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1
Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
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2
The power of tests of predictive ability in the presence of structural breaks
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10002439348
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3
In-sample tests of predictive ability : a new approach
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009673170
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4
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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5
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E.
;
West, Kenneth D.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 155-186
Persistent link: https://www.econbiz.de/10003376081
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6
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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7
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
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8
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
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9
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
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