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Combining Forecasts from Nested Models
Clark, Todd E.; Mc Cracken, Michael W. - In: Oxford bulletin of economics and statistics 71 (2009) 3, pp. 303-330
Persistent link: https://www.econbiz.de/10008236279
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Robust out-of-sample inference
Mc Cracken, Michael W. - In: Journal of econometrics 99 (2000) 2, pp. 195-224
Persistent link: https://www.econbiz.de/10006778556
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Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p 's and q 's!
Mccracken, Michael W.; Sapp, Stephen Graham - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 473-494
Persistent link: https://www.econbiz.de/10006643724
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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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REGRESSION-BASED TESTS OF PREDICTIVE ABILITY
West, Kenneth D.; McCracken, Michael W. - 1998
Persistent link: https://www.econbiz.de/10005977015
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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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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 25 (2010) 1, pp. 5-30
Persistent link: https://www.econbiz.de/10008370021
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Tests of Equal Predictive Ability With Real-Time Data
Clark, Todd E.; McCracken, Michael W. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 441-454
Persistent link: https://www.econbiz.de/10008328091
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Regression-Based Tests of Predictive Ability
West, Kenneth D.; McCracken, Michael W. - In: International economic review 39 (1998) 4, pp. 817-840
Persistent link: https://www.econbiz.de/10007348086
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The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence
Clark, Todd E.; Mccracken, Michael W. - In: Journal of money, credit and banking : JMCB 38 (2006) 5, pp. 1127-1148
Persistent link: https://www.econbiz.de/10007285792