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Finite-sample properties of tests for forecast equivalence
Clark, Todd E. - 1996
Persistent link: https://www.econbiz.de/10000957889
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Do producer prices help predict consumer prices?
Clark, Todd E. - 1997
Persistent link: https://www.econbiz.de/10000981153
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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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Forecasting an aggregate of cointegrated disaggregates
Clark, Todd E. - 1995
Persistent link: https://www.econbiz.de/10000931184
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Cross-country evidence on long-run growth and inflation
Clark, Todd E. - In: Economic inquiry : journal of the Western Economic … 35 (1997) 1, pp. 70-81
Persistent link: https://www.econbiz.de/10001219038
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A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables
Clark, Todd E. - 1994
Persistent link: https://www.econbiz.de/10000895079
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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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Real-time density forecasts from VARs with stochastic volatility
Clark, Todd E. - 2009
Persistent link: https://www.econbiz.de/10003844506
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Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Clark, Todd E. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 3, pp. 327-341
Persistent link: https://www.econbiz.de/10009232552