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Another heteroskedasticity and autocorrelation consistent covariance matrix estimator
West, Kenneth D. - 1995
Persistent link: https://www.econbiz.de/10000934993
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Encompassing tests when no model is encompassing
West, Kenneth D. - 2000
Persistent link: https://www.econbiz.de/10001493289
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On optimal instrumental variables estimation of stationary time series models
West, Kenneth D. - 2000
Persistent link: https://www.econbiz.de/10001450276
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Inventory models
West, Kenneth D. - 1993
Persistent link: https://www.econbiz.de/10000879024
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994
Persistent link: https://www.econbiz.de/10000884768
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Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model
West, Kenneth D.; Wilcox, David W. - 1993
Persistent link: https://www.econbiz.de/10000870288
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A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.; Wilcox, David W. - 1995
Persistent link: https://www.econbiz.de/10000934955
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Regression-based tests of predictive ability
West, Kenneth D.; McCracken, Michael W. - 1998
Persistent link: https://www.econbiz.de/10000985905
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A utility based comparison of some models of exchange rate volatility
West, Kenneth D.; Edison, Hali J.; Cho, Dongchul - 1992
Persistent link: https://www.econbiz.de/10000849714
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Automatic lag selection in covariance matrix estimation
West, Kenneth D.; Newey, Whitney K. - 1993
Persistent link: https://www.econbiz.de/10000879023