The following pages link to Kenneth D. West (Q221862):
Displaying 24 items.
- Approximately normal tests for equal predictive accuracy in nested models (Q277173) (← links)
- Model uncertainty and policy evaluation: some theory and empirics (Q278278) (← links)
- Regressor and disturbance have moments of all orders, least squares estimator has none (Q286456) (← links)
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
- Econometric analysis of present value models when the discount factor is near one (Q528078) (← links)
- A note on the power of least squares tests for a unit root (Q899993) (← links)
- Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons (Q1082770) (← links)
- Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034) (← links)
- Efficient GMM estimation of weak AR processes. (Q1605275) (← links)
- Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
- Asymptotic Normality, When Regressors Have a Unit Root (Q3799532) (← links)
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix (Q3806654) (← links)
- Hypothesis Testing with Efficient Method of Moments Estimation (Q3831868) (← links)
- (Q4308936) (← links)
- Automatic Lag Selection in Covariance Matrix Estimation (Q4319456) (← links)
- Asymptotic Inference about Predictive Ability (Q4895056) (← links)
- Factor Model Forecasts of Exchange Rates (Q5080523) (← links)
- Adjusting for bias in long horizon regressions using R (Q5116809) (← links)
- (Q5474893) (← links)
- Estimation and inference in the linear-quadratic inventory model (Q5894594) (← links)
- Estimation and inference in the linear-quadratic inventory model (Q5906553) (← links)
- Encompassing tests when no model is encompassing (Q5952034) (← links)
- Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” (Q6623205) (← links)
- Comment (Q6666836) (← links)
