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~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims"
~person:"Clark, Todd E."
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Clark, Todd E.
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Technical working paper / National Bureau of Economic Research
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Evaluating the accuracy of forecasts from vector autoregressions
Clark, Todd E.
;
McCracken, Michael W.
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 117-168)
.
2013
Persistent link: https://www.econbiz.de/10010252336
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2
Approximately normal test for equal predictive accuracy in nested models
Clark, Todd E.
;
West, Kenneth D.
-
2006
Persistent link: https://www.econbiz.de/10003362217
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3
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E.
;
West, Kenneth D.
-
2005
Persistent link: https://www.econbiz.de/10002586927
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