Similar Search Results - EconBiz

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

Identification of binary choice models with social interactions

Brock, William A.; Durlauf, Steven N. - In: Journal of Econometrics 140 (2007) 1, pp. 52-75

Persistent link: https://www.econbiz.de/10005192970

On the observational implications of taste-based discrimination in racial profiling

Brock, William A.; Cooley, Jane; Durlauf, Steven N.; … - In: Journal of Econometrics 166 (2012) 1, pp. 66-78

This paper contributes to a growing literature that attempts to determine whether disparities in police stops and searches of potential criminals of different races stem from taste-based discrimination. The key challenge in making this evaluation is that police officers have more information...

Persistent link: https://www.econbiz.de/10010597566

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

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

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

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

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

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

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

A service of the