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A cointegration approach to estimating preference parameters
Ogaki, Masao; Park, Joon Y. - In: Journal of Econometrics 82 (1997) 1, pp. 107-134
Persistent link: https://www.econbiz.de/10005192874
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Robust estimation for structural spurious regressions and a Hausman-type cointegration test
Choi, Chi-Young; Hu, Ling; Ogaki, Masao - In: Journal of Econometrics 142 (2008) 1, pp. 327-351
Persistent link: https://www.econbiz.de/10005115498
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Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons
West, Kenneth D. - In: Journal of Econometrics 33 (1986) 3, pp. 367-385
Persistent link: https://www.econbiz.de/10005228749
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Forecasting and empirical methods in finance and macroeconomics
Diebold, F. X.; West, Kenneth D. - In: Journal of Econometrics 105 (2001) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10005285420
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - In: Journal of Econometrics 69 (1995) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10005285825
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Model uncertainty and policy evaluation: Some theory and empirics
Brock, William A.; Durlauf, Steven N.; West, Kenneth D. - In: Journal of Econometrics 136 (2007) 2, pp. 629-664
Persistent link: https://www.econbiz.de/10005286033
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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/10005286056
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Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
West, Kenneth D. - In: Journal of Econometrics 76 (1997) 1-2, pp. 171-191
Persistent link: https://www.econbiz.de/10005192238
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Encompassing tests when no model is encompassing
West, Kenneth D. - In: Journal of Econometrics 105 (2001) 1, pp. 287-308
Persistent link: https://www.econbiz.de/10005192303
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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/10005192934