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Another heteroskedasticity and autocorrelation consistent covariance matrix estimator
West, Kenneth D. - 1994
Persistent link: https://www.econbiz.de/10000903225
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Inventory models
West, Kenneth D. - 1993
Persistent link: https://www.econbiz.de/10000879024
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Another heteroskedasticity and autocorrelation consistent covariance matrix estimator
West, Kenneth D. - 1995
Persistent link: https://www.econbiz.de/10000934993
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On optimal instrumental variables estimation of time series models
West, Kenneth D. - 1997
Persistent link: https://www.econbiz.de/10000979615
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Tests for forecast encompassing when forecasts depend on estimated regression parameters
West, Kenneth D. - 1999
Persistent link: https://www.econbiz.de/10001408167
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Estimation of linear rational expectations models, in the presence of deterministic terms
West, Kenneth D. - In: Journal of monetary economics 24 (1989) 3, pp. 437-442
Persistent link: https://www.econbiz.de/10001075515
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Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
West, Kenneth D. - In: Journal of econometrics 76 (1997) 1, pp. 171-191
Persistent link: https://www.econbiz.de/10001211363
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A note on the power of least squares tests for a unit root
West, Kenneth D. - In: Economics letters 3 (1987), pp. 249-252
Persistent link: https://www.econbiz.de/10001032396
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Asymptotic inference about predictive ability
West, Kenneth D. - 1994
Persistent link: https://www.econbiz.de/10000896656
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Encompassing tests when no model is incompassing
West, Kenneth D. - 1999
Persistent link: https://www.econbiz.de/10001446735