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On optimal instrumental variables estimation of time series models
West, Kenneth D. - 1997
Persistent link: https://www.econbiz.de/10000979615
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Tests for forecast encompassing when forecasts depend on estimated regression parameters
West, Kenneth D. - 1999
Persistent link: https://www.econbiz.de/10001408167
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Encompassing tests when no model is incompassing
West, Kenneth D. - 1999
Persistent link: https://www.econbiz.de/10001446735
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Regression-based tests of predictive ability
West, Kenneth D.; McCracken, Michael W. - 1997 - Rev
Persistent link: https://www.econbiz.de/10000971577
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Feasible optimal instrumental variables estimation of linear models with moving average disturbances
West, Kenneth D.; Wong, Ka-fu; Anatolyev, Stanislav - 1998
Persistent link: https://www.econbiz.de/10001407344