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USING OUT-OF-SAMPLE MEAN SQUARED PREDICTION ERRORS TO TEST THE MARTINGALE DIFFERENCE HYPOTHESIS
Clark, Todd E.; West, Kenneth D. - 2005
Persistent link: https://www.econbiz.de/10005918683
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Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E.; West, Kenneth D. - In: Journal of econometrics 135 (2006) 1, pp. 155-186
Persistent link: https://www.econbiz.de/10007279941
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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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Can out-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - In: Journal of forecasting 23 (2004) 2, pp. 115-140
Persistent link: https://www.econbiz.de/10006883326
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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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Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks
Clark, Todd E. - In: Journal of labor economics 16 (1998) 1, pp. 202
Persistent link: https://www.econbiz.de/10006309734
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Cross-Country Evidence on Long-Run Growth and Inflation
Clark, Todd E. - In: Economic inquiry : journal of the Western Economic … 35 (1997) 1, pp. 70-81
Persistent link: https://www.econbiz.de/10006317639
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The Responses of Prices at Different Stages of Production to Monetary Policy Shocks
Clark, Todd E. - In: The review of economics and statistics 81 (1999) 3, pp. 420-433
Persistent link: https://www.econbiz.de/10006389393
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Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure
Clark, Todd E. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 367-373
Persistent link: https://www.econbiz.de/10008220253
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Borders and business cycles
Clark, Todd E.; van Wincoop, Eric - In: Journal of international economics 55 (2001) 1, pp. 59-86
Persistent link: https://www.econbiz.de/10007669713