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Non-Parametric Spectral Tests for Forecast Accuracy

https://doi.org/10.2139/ssrn.2257234
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1 of 24 checkable references need attention · checked 2026-08-28

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.

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References needing attention

does not resolve to a known work10.2307/1392185
The 23 checked references that resolve
resolves10.1016/0304-4076(82)90105-1
Consistent model specification tests
resolves10.2307/2938323
A Consistent Conditional Moment Test of Functional Form
resolves10.2307/2171881
Asymptotic Theory of Integrated Conditional Moment Tests
resolves10.1002/9780470316962
Convergence of Probability Measures
resolves10.1016/s0304-4076(01)00071-9
Tests of equal forecast accuracy and encompassing for nested models
resolves10.1016/j.ijforecast.2011.04.001
Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction
resolves10.1016/j.jeconom.2005.06.002
The power of bootstrap and asymptotic tests
resolves10.1016/0304-4076(91)90025-9
Spectral based testing of the martingale hypothesis
resolves10.1017/cbo9780511779398
Probability
resolves10.1016/j.jeconom.2005.06.019
Generalized spectral tests for the martingale difference hypothesis
resolves10.1257/jel.46.1.3
Economic Forecasting
resolves10.1111/j.1468-0262.2006.00718.x
Tests of Conditional Predictive Ability
resolves10.1080/01621459.1999.10473874
Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach
resolves10.1016/j.ijforecast.2006.03.001
Another look at measures of forecast accuracy
resolves10.1137/s1052623499363220
The Sample Average Approximation Method for Stochastic Discrete Optimization
resolves10.1016/j.ijforecast.2004.10.003
The M3 competition: Statistical tests of the results
resolves10.2202/1558-3708.1191
A New Test of the Martingale Difference Hypothesis
resolves10.1016/j.jeconom.2008.10.001
Simulation based selection of competing structural econometric models
resolves10.1016/0022-1996(83)90017-X
Empirical exchange rate models of the seventies
resolves10.2307/2328144
Was it Real? The Exchange Rate-Interest Differential Relation Over the Modern Floating-Rate Period
resolves10.1016/j.jeconom.2011.02.020
Understanding models’ forecasting performance
resolves10.1080/01621459.1998.10474096
Bootstrap Approximations in Model Checks for Regression
resolves10.2307/2171956
Asymptotic Inference about Predictive Ability
The 6 references without a DOI — listed, not checked
no DOI — not checkedProbability and Measures
no DOI — not checkedref7
no DOI — not checkedReal Analysis and Probability
no DOI — not checkedTesting serial independence via the empirical characteristic function
no DOI — not checkedLimit theorems for weakly dependent Hilbert space valued random variables with application to the stationary bootstrap
no DOI — not checkedParameter estimation of ARMA models with GARCH/APARCH errors: An R and SPlus software implementation
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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