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Dividend innovations and stock price volatility
West, Kenneth D. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10001037280
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Asymptotic inference about predictive ability
West, Kenneth D. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925
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A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
Newey, Whitney K. - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 3, pp. 703-708
Persistent link: https://www.econbiz.de/10001029367
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Asymptotic normality, when regressors have a unit root
West, Kenneth D. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 6, pp. 1397-1417
Persistent link: https://www.econbiz.de/10001059822
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Asymptotic Inference about Predictive Ability
West, Kenneth D. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1067-1084
Persistent link: https://www.econbiz.de/10006795986