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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... -
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 -
A Proposed Hybrid Effect Size Plus p-Value Criterion. A Comment on Goodman et...
This repository contains the R source code to reproduce the simulation results in the comment by Peter Pütz, Arne Kramer-Sunderbrink, Robin Tim Dreher, Leona Hoffmann, and Robin...
