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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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Monetary policy and the volatility of real exchange rates in New Zealand
West, Kenneth D. - In: New Zealand economic papers 37 (2003) 2, pp. 175-196
Persistent link: https://www.econbiz.de/10009938783
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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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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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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
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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/10006962940
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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