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Evaluating direct multistep forecasts
Clark, Todd E.; McCracken, Michael W. - In: Econometric reviews 24 (2005) 4, pp. 369-404
Persistent link: https://www.econbiz.de/10003242861
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Regression-based tests of predictive ability
West, Kenneth D.; McCracken, Michael W. - 1998
Persistent link: https://www.econbiz.de/10000985905
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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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Regression-based tests of predictive ability
West, Kenneth D. - In: International economic review 39 (1998) 4, pp. 817-840
Persistent link: https://www.econbiz.de/10001338812
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Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.; McCracken, Michael W. - In: Journal of econometrics 186 (2015) 1, pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
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Multistep ahead forecasting of vector time series
McElroy, Tucker; McCracken, Michael W. - In: Econometric reviews 36 (2017) 5, pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
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Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia; McCracken, Michael W.; Perron, Benoit - In: Journal of econometrics 198 (2017) 2, pp. 231-252
Persistent link: https://www.econbiz.de/10011818789
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Inference about predictive ability
McCracken, Michael W.; West, Kenneth D. - In: A companion to economic forecasting, (pp. 299-321). 2002
Persistent link: https://www.econbiz.de/10001893158
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In-Sample tests of predictive ability : a new approach
Clark, Tod E.; McCracken, Michael W. - 2009
Persistent link: https://www.econbiz.de/10003868954
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In-sample tests of predictive ability : a new approach
Clark, Todd E.; McCracken, Michael W. - 2009
Persistent link: https://www.econbiz.de/10003888221