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A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables
Clark, Todd E. - 1994
Persistent link: https://www.econbiz.de/10000895079
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Finite-sample properties of tests for forecast equivalence
Clark, Todd E. - 1996
Persistent link: https://www.econbiz.de/10000957889
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On optimal instrumental variables estimation of stationary time series models
West, Kenneth D. - 2000
Persistent link: https://www.econbiz.de/10001450276
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A specification test for speculative bubbles
West, Kenneth D. - 1986
Persistent link: https://www.econbiz.de/10000709324
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On the interpretation of near random walk behavior in GNP
West, Kenneth D. - 1987
Persistent link: https://www.econbiz.de/10000731627
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Asymptotic inference about predictive ability
West, Kenneth D. - 1994
Persistent link: https://www.econbiz.de/10000896656
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Another heteroskedasticity and autocorrelation consistent covariance matrix estimator
West, Kenneth D. - 1994
Persistent link: https://www.econbiz.de/10000903225
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On optimal instrumental variables estimation of time series models
West, Kenneth D. - 1997
Persistent link: https://www.econbiz.de/10000979615
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Another heteroskedasticity and autocorrelation consistent covariance matrix estimator
West, Kenneth D. - 1995
Persistent link: https://www.econbiz.de/10000934993
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A specification test for speculative bubbles
West, Kenneth D. - In: The quarterly journal of economics 102 (1987) 3, pp. 553-580
Persistent link: https://www.econbiz.de/10001048903