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A specification test for specu...
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131
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 281-293
Persistent link: https://www.econbiz.de/10001334395
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132
Regression-based tests of predictive ability
West, Kenneth D.
- In:
International economic review
39
(
1998
)
4
,
pp. 817-840
Persistent link: https://www.econbiz.de/10001338812
Saved in:
133
Investment: fundamentals and finance
Gilchrist, Simon
;
Himmelberg, Charles P.
- In:
NBER macroeconomics annual
13
(
1998
),
pp. 223-262
Persistent link: https://www.econbiz.de/10001392907
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134
Feasible optimal instrumental variables estimation of linear models with moving average disturbances
West, Kenneth D.
;
Wong, Ka-fu
;
Anatolyev, Stanislav
-
1998
Persistent link: https://www.econbiz.de/10001407344
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135
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
136
A utility based comparison of some models of exchange rate volatility
West, Kenneth D.
;
Edison, Hali J.
;
Cho, Dongchul
-
1992
Persistent link: https://www.econbiz.de/10000849714
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137
Integrated regressors and tests of the permanent-income hypothesis
Stock, James H.
- In:
Journal of monetary economics
21
(
1988
),
pp. 85-95
Persistent link: https://www.econbiz.de/10001039724
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138
Factor model forecasts of exchange rates
Engel, Charles
;
Mark, Nelson C.
;
West, Kenneth D.
-
2012
Persistent link: https://www.econbiz.de/10009631321
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139
Globalization, the business cycle, and macroeconomic monitoring
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Kose, M. Ayhan
; …
- In:
NBER International Seminar on Macroeconomics 2010
,
(pp. 245-286)
.
2011
Persistent link: https://www.econbiz.de/10009657063
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140
HAR inference : recommendations for practice : rejoinder
Lazarus, Eben
;
Lewis, Daniel J.
;
Stock, James H.
; …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 574-575
Persistent link: https://www.econbiz.de/10012249385
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