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In-sample tests of predictive ability: A new approach
Clark, Todd E.; McCracken, Michael W. - In: Journal of econometrics 170 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009996199
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The power of tests of predictive ability in the presence of structural breaks
Clark, Todd E.; Mccracken, Michael W. - In: Journal of econometrics 124 (2005) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10006749149
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Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure
Clark, Todd E. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 367-373
Persistent link: https://www.econbiz.de/10008220253
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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. 5-30
Persistent link: https://www.econbiz.de/10008370021
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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/10008328091
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Combining Forecasts from Nested Models
Clark, Todd E.; Mc Cracken, Michael W. - In: Oxford bulletin of economics and statistics 71 (2009) 3, pp. 303-330
Persistent link: https://www.econbiz.de/10008236279
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Borders and business cycles
Clark, Todd E.; van Wincoop, Eric - In: Journal of international economics 55 (2001) 1, pp. 59-86
Persistent link: https://www.econbiz.de/10007669713
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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/10007615311
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The Responses of Prices at Different Stages of Production to Monetary Policy Shocks
Clark, Todd E. - In: The review of economics and statistics 81 (1999) 3, pp. 420-433
Persistent link: https://www.econbiz.de/10006389393
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Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks
Clark, Todd E. - In: Journal of labor economics 16 (1998) 1, pp. 202
Persistent link: https://www.econbiz.de/10006309734