Model Misspecification
| Main Authors: | Moosa, I., Burns, Kelly |
|---|---|
| Format: | Book Chapter |
| Published: |
PALGRAVE
2015
|
| Online Access: | http://hdl.handle.net/20.500.11937/72521 |
Similar Items
Model misspecification in the time series analysis
by: Davies, Neville
Published: (1977)
by: Davies, Neville
Published: (1977)
The Robustness of Estimators for Dynamic Panel Data Models to Misspecification
by: Harris, Mark, et al.
Published: (2009)
by: Harris, Mark, et al.
Published: (2009)
Mitigating Model Misspecification with Variational Bayesian Inference
by: Krissaane, Ines
Published: (2024)
by: Krissaane, Ines
Published: (2024)
Variance targeting estimator for GJR-GARCH under model’s misspecification
by: Muhammad Asmu’i Abdul Rahim,, et al.
Published: (2018)
by: Muhammad Asmu’i Abdul Rahim,, et al.
Published: (2018)
A Note on Nonlinear Cointegration, Misspecification, and Bimodality
by: Medeiros, M., et al.
Published: (2014)
by: Medeiros, M., et al.
Published: (2014)
Modelling Expectations
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
Misspecification in term structure models of commodity prices: implications for hedging price risk
by: Suenaga, Hiroaki
Published: (2011)
by: Suenaga, Hiroaki
Published: (2011)
Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?
by: Burns, Kelly, et al.
Published: (2015)
by: Burns, Kelly, et al.
Published: (2015)
Can exchange rate models outperform the random walk? Magnitude, direction and profitability as criteria
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
The Monetary Model of Exchange Rates is Better than the Random Walk in Out-Of-Sample Forecasting
by: Moosa, I., et al.
Published: (2013)
by: Moosa, I., et al.
Published: (2013)
Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
by: Moosa, I., et al.
Published: (2014)
by: Moosa, I., et al.
Published: (2014)
Statistical inference for discrete distributions under parameter orthogonality and model misspecification
/ Chua Kuan Chin
by: Chua, Kuan Chin
Published: (2009)
by: Chua, Kuan Chin
Published: (2009)
Basic Methodology, Data and Results
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
Concluding Remarks
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
Alternative Measures of Forecasting Accuracy
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
The Effect of Non-linearities
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
Stochastic Movements in the Underlying Parameters
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
Sampling Errors
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
Demystifying the Meese-Rogoff Puzzle Preface
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
A Selective Survey of Subsequent Studies
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
Simultaneous Equation Bias
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
The Meese-Rogoff Puzzle
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
Demystifying the Meese-Rogoff Puzzle
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
The Meese-Rogoff Puzzle: What Puzzle?
by: Moosa, I., et al.
Published: (2015)
by: Moosa, I., et al.
Published: (2015)
The random walk as a forecasting benchmark: drift or no drift?
by: Moosa, I., et al.
Published: (2016)
by: Moosa, I., et al.
Published: (2016)
Demystifying the Meese–Rogoff puzzle: structural breaks or measures of forecasting accuracy?
by: Burns, Kelly, et al.
Published: (2017)
by: Burns, Kelly, et al.
Published: (2017)
Do the Chinese Exchange Rate and Trade Policies Violate International Rules? A Critical Assessment
by: Moosa, I., et al.
Published: (2012)
by: Moosa, I., et al.
Published: (2012)
Basel III as a Regulatory Response to the Global Financial Crisis’
by: Moosa, I., et al.
Published: (2012)
by: Moosa, I., et al.
Published: (2012)
The Basel III Controversy: A Critical Assessment of the Views of Australian Regulators
by: Moosa, I., et al.
Published: (2013)
by: Moosa, I., et al.
Published: (2013)
Interpolating Flow and Stock Variables in a Continuous-Time Dynamic Framework
by: Moosa, I., et al.
Published: (2012)
by: Moosa, I., et al.
Published: (2012)
The unbeatable random walk in exchange rate forecasting: Reality or myth?
by: Moosa, I., et al.
Published: (2014)
by: Moosa, I., et al.
Published: (2014)
A Proposal to Boost the Profitability of Carry Trade
by: Moosa, I., et al.
Published: (2013)
by: Moosa, I., et al.
Published: (2013)
Fire or Ice: A Critical Assessment of the Views
by: Burns, Kelly, et al.
Published: (2013)
by: Burns, Kelly, et al.
Published: (2013)
A reappraisal of the Meese–Rogoff puzzle
by: Moosa, I., et al.
Published: (2014)
by: Moosa, I., et al.
Published: (2014)
A Reconsideration of the Meese-Rogoff Puzzle – Alternative Approaches to Model Estimation and Forecast Evaluation
by: Burns, Kelly
Published: (2016)
by: Burns, Kelly
Published: (2016)
The effect of liquidity shocks on the bank lending channel: Evidence from India
by: Mishra, A., et al.
Published: (2017)
by: Mishra, A., et al.
Published: (2017)
Hedging effectiveness and futures contract maturity: the caseof NYMEX crude oil futures
by: Ripple, Ronald, et al.
Published: (2007)
by: Ripple, Ronald, et al.
Published: (2007)
The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility
by: Ripple, Ronald, et al.
Published: (2009)
by: Ripple, Ronald, et al.
Published: (2009)
Stock Market Contagion in the Early Stages of the Global Financial Crisis: The Experience of the GCC Countries
by: Moosa, Imad
Published: (2010)
by: Moosa, Imad
Published: (2010)
Modelling the Behaviour of Technicians and Fundamentalists in the Shanghai Stock Market
by: Moosa, Imad, et al.
Published: (2009)
by: Moosa, Imad, et al.
Published: (2009)
Similar Items
-
Model misspecification in the time series analysis
by: Davies, Neville
Published: (1977) -
The Robustness of Estimators for Dynamic Panel Data Models to Misspecification
by: Harris, Mark, et al.
Published: (2009) -
Mitigating Model Misspecification with Variational Bayesian Inference
by: Krissaane, Ines
Published: (2024) -
Variance targeting estimator for GJR-GARCH under model’s misspecification
by: Muhammad Asmu’i Abdul Rahim,, et al.
Published: (2018) -
A Note on Nonlinear Cointegration, Misspecification, and Bimodality
by: Medeiros, M., et al.
Published: (2014)