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Finite-sample properties of tests for forecast equivalence
Clark, Todd E. - 1996
Persistent link: https://www.econbiz.de/10000957889
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Improving forecast accuracy by combining recursive and rolling forecasts : running head: recursive and rolling forecasts
Clark, Todd E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783058
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Tests of equal predictive ability with real-time data
Clark, Todd E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783061
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783064
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Combining forecasts from nested models
Clark, Todd E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783102
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Combining forecasts from nested models
Clark, Todd E.; McCracken, Michael W. - In: Oxford bulletin of economics and statistics 71 (2009) 3, pp. 303-329
Persistent link: https://www.econbiz.de/10003837793
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Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.; McCracken, Michael W. - 2009
Persistent link: https://www.econbiz.de/10003888220
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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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Tests of equal predictive ability with real-time data
Clark, Todd E.; McCracken, Michael W. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 441-454
Persistent link: https://www.econbiz.de/10003913381
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 25 (2010) 1, pp. 5-29
Persistent link: https://www.econbiz.de/10008666818