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1
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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2
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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3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
8
Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001617180
Saved in:
9
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
,
pp. 155-186
Persistent link: https://www.econbiz.de/10007279941
Saved in:
10
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/10007391014
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