Reference health
More Power for Out-Of-Sample Tests of Predictability
1 of 25 checkable references need attention · checked 2026-08-27
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.
6 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 24 checked references that resolve
resolves10.1016/s0927-5398(01)00037-8
Why long horizons? A study of power against persistent alternatives
resolves10.1016/s0304-4076(01)00071-9
Tests of equal forecast accuracy and encompassing for nested models
resolves10.1108/s0731-9053(2013)0000031004
Evaluating the Accuracy of Forecasts from Vector Autoregressions
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
resolves10.1081/etc-200040785
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
resolves10.3386/t0051
Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/j.rie.2016.03.002
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts
The 6 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref2
no DOI — not checkedour test coincides with the test proposed in Clark and West
no DOI — not checkedref14
no DOI — not checkedForecast Evaluation
no DOI — not checkedref31
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checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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