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Evaluating Direct Multistep Forecasts
Clark, Todd; Mccracken, Michael - In: Econometric reviews 24 (2005) 4, pp. 369-404
Persistent link: https://www.econbiz.de/10006873701
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Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E.; West, Kenneth D. - In: Journal of econometrics 135 (2006) 1, pp. 155-186
Persistent link: https://www.econbiz.de/10007279941
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The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence
Clark, Todd E.; Mccracken, Michael W. - In: Journal of money, credit and banking : JMCB 38 (2006) 5, pp. 1127-1148
Persistent link: https://www.econbiz.de/10007285792
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Disaggregate evidence on the persistence of consumer price inflation
Clark, Todd E. - In: Journal of applied econometrics 21 (2006) 5, pp. 563-588
Persistent link: https://www.econbiz.de/10007289628
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Can out-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - In: Journal of forecasting 23 (2004) 2, pp. 115-140
Persistent link: https://www.econbiz.de/10006883326
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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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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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Time Variation in the Inflation Passthrough of Energy Prices
CLARK, TODD E.; TERRY, STEPHEN J. - In: Journal of money, credit and banking : JMCB 42 (2010) 7, pp. 1419-1434
Persistent link: https://www.econbiz.de/10008451991
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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