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Journal of econometrics
Working Paper / Federal Reserve Bank of Cleveland
631
Federal Reserve Bank of Cleveland working paper series
141
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Tests of equal forecast accuracy and encompassing for nested models
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10001617146
Saved in:
2
The power of tests of predictive ability in the presence of structural breaks
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10002439348
Saved in:
3
In-sample tests of predictive ability : a new approach
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009673170
Saved in:
4
Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
Saved in:
5
Robust out-of-sample inference
McCracken, Michael W.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
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6
Asymptotics for out of sample tests of Granger causility
McCracken, Michael W.
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 719-752
Persistent link: https://www.econbiz.de/10003569958
Saved in:
7
The power of tests of predictive ability in the presence of structural breaks
Clark, Todd E.
;
Mccracken, Michael W.
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10006749149
Saved in:
8
Asymptotics for out of sample tests of Granger causality
Mccracken, Michael W.
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 719-752
Persistent link: https://www.econbiz.de/10007761416
Saved in:
9
In-sample tests of predictive ability: A new approach
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009996199
Saved in:
10
Tests of equal forecast accuracy and encompassing for nested models
Clark, Todd E.
;
Mccracken, Michael W.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10006772538
Saved in:
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