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Regression-based tests of predictive ability
West, Kenneth D.; McCracken, Michael W. - 1997 - Rev
Persistent link: https://www.econbiz.de/10000971577
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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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Regression-based tests of predictive ability
West, Kenneth D. - In: International economic review 39 (1998) 4, pp. 817-840
Persistent link: https://www.econbiz.de/10001338812
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Inference about predictive ability
McCracken, Michael W. (contributor);  … - 2001 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001606750
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Inference about predictive ability
McCracken, Michael W.; West, Kenneth D. - In: A companion to economic forecasting, (pp. 299-321). 2002
Persistent link: https://www.econbiz.de/10001893158
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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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An out-of-sample, nonparametric test of the Martingale difference hypothesis
McCracken, Michael W. - In: Applying Kernel and nonparametric estimation to …, (pp. 49-75). 2000
Persistent link: https://www.econbiz.de/10001548462
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Parameter estimation and tests of equal forecast accuracy between non-nested models
McCracken, Michael W. - In: International journal of forecasting 20 (2004) 3, pp. 503-514
Persistent link: https://www.econbiz.de/10002169239
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Consistent testing for structural change at the ends of the sample
McCracken, Michael W. - 2012
Persistent link: https://www.econbiz.de/10009615733
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Consistent testing for structural change at the ends of the sample
McCracken, Michael W. - In: 30th anniversary edition, (pp. 133-169). 2012
Persistent link: https://www.econbiz.de/10009711997