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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

Regression-based tests of predictive ability

West, Kenneth D.; McCracken, Michael W. - 1998

Persistent link: https://www.econbiz.de/10000985905

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

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

Consistent testing for structural change at the ends of the sample

McCracken, Michael W. - 2012

Persistent link: https://www.econbiz.de/10009615733

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

Consistent Testing for Structural Change at the Ends of the Sample

McCracken, Michael W. - 2012

In this paper we provide analytical and Monte Carlo evidence that Chow and Predictive tests can be consistent against alternatives that allow structural change to occur at either end of the sample. Attention is restricted to linear regression models that may have a break in the intercept. The...

Persistent link: https://www.econbiz.de/10013101349

In-sample tests of predictive ability : a new approach

Clark, Todd E.; McCracken, Michael W. - 2009

Persistent link: https://www.econbiz.de/10003888221

In-sample tests of predictive ability : a new approach

Clark, Todd E.; McCracken, Michael W. - In: Journal of econometrics 170 (2012) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10009673170

In-Sample tests of predictive ability : a new approach

Clark, Tod E.; McCracken, Michael W. - 2009

Persistent link: https://www.econbiz.de/10003868954