2 citations · 2 across the 3 of their papers we have counts for
3 papers
econ.EM2025
Testing Clustered Equal Predictive Ability with Unknown Clusters
Oguzhan Akgun, Alain Pirotte, Giovanni Urga +1
We develop tests of clustered equal predictive ability (C-EPA) in panels where the clusters are unknown and estimated by the Panel Kmeans algorithm. To address the challenge of tes…
econ.EM2022
Estimation and Inference for High Dimensional Factor Model with Regime Switching
Giovanni Urga, Fa Wang
This paper proposes maximum (quasi)likelihood estimation for high dimensional factor models with regime switching in the loadings. The model parameters are estimated jointly by the…
econ.EM2020★ 2 cited
Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts
Oguzhan Akgun, Alain Pirotte, Giovanni Urga +1
We propose two types of equal predictive ability (EPA) tests with panels to compare the predictions made by two forecasters. The first type, namely -statistics, focuses on the o…