Reference health
Out-of-Sample Forecast Tests Robust to the Choice of Window Size
1 of 40 checkable references need attention · checked 2026-08-26
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
15 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/1392185
The 39 checked references that resolve
resolves10.1016/j.jimonfin.2005.08.002
Empirical exchange rate models of the nineties: Are any fit to survive?
resolves10.1016/s0304-4076(01)00071-9
Tests of equal forecast accuracy and encompassing for nested models
resolves10.1016/j.jeconom.2003.12.011
The power of tests of predictive ability in the presence of structural breaks
resolves10.1111/j.1468-2354.2009.00533.x
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS*
resolves10.1016/j.jeconom.2005.07.014
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
resolves10.1016/j.jeconom.2006.05.023
Approximately normal tests for equal predictive accuracy in nested models
resolves10.1017/s0266466600013189
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes
resolves10.1016/j.jinteco.2008.11.001
Out-of-sample exchange rate predictability with Taylor rule fundamentals
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/j.jeconom.2006.07.018
Properties of optimal forecasts under asymmetric loss and nonlinearity
resolves10.1111/j.1467-937X.2006.00408.x
Forecasting Time Series Subject to Multiple Structural Breaks
resolves10.1016/s0927-5398(03)00008-2
Nonlinear prediction of exchange rates with monetary fundamentals
resolves10.1017/s1365100506050085
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY
resolves10.1046/j.0305-9049.2003.00091.x
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy*
The 15 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedAn Out-of-Sample Test for Granger Causality
no DOI — not checkedref25
no DOI — not checkedThe Out of Sample Failure of Empirical Exchange Rate Models
no DOI — not checkedThe Evaluation of Economic Forecasts
no DOI — not checkedref40
no DOI — not checkedref44
no DOI — not checkedref49
no DOI — not checkedref50
no DOI — not checkedref51
no DOI — not checkedref52
no DOI — not checkedThe critical values are obtained by Monte Carlo simulation using
no DOI — not checkedref54
no DOI — not checkedref55
no DOI — not checkedref56
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