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Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
West, Kenneth D. - In: Journal of econometrics 76 (1997) 1, pp. 171-191
Persistent link: https://www.econbiz.de/10001211363
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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/10001617169
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Econometric analysis of present value models when the discount factor is near one
West, Kenneth D. - In: Journal of econometrics 171 (2012) 1, pp. 86-97
Persistent link: https://www.econbiz.de/10009686727
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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/10003705662
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A cointegration approach to estimating preference parameters
Ogaki, Masao; Park, Joon Y. - In: Journal of econometrics 82 (1998) 1, pp. 107-134
Persistent link: https://www.econbiz.de/10006790205
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A cointegration approach to estimating preference parameters
Ōgaki, Masao - In: Journal of econometrics 82 (1998) 1, pp. 107-134
Persistent link: https://www.econbiz.de/10001228497
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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/10007894507
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Robust estimation for structural spurious regressions and a Hausman-type cointegration test
Choi, Chi-young; Hu, Ling; Ōgaki, Masao - In: Journal of econometrics 142 (2008) 1, pp. 327-351
Persistent link: https://www.econbiz.de/10003608205
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Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
West, Kenneth D. - In: Journal of econometrics 76 (1997) 1-2, pp. 171-192
Persistent link: https://www.econbiz.de/10006793693
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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. 367-392
Persistent link: https://www.econbiz.de/10006797588