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Shrinkage‐Based Tests of Predictability

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  • Pablo Matias Pincheira Brown

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  • Pablo Matias Pincheira Brown, 2013. "Shrinkage‐Based Tests of Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(4), pages 307-332, July.
    • Handle: RePEc:wly:jforec:v:32:y:2013:i:4:p:307-332
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    Cited by:

    1. Pablo Pincheira, 2013. "A Simple Out-of-Sample Test for the Martingale Difference Hypothesis," Working Papers Central Bank of Chile 698, Central Bank of Chile.
    2. Pincheira, Pablo & Hardy, Nicolás, 2021. "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, vol. 73(C).
    3. Pablo Pincheira Brown, 2022. "A Power Booster Factor for Out-of-Sample Tests of Predictability," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 45(89), pages 150-183.
    4. Pablo Pincheira B., 2014. "Predictive Evaluation of Sectoral and Total Employment Based on Entrepreneurial Confidence Indicators," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 17(1), pages 66-87, April.
    5. Pablo Pincheira-Brown & Nicolás Hardy & Cristobal Henrriquez & Ignacio Tapia & Andrea Bentancor, 2023. "Forecasting Base Metal Prices with an International Stock Index," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 73(3), pages 277-302, October.
    6. Pincheira Brown, Pablo & Hardy, Nicolás, 2019. "Forecasting base metal prices with the Chilean exchange rate," Resources Policy, Elsevier, vol. 62(C), pages 256-281.
    7. Pablo Pincheira & Andrés Gatty, 2016. "Forecasting Chilean inflation with international factors," Empirical Economics, Springer, vol. 51(3), pages 981-1010, November.
    8. Pablo Pincheira, 2012. "Are Forecast Combinations Efficient?," Working Papers Central Bank of Chile 661, Central Bank of Chile.
    9. Pincheira, Pablo & Hardy, Nicolas, 2018. "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper 83564, University Library of Munich, Germany.
    10. Pablo Pincheira, 2012. "A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(3), pages 04-39, December.

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