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Testing for Unobserved Heterogeneity via k-means Clustering, Patton & Weller, 2022, Journal of Business & Economic Statistics, forthcoming.
enhancement
New feature or request
#17
opened Jan 30, 2023 by
schreibe
Forecast Rationality Tests Based on Multi-Horizon Bounds, Patton & Timmermann, 2012, Journal of Business and Economic Statistics, 30(1), 1-17.
enhancement
New feature or request
#16
opened Jan 30, 2023 by
schreibe
Testing Forecast Optimality under Unknown Loss, Patton & Timmermann, 2007, Journal of the American Statistical Association, 102(480), 1172-1184.
enhancement
New feature or request
#15
opened Jan 30, 2023 by
schreibe
Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter, Patton & Barendse, 2022, JBES, 40(3), 1057-1069.
enhancement
New feature or request
#14
opened Jan 30, 2023 by
schreibe
Erläuterungstext zum GW-Test verbessern
question
Further information is requested
#12
opened Jan 29, 2023 by
schreibe
Idee für Umsetzung allgemeiner benutzerspezifizierter Verlustfunktionen
enhancement
New feature or request
#11
opened Jan 29, 2023 by
schreibe
existierende getLoss-Funktion verstärkt einbauen
enhancement
New feature or request
#10
opened Jan 29, 2023 by
schreibe
ProTip!
Updated in the last three days: updated:>2024-12-19.