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Inventory models
West, Kenneth D. - 1993
Persistent link: https://www.econbiz.de/10000879024
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Another heteroskedasticity and autocorrelation consistent covariance matrix estimator
West, Kenneth D. - 1995
Persistent link: https://www.econbiz.de/10000934993
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Encompassing tests when no model is encompassing
West, Kenneth D. - 2000
Persistent link: https://www.econbiz.de/10001493289
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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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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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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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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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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
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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
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Approximately normal test for equal predictive accuracy in nested models
Clark, Todd E.; West, Kenneth D. - 2006
Persistent link: https://www.econbiz.de/10003362217