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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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Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 32 (2017) 3, pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
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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. 1-31
Persistent link: https://www.econbiz.de/10002439348
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Combining forecasts from nested models
Clark, Todd E.; McCracken, Michael W. - In: Oxford bulletin of economics and statistics 71 (2009) 3, pp. 303-329
Persistent link: https://www.econbiz.de/10003837793
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Improving forecast accuracy by combining recursive and rolling forecasts
Clark, Todd E.; McCracken, Michael W. - In: International economic review 50 (2009) 2, pp. 363-395
Persistent link: https://www.econbiz.de/10003843049
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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. 5-29
Persistent link: https://www.econbiz.de/10008666818
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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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Reality checks and comparisons of nested predicitive models
Clark, Todd E.; McCracken, Michael W. - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 1, pp. 53-66
Persistent link: https://www.econbiz.de/10009558970
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Tests of equal forecast accuracy for overlapping models
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 29 (2014) 3, pp. 415-430
Persistent link: https://www.econbiz.de/10010414888
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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/10003913381