Econometrics.
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23. Bootstrap refinements for QML estimators of the GARCH(1,1) parameters. (2008). Iglesias, Emma ; Corradi, Valentina.
    In: Journal of Econometrics.
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24. Bootstrap Hypothesis Testing. (2007). MacKinnon, James.
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26. Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models. (2006). Shimotsu, Katsumi ; Kasahara, Hiroyuki.
    In: UWO Department of Economics Working Papers.
    RePEc:uwo:uwowop:20064.

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27. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
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28. Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models. (2006). Shimotsu, Katsumi ; Kasahara, Hiroyuki.
    In: Working Papers.
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29. Allocation within the household: direct survey evidence. (2006). Browning, Martin ; Bonke, Jens.
    In: Economics Series Working Papers.
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30. Predictive density and conditional confidence interval accuracy tests. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
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31. Bootstrap conditional distribution tests in the presence of dynamic misspecification. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
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32. A fast subsampling method for nonlinear dynamic models. (2006). Scaillet, Olivier ; Hong, Han.
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34. Reduced-Rank Identification of Structural Shocks in VARs. (2005). .
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35. Predective Density and Conditional Confidence Interval Accuracy Tests. (2004). Swanson, Norman ; Corradi, Valentina.
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36. Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection. (2004). Swanson, Norman ; Corradi, Valentina.
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37. Maximum likelihood and the bootstrap for nonlinear dynamic models. (2004). White, Halbert ; Goncalves, Silvia.
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38. Bagging Time Series Models. (2004). Kilian, Lutz ; Inoue, Atsushi.
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39. Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella.
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40. Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data. (2003). Swanson, Norman ; Corradi, Valentina.
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41. The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation. (2003). Swanson, Norman ; Corradi, Valentina.
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42. Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification. (2003). Swanson, Norman ; Corradi, Valentina.
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43. Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella ; White, Halbert.
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44. Tests of conditional predictive ability. (2003). White, Halbert ; Giacomini, Raffaella.
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45. Improved nonparametric confidence intervals in time series regressions. (2002). Wolf, Michael ; Romano, Joseph P..
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46. Bootstrap methods for time series. (2001). Härdle, Wolfgang ; Kreiss, Jens-Peter ; Hardle, Wolfgang ; Horowitz, Joel L..
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47. The Geography and Channels of Diffusion at the Worlds Technology Frontier. (2001). Keller, Wolfgang.
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48. Knowledge Spillovers at the Worlds Technology Frontier. (2001). Keller, Wolfgang.
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49. Geographic Localization of International Technology Diffusion. (2001). Keller, Wolfgang.
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50. The Bootstrap of the Mean for Dependent Heterogeneous Arrays. (2001). Goncalves, Silvia.
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