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Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001617180
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Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
West, Kenneth D. - In: Journal of econometrics 76 (1997) 1, pp. 171-191
Persistent link: https://www.econbiz.de/10001211363
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Econometric analysis of present value models when the discount factor is near one
West, Kenneth D. - In: Journal of econometrics 171 (2012) 1, pp. 86-97
Persistent link: https://www.econbiz.de/10009686727
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Encompassing tests when no model is encompassing
West, Kenneth D. - In: Journal of econometrics 105 (2001) 1, pp. 287-308
Persistent link: https://www.econbiz.de/10001617169
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The predictive ability of several models of exchange rate volatility
West, Kenneth D. - In: Journal of econometrics 69 (1995) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
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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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Model uncertainty and policy evaluation : some theory and empirics
Brock, William A.; Durlauf, Steven N.; West, Kenneth D. - In: Journal of econometrics 136 (2007) 2, pp. 629-664
Persistent link: https://www.econbiz.de/10003412687
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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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Full- versus limited-information estimation of a rational-expectations model : some numerical comparisons
West, Kenneth D. - In: Journal of econometrics 33 (1986) 3, pp. 367-385
Persistent link: https://www.econbiz.de/10003705662
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Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
West, Kenneth D. - In: Journal of econometrics 76 (1997) 1-2, pp. 171-192
Persistent link: https://www.econbiz.de/10006793693