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FEP
Forecast Evaluation Package for gretl
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correct pvalue for the center of CGSIGN test dist
#23
schreibe
closed
1 year ago
3
Wrong p-value for CG sign-test
#22
atecon
closed
1 year ago
2
Bugfix/loadextra
#21
atecon
closed
1 year ago
3
Internal improvement: remove odd syntax for specifying lagged variabl…
#20
atecon
closed
1 year ago
4
Bugifx/empty fc argument
#19
atecon
closed
1 year ago
2
Change / clarify GUI error message "Need forecast (fc) input!"
#18
schreibe
closed
1 year ago
4
Testing for Unobserved Heterogeneity via k-means Clustering, Patton & Weller, 2022, Journal of Business & Economic Statistics, forthcoming.
#17
schreibe
opened
1 year ago
0
Forecast Rationality Tests Based on Multi-Horizon Bounds, Patton & Timmermann, 2012, Journal of Business and Economic Statistics, 30(1), 1-17.
#16
schreibe
opened
1 year ago
0
Testing Forecast Optimality under Unknown Loss, Patton & Timmermann, 2007, Journal of the American Statistical Association, 102(480), 1172-1184.
#15
schreibe
opened
1 year ago
0
Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter, Patton & Barendse, 2022, JBES, 40(3), 1057-1069.
#14
schreibe
opened
1 year ago
0
FEPenhanceGWtest
#13
schreibe
closed
1 year ago
0
Erläuterungstext zum GW-Test verbessern
#12
schreibe
opened
1 year ago
0
Idee für Umsetzung allgemeiner benutzerspezifizierter Verlustfunktionen
#11
schreibe
opened
1 year ago
1
existierende getLoss-Funktion verstärkt einbauen
#10
schreibe
opened
1 year ago
3
doGWtest: "z" mehrfach verwendet
#9
schreibe
closed
1 year ago
1
Sinn von L(-b.fhor to -b.fhor) ?
#8
schreibe
closed
1 year ago
9
Improve sample script
#7
atecon
closed
4 years ago
1
New feature and bug fixes
#6
atecon
closed
4 years ago
0
Bug fix and new feature
#5
atecon
closed
4 years ago
2
Bugfix/forecasting metrics
#4
atecon
closed
4 years ago
4
Clark west
#3
atecon
closed
5 years ago
1
Add further sanity checks
#2
atecon
closed
5 years ago
7
Bugfix/drop isnull
#1
atecon
closed
5 years ago
2