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~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~person:"Clark, Todd E."
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Clark, Todd E.
Linton, Oliver
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8
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Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
2
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Approximately normal tests for equal predictive accuracy in nested models
Clark, Todd E.
;
West, Kenneth D.
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 291-311
Persistent link: https://www.econbiz.de/10003451762
Saved in:
8
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E.
;
West, Kenneth D.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 155-186
Persistent link: https://www.econbiz.de/10003376081
Saved in:
9
Tests of equal forecast accuracy and encompassing for nested models
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10001617146
Saved in:
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