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~isPartOf:"International economic review"
~isPartOf:"Journal of Monetary Economics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
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West, Kenneth D.
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Instrumental variables estimation of heteroskedastic linear models using all lags of instruments
West, Kenneth D.
;
Wong, Ka-fu
;
Anatolyev, Stanislav
-
2007
Persistent link: https://www.econbiz.de/10003472778
Saved in:
2
Approximately normal test for equal predictive accuracy in nested models
Clark, Todd E.
;
West, Kenneth D.
-
2006
Persistent link: https://www.econbiz.de/10003362217
Saved in:
3
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E.
;
West, Kenneth D.
-
2005
Persistent link: https://www.econbiz.de/10002586927
Saved in:
4
Encompassing tests when no model is encompassing
West, Kenneth D.
-
2000
Persistent link: https://www.econbiz.de/10001493289
Saved in:
5
On optimal instrumental variables estimation of stationary time series models
West, Kenneth D.
-
2000
Persistent link: https://www.econbiz.de/10001450276
Saved in:
6
SMALL NESTED MODEL SETS
Hubrich, Kirstin
;
West, Kenneth D.
-
2008
Persistent link: https://www.econbiz.de/10008168094
Saved in:
7
INSTRUMENTAL VARIABLES ESTIMATION OF HETEROSKEDASTIC LINEAR MODELS USING ALL LAGS OF INSTRUMENTS
West, Kenneth D.
;
Wong, Ka-fu
;
Anatolyev, Stanislav
-
2007
Persistent link: https://www.econbiz.de/10007749840
Saved in:
8
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications"
West, Kenneth D.
- In:
Journal of Monetary Economics
54
(
2007
)
5
,
pp. 1340-1343
Persistent link: https://www.econbiz.de/10005131807
Saved in:
9
USING OUT-OF-SAMPLE MEAN SQUARED PREDICTION ERRORS TO TEST THE MARTINGALE DIFFERENCE HYPOTHESIS
Clark, Todd E.
;
West, Kenneth D.
-
2005
Persistent link: https://www.econbiz.de/10005918683
Saved in:
10
On optimal instrumental variables estimation of stationary time series models
West, Kenneth D.
- In:
International economic review
42
(
2001
)
4
,
pp. 1043-1050
Persistent link: https://www.econbiz.de/10001624482
Saved in:
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