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Inventory models
West, Kenneth D.
-
1993
Persistent link: https://www.econbiz.de/10000879024
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2
Another heteroskedasticity and autocorrelation consistent covariance matrix estimator
West, Kenneth D.
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1995
Persistent link: https://www.econbiz.de/10000934993
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3
Encompassing tests when no model is encompassing
West, Kenneth D.
-
2000
Persistent link: https://www.econbiz.de/10001493289
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4
On optimal instrumental variables estimation of stationary time series models
West, Kenneth D.
-
2000
Persistent link: https://www.econbiz.de/10001450276
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5
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
Persistent link: https://www.econbiz.de/10000884768
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6
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model
West, Kenneth D.
;
Wilcox, David W.
-
1993
Persistent link: https://www.econbiz.de/10000870288
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7
Automatic lag selection in covariance matrix estimation
West, Kenneth D.
;
Newey, Whitney K.
-
1993
Persistent link: https://www.econbiz.de/10000879023
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8
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:
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/10002586927
Saved in:
10
Approximately normal test for equal predictive accuracy in nested models
Clark, Todd E.
;
West, Kenneth D.
-
2006
Persistent link: https://www.econbiz.de/10003362217
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