Roberto S. Mariano

Economics and Econometrics · with Preve · 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

Whom Roberto S. Mariano trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Halbert White
  2. Ken West
  3. Valentina Corradi
  4. Michael W. McCracken
  5. R. Giacomini
  6. Todd E. Clark
  7. Norman R. Swanson
  8. P. R. Hansen

Papers from Roberto S. Mariano's perspective

Ordered by how strongly the researchers Roberto S. Mariano trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Asymptotic Inference about Predictive Ability
  2. A Reality Check for Data Snooping
  3. Robust out-of-sample inference
  4. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
  5. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
  6. Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis
  7. Predictive ability with cointegrated variables
  8. Tests of Conditional Predictive Ability
  9. Higher‐Order Improvements of a Computationally Attractive k‐Step Bootstrap for Extremum Estimators
  10. Asymptotics for out of sample tests of Granger causality

Their papers