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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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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
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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
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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
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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
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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
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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
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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/10006772538
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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
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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