Follow
Kenneth D. West
Kenneth D. West
Verified email at wisc.edu - Homepage
Title
Cited by
Cited by
Year
A simple, positive semi-definite, heteroskedasticity and autocorrelationconsistent covariance matrix
WK Newey, KD West
National Bureau of Economic Research, 1986
246841986
Automatic lag selection in covariance matrix estimation
WK Newey, KD West
The Review of Economic Studies 61 (4), 631-653, 1994
43351994
Hypothesis testing with efficient method of moments estimation
WK Newey, KD West
International Economic Review, 777-787, 1987
23501987
Approximately normal tests for equal predictive accuracy in nested models
TE Clark, KD West
Journal of econometrics 138 (1), 291-311, 2007
23422007
Asymptotic inference about predictive ability
KD West
Econometrica: Journal of the Econometric Society, 1067-1084, 1996
17371996
Exchange rates and fundamentals
C Engel, KD West
Journal of political Economy 113 (3), 485-517, 2005
14782005
A specification test for speculative bubbles
KD West
The quarterly journal of economics 102 (3), 553-580, 1987
8551987
Dividend innovations and stock price volatility
KD West
Econometrica: Journal of the Econometric Society, 37-61, 1988
7391988
Exchange rate models are not as bad as you think [with comments and discussion]
C Engel, NC Mark, KD West, K Rogoff, B Rossi
NBER macroeconomics annual 22, 381-473, 2007
7302007
Bubbles, fads and stock price volatility tests: a partial evaluation
KD West
The Journal of Finance 43 (3), 639-656, 1988
5971988
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
TE Clark, KD West
Journal of econometrics 135 (1-2), 155-186, 2006
5912006
The predictive ability of several models of exchange rate volatility
KD West, D Cho
Journal of econometrics 69 (2), 367-391, 1995
5791995
Asymptotic normality, when regressors have a unit root
KD West
Econometrica: Journal of the Econometric Society, 1397-1417, 1988
4671988
A utility-based comparison of some models of exchange rate volatility
KD West, HJ Edison, D Cho
Journal of international economics 35 (1-2), 23-45, 1993
4511993
Forecast evaluation
KD West
Handbook of economic forecasting 1, 99-134, 2006
3772006
The equilibrium real funds rate: Past, present and future
JD Hamilton, ES Harris, J Hatzius, KD West
National Bureau of Economic Research, 2015
3652015
Policy evaluation in uncertain economic environments
W Brock, SN Durlauf, KD West
National Bureau of Economic Research, 2003
3472003
Regression-based tests of predictive ability
KD West, MW McCracken
National Bureau of Economic Research, 1998
3431998
Taylor rules and the Deutschmark-Dollar real exchange rate
C Engel, KD West
National Bureau of Economic Research, 2004
3282004
A variance bounds test of the linear quadratic inventory model
KD West
Journal of Political Economy 94 (2), 374-401, 1986
2741986
The system can't perform the operation now. Try again later.
Articles 1–20