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Combining forecasts from nested models

Clark, Todd E. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003783102

Evaluating direct multistep forecasts

Clark, Todd E.; McCracken, Michael W. - In: Econometric reviews 24 (2005) 4, pp. 369-404

Persistent link: https://www.econbiz.de/10003242861

Combining forecasts from nested models

Clark, Todd E. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003736179

Forecasting with small macroeconomic VARs in the presence of instabilities

Clark, Todd E. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003736187

Averaging forecasts from VARs with uncertain instabilities

Clark, Todd E. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003736216

Tests of equal predictive ability with real-time data

Clark, Todd E. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003736427

Advances in forecast evaluation

Clark, Todd E.; McCracken, Michael W. - 2013

Persistent link: https://www.econbiz.de/10011507044

Tests of predictive ability for vector autoregressions used for conditional forecasting

Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 32 (2017) 3, pp. 533-553

Persistent link: https://www.econbiz.de/10011694662

Nested forecast model comparisons : a new approach to testing equal accuracy

Clark, Todd E.; McCracken, Michael W. - In: Journal of econometrics 186 (2015) 1, pp. 160-177

Persistent link: https://www.econbiz.de/10011349515

Advances in forecast evaluation

Clark, Todd E.; McCracken, Michael W. - 2011

This paper surveys recent developments in the evaluation of point forecasts. Taking West's (2006) survey as a starting point, we briey cover the state of the literature as of the time of West's writing. We then focus on recent developments, including advancements in the evaluation of forecasts...

Persistent link: https://www.econbiz.de/10009312828

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