create a website

ENHANCING FORECAST ACCURACY BY USING LONG ESTIMATION PERIODS. (2007). Cheng, Wan-Hsiu ; Lee, Ming-Chih ; Chiu, Chien-Liang.
In: The International Journal of Business and Finance Research.
RePEc:ibf:ijbfre:v:1:y:2007:i:2:p:1-9.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 23

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Bai, J. and P. Perron (1998) “Estimating and Testing Linear Models with Multiple Structural Changes”, Econometrica, vol. 66, p. 47-78.

  2. Bai, J. and P. Perron (2003) “Computation and Analysis of Multiple Structural Change Models”, Journal of Applied Econometrics, vol. 18, p. 1-22.

  3. Chong, Y. Y. and D. F. Hendry (1986) “Econometric Evaluation of Linear Macroeconomic Models”, Review of Economic Studies, vol. 53, p. 671-690.

  4. Clark, T. E. and M. W. McCracken (2001) “Tests of Equal Forecast Accuracy and Encompassing for the Nested Models”, Journal of Econometrics, vol. 105, p. 85-110.

  5. Clark, T. E. and M. W. McCracken (2004) “Improving Forecast Accuracy by Combining Recursive and Rolling Forecasts”, Working Paper.

  6. Clements, M. P. and D. F. Hendry (1993) “On the Limitations of Comparing Mean Squared Forecast Errors: Comment”, Journal of Forecasting, vol. 12, p. 617-637.
    Paper not yet in RePEc: Add citation now
  7. Clements, M. P. and D. F. Hendry (1998) “Forecasting Economic Processes”, International Journal of Forecasting, vol. 14, p. 111-131.

  8. Clements, M. P. and D. F. Hendry (1999) Forecasting non-stationary economic time series, Cambridge, MA: MIT Press.
    Paper not yet in RePEc: Add citation now
  9. Diebold, F. X. and R. S. Mariano (1995) “Comparing Predictive Accuracy”, Journal of Business and Economic Statistics, vol. 13, p. 253-263.

  10. Gabriel, A., S. Lopes and L. C. Nunes (2003) “Instability in Conintegration Regressions: A Brief Review with an Application to Money Demand in Portugal”, Applied Economics, vol. 35, p. 893-900.

  11. Hamilton, J. D. (2001) A Parametric Approach to Flexible Non-Linear Inference, Econometrica vol. 69, p. 537-573.

  12. Harris, R. D. F. and J. Shen (2003) “Robust Estimation of the Optimal Hedge Ratio”, Journal of Futures Markets, vol. 23, p. 799-816.

  13. Harvey, D. I., S. J. Leybourne and P. Newbold (1998) “Tests for Forecast Encompassing”, Journal of Business and Economic Statistics, vol. 16, p. 254-259.

  14. Inoue, A. and L. Kilian (2002) “In-Sample or Out-of-Sample Tests of Predictability? Which One Should We Use?” Working Paper, No. 195, European Central Bank.

  15. Koop, G. and S. Potter (2000) “Non-Linearity, Structural Breaks, or Outliers in Economic Time Series”, Chapter 4 in Non-linear Econometrics Modeling in Time Series Analysis, W. A. Barnett, D. F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim and A. Wurtz (Eds.), Cambridge University Press, p. 61-78.
    Paper not yet in RePEc: Add citation now
  16. Krolzig, H. (2001) “Business Cycle Measurement in the Presence of Structural Change: International Evidence”, International Journal of Forecasting, vol. 17, p. 349-368.

  17. McCracken, M. W. (2004) “Asymptotics for Out of Sample Tests of Granger Causality”, Working Paper.
    Paper not yet in RePEc: Add citation now
  18. Pesaran, M. H. and A. Timmermann (2004) “How Costly is It to Ignore Breaks When Forecasting the Direction of a Time Series?” International Journal of Forecasting, vol. 20, p. 411-425.

  19. Rapach, D. and C. E. Weber (2004) “Financial Variables and the Simulated Out-of-Sample Forecast Ability of U.S. Output Growth since 1985: An Encompassing Approach”, Economic Inquiry, vol. 42, p. 717-738.

  20. Shaffer, S. (2003) “Using Prior Bias to Improve Forecast Accuracy”, Applied Economic Letters, vol. 10, p. 459-461.

  21. Stock, J. H. and M. W. Watson (2003) “Forecasting Output and Inflation: The Role of Asset Prices”, Journal of Economic Literature, vol. 41, p. 788-829.

  22. The International Journal of Business and Finance Research ♦ Volume 1 ♦ Number 2 ♦ 2007 Jardet, C. (2004) “Why Did the Term Structure of Interest Rates Lose Its Predictive Power?” Economic Modelling, vol. 21, p. 509-524.

  23. West, K. D. (1996) “Asymptotic Inference About Predictive Ability”, Econometrica, vol. 64, p. 1067-1084. BIOGRAPHY Corresponding author: Wan-Hsiu Cheng, Department of Finance, Nanhua University, 32, Chung Keng Li, Dalin,Chiayi 622, Taiwan. Email: wanhsiu.cheng@gmail.com
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:175-183.

    Full description at Econpapers || Download paper

  2. Do Weak Institutions Prolong Crises? On the Identification, Characteristics, and Duration of Declines during Economic Slumps. (2014). Bluhm, Richard ; de Crombrugghe, Denis.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4594.

    Full description at Econpapers || Download paper

  3. Likelihood-Based Confidence Sets for the Timing of Structural Breaks. (2013). Morley, James ; Eo, Yunjong.
    In: Discussion Papers.
    RePEc:swe:wpaper:2013-12.

    Full description at Econpapers || Download paper

  4. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1301.

    Full description at Econpapers || Download paper

  5. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. (2011). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael ; Belke, Ansgar.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:147:y:2011:i:1:p:11-40.

    Full description at Econpapers || Download paper

  6. Non-parametric tests of real exchange rates in the post-Bretton Woods era. (2010). Ahking, Francis.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:439-456.

    Full description at Econpapers || Download paper

  7. Did the euro give us a break in inflation?. (2010). Shiamptanis, Christos.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:395-411.

    Full description at Econpapers || Download paper

  8. Forecasting Random Walks Under Drift Instability. (2008). Pesaran, Mohammad ; Pick, Andreas.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0814.

    Full description at Econpapers || Download paper

  9. Prior Elicitation in Multiple Change-point Models. (2007). Potter, Simon ; Koop, Gary.
    In: Working Paper series.
    RePEc:rim:rimwps:17_07.

    Full description at Econpapers || Download paper

  10. Inflation Persistence under Semi-Fixed Exchange Rate Regimes: The European Evidence 1974–1998. (2005). Kool, Clemens ; Lammertsma, Alex .
    In: Open Economies Review.
    RePEc:kap:openec:v:16:y:2005:i:1:p:51-76.

    Full description at Econpapers || Download paper

  11. Inflation and Relative Price Dispersion in Canada: An Empirical Assessment. (2005). Martel, Sylvain ; Binette, Andre.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-28.

    Full description at Econpapers || Download paper

  12. Testing for Long Run Neutrality of Money in Mexico. (2004). Wallace, Frederick ; Shelley, Gary L..
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0402003.

    Full description at Econpapers || Download paper

  13. Mind the Break! Accounting for Changing Patterns of Growth during Transition. (2004). Tichit, Ariane ; Fidrmuc, Jan.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2004-643.

    Full description at Econpapers || Download paper

  14. Growth Accelerations. (2004). Rodrik, Dani ; Pritchett, Lant ; Hausmann, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10566.

    Full description at Econpapers || Download paper

  15. From Hindu Growth to Productivity Surge: The Mystery of the Indian Growth Transition. (2004). Subramanian, Arvind ; Rodrik, Dani.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10376.

    Full description at Econpapers || Download paper

  16. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:90.

    Full description at Econpapers || Download paper

  17. Shifts and Twists in the Relative Productivity of Skilled Labor: Reconciling Accelerated SBTC with the Productivity Slowdown. (2004). Marey, Philip ; Dupuy, Arnaud.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:118.

    Full description at Econpapers || Download paper

  18. International Evidence on Monetary Neutrality Under Broken Trend Stationary Models. (2004). Noriega, Antonio ; Velazquez, R. ; Soria, L. M..
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:57.

    Full description at Econpapers || Download paper

  19. A range unit root test. (2004). Escribano, Alvaro ; Aparicio, Felipe M. ; Garcia, Ana.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws041104.

    Full description at Econpapers || Download paper

  20. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks†. (2004). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2004_40.

    Full description at Econpapers || Download paper

  21. A Forecasting Model for Inventory Investments in Canada. (2004). Chacra, Marwan ; Kichian, Maral.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-39.

    Full description at Econpapers || Download paper

  22. Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Fujii, Eiji ; Bailliu, Jeannine.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-21.

    Full description at Econpapers || Download paper

  23. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks. (2004). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2004119.

    Full description at Econpapers || Download paper

  24. The Fall in British Electricity Prices: Market Rules, Market Structure, or Both?. (2003). Fabra, Natalia ; Toro, Juan.
    In: Industrial Organization.
    RePEc:wpa:wuwpio:0309001.

    Full description at Econpapers || Download paper

  25. Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification. (2003). Pitarakis, Jean-Yves.
    In: Econometrics.
    RePEc:wpa:wuwpem:0312004.

    Full description at Econpapers || Download paper

  26. Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

    Full description at Econpapers || Download paper

  27. An Intraday Pricing Model of Foreign Exchange Markets. (2003). Romeu, Rafael.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/115.

    Full description at Econpapers || Download paper

  28. Bayesian Evidence on the Structure of Unemployment. (2003). Summers, Peter.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2003n03.

    Full description at Econpapers || Download paper

  29. Productivity shocks and the unemployment rate. (2003). Trehan, Bharat.
    In: Economic Review.
    RePEc:fip:fedfer:y:2003:p:13-27.

    Full description at Econpapers || Download paper

  30. Range unit root tests. (2003). Escribano, Alvaro ; Aparicio, Felipe M. ; Garcia, Ana.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws031126.

    Full description at Econpapers || Download paper

  31. Measuring trend output: how useful are the Great Ratios?. (2003). Temple, Jonathan ; Cliff L. F. Attfield, .
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:03/555.

    Full description at Econpapers || Download paper

  32. The Canadian Phillips Curve and Regime Shifting. (2003). Demers, Frederick.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-32.

    Full description at Econpapers || Download paper

  33. The unemployment structure of the US States. (2002). Montañés, Antonio ; Lanaspa, Luis ; Clemente Lopez, Jesus.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa02p081.

    Full description at Econpapers || Download paper

  34. Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy. (2002). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-06.

    Full description at Econpapers || Download paper

  35. Detecting multiple breaks in financial market volatility dynamics. (2002). Ghysels, Eric ; Andreou, Elena.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:5:p:579-600.

    Full description at Econpapers || Download paper

  36. Forecast-based model selection in the presence of structural breaks. (2002). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp02-05.

    Full description at Econpapers || Download paper

  37. Detecting Structural Breaks: Exchange Rates in Transition Economies. (2001). Kočenda, Evžen.
    In: Development and Comp Systems.
    RePEc:wpa:wuwpdc:0012009.

    Full description at Econpapers || Download paper

  38. The Effects on Sick Leave of Changes in the Sickness Insurance System. (2001). Persson, Mats ; Henrekson, Magnus.
    In: Seminar Papers.
    RePEc:hhs:iiessp:0697.

    Full description at Econpapers || Download paper

  39. Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests. (2001). Wohar, Mark ; Carlson, John ; Pelz, Eduard A..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0113.

    Full description at Econpapers || Download paper

  40. Are taste and technology parameters stable? a test of \deep\ parameter stability in real business cycle models of the U.S. economy. (2001). Swaine, Daniel G..
    In: Working Papers.
    RePEc:fip:fedbwp:01-05.

    Full description at Econpapers || Download paper

  41. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity. (2001). Hansen, Bruce.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:4:p:117-128.

    Full description at Econpapers || Download paper

  42. US deficit sustainability: a new approach based on multiple endogenous breaks. (2000). Martin, Gael.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:1:p:83-105.

    Full description at Econpapers || Download paper

  43. Measuring Systematic Monetary Policy. (2000). Jorda, Oscar ; Hoover, Kevin.
    In: Department of Economics.
    RePEc:fth:caldec:00-05.

    Full description at Econpapers || Download paper

  44. How stable is the predictive power of the yield curve? evidence from Germany and the United States. (2000). Schich, Sebastian ; Rodrigues, Anthony ; Estrella, Arturo.
    In: Staff Reports.
    RePEc:fip:fednsr:113.

    Full description at Econpapers || Download paper

  45. Testing for the Cointegration Rank when Some Cointegrating Directions are Shifting. (2000). Gregoir, Stéphane ; Andrade, Philippe ; Bruneau, Catherine.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1605.

    Full description at Econpapers || Download paper

  46. Structural Breaks in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1240.

    Full description at Econpapers || Download paper

  47. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0867.

    Full description at Econpapers || Download paper

  48. Structural Changes in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2000-20.

    Full description at Econpapers || Download paper

  49. Is the U.S. economy characterized by endogenous growth?: a time-series test of two stochastic growth models. (1999). Swaine, Daniel G..
    In: Working Papers.
    RePEc:fip:fedbwp:99-9.

    Full description at Econpapers || Download paper

  50. Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited. (1998). Rothman, Philip.
    In: Working Papers.
    RePEc:wop:eacaec:9812.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-05 17:26:54 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.