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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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Approximately normal tests for equal predictive accuracy in nested models
Clark, Todd E. (contributor); West, Kenneth D. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003223264
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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
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Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
Clark, Todd E. - 2006
normal critical values will yield actual sizes close to, but a little less than, nominal size. Simulation evidence supports …
Persistent link: https://www.econbiz.de/10012734793
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Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
Clark, Todd E. - 2007
normal critical values will yield actual sizes close to, but a little less than, nominal size. Simulation evidence supports …
Persistent link: https://www.econbiz.de/10012778361
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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