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Small sample properties of estimators of non-linear models of covariance structure
Clark, Todd E. - 1995
Persistent link: https://www.econbiz.de/10000907760
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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. 367-372
Persistent link: https://www.econbiz.de/10001334390
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Can out-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - 2000
Persistent link: https://www.econbiz.de/10001554626
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Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - In: Journal of forecasting 23 (2004) 2, pp. 115-139
Persistent link: https://www.econbiz.de/10001980723
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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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In-sample tests of predictive ability : a new approach
Clark, Todd E.; McCracken, Michael W. - 2009
Persistent link: https://www.econbiz.de/10003888221
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Testing for unconditional predictive ability
Clark, Todd E.; McCracken, Michael W. - 2010
Persistent link: https://www.econbiz.de/10008668619
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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. 1-14
Persistent link: https://www.econbiz.de/10009673170
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Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014384414
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Testing for unconditional predictive ability
Clark, Todd E.; McCracken, Michael W. - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882037