Narrow search
Showing 1 - 10 of 17
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001617180
Cover Image
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
Cover Image
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