Daniel P. A. Preve
Economics and Econometrics · 2012
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 8 citations into it
- Management Science and Operations Research — 6 citations into it
Whom Daniel P. A. Preve trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Halbert White
- Ken West
- Valentina Corradi
- Michael W. McCracken
- R. Giacomini
- Todd E. Clark
- Norman R. Swanson
Papers from Daniel P. A. Preve's perspective
Ordered by how strongly the researchers Daniel P. A. Preve trusts endorse each paper. Same corpus, a different order for every researcher.
- Asymptotic Inference about Predictive Ability
- A Reality Check for Data Snooping
- Robust out-of-sample inference
- Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis
- Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
- Predictive ability with cointegrated variables
- Tests of Conditional Predictive Ability
- Asymptotics for out of sample tests of Granger causality
- Predictive density and conditional confidence interval accuracy tests
- Judgmental forecasting: A review of progress over the last 25 years
Their papers
- Statistical tests for multiple forecast comparison (2012) — 70 citations