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Finite-sample properties of tests for forecast equivalence
Clark, Todd E. - 1996
Persistent link: https://www.econbiz.de/10000957889
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Approximately normal tests for equal predictive accuracy in nested models
Clark, Todd E.; West, Kenneth D. - In: Journal of econometrics 138 (2007) 1, pp. 291-311
Persistent link: https://www.econbiz.de/10003451762
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Forecast-based model selection in the presence of structural breaks
Clark, Todd E.; McCracken, Michael W. - 2002
Persistent link: https://www.econbiz.de/10001704806
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Tests of equal forecast accuracy and encompassing for nested models
Clark, Todd E.; McCracken, Michael W. - In: Journal of econometrics 105 (2001) 1, pp. 85-110
Persistent link: https://www.econbiz.de/10001617146
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Can out-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - 2000
Persistent link: https://www.econbiz.de/10001554626
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Tests of equal forecast accuracy and encompassing for nested models
Clark, Todd E.; McCracken, Michael W. - 1999
Persistent link: https://www.econbiz.de/10001440511
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Forecasting an aggregate of cointegrated disaggregates
Clark, Todd E. - 1995
Persistent link: https://www.econbiz.de/10000931184
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Do producer prices help predict consumer prices?
Clark, Todd E. - 1997
Persistent link: https://www.econbiz.de/10000981153
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Evaluating long-horizon forecasts
Clark, Todd E.; McCracken, Michael W. - 2001
Persistent link: https://www.econbiz.de/10001655262
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Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - In: Journal of econometrics 196 (2017) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10011743498