Items where Author is "Gutknecht, D."
Fosten, J., Gutknecht, D. & Pohle, M-O. (2024). Testing Quantile Forecast Optimality. Journal of Business & Economic Statistics, 42(4), pp. 1367-1378. doi: 10.1080/07350015.2024.2316091
Corradi, V., Fosten, J. & Gutknecht, D. (2024). Predictive ability tests with possibly overlapping models. Journal of Econometrics, 241(1), article number 105716. doi: 10.1016/j.jeconom.2024.105716
Corradi, V., Fosten, J. & Gutknecht, D. (2023). Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. Journal of Econometrics, 236(2), article number 105490. doi: 10.1016/j.jeconom.2023.105490
Fosten, J. 
ORCID: 0000-0001-5123-8500 & Gutknecht, D. (2021).
Horizon confidence sets.
Empirical Economics, 61(2),
pp. 667-692.
doi: 10.1007/s00181-020-01891-7
Fosten, J. & Gutknecht, D. (2020). Testing Nowcast Monotonicity with Estimated Factors. Journal of Business & Economic Statistics, 38(1), pp. 107-123. doi: 10.1080/07350015.2018.1458623