-
Tests for equal forecast accuracy under heteroskedasticity (replication data)
This archive contains the replication files for "Tests for equal forecast accuracy under heteroskedasticity" by David Harvey, Stephen Leybourne and Yang Zu, in Journal of... -
Revisiting the analysis of matched-pair and stratified experiments in the pre...
This archive contains the replication files for the paper “Revisiting the analysis of matched-pair and stratified experiments in the presence of attrition”, published in the... -
Fast and reliable jackknife and bootstrap methods for cluster-robust inferenc...
The paper contains three empirical examples. In each case, there is a data file in CSV format, a Stata DO file, and the output file produced by running the DO file. All nine... -
Testing for multiple level shifts with an integrated or stationary noise comp...
We provide the MATLAB code and datasets to replicate the computation that are carried out in the empirical section of the paper -
Robust Forecast Superiority Testing with an Application to Assessing Pools of...
We develop a forecast superiority testing methodology which is robust to the choice of loss function. Following Jin, Corradi and Swanson (JCS: 2017), we rely on a mapping...
