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Asymptotic inference about predictive ability
West, Kenneth D. - 1994
Persistent link: https://www.econbiz.de/10000896656
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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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Symposium on forecasting and empirical methods in macroeconomics and finance
Diebold, Francis X. (contributor);  … - In: International economic review 39 (1998) 4, pp. 811-1146
Persistent link: https://www.econbiz.de/10001252224
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The predictive ability of several models of exchange rate volatility
West, Kenneth D. - In: Journal of econometrics 69 (1995) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
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Asymptotic inference about predictive ability
West, Kenneth D. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925
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Tests for forecast encompassing when forecasts depend on estimated regression parameters
West, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 29-33
Persistent link: https://www.econbiz.de/10001543433
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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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Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001617180