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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
221891986
Automatic lag selection in covariance matrix estimation
WK Newey, KD West
The Review of Economic Studies 61 (4), 631-653, 1994
39171994
Hypothesis testing with efficient method of moments estimation
WK Newey, KD West
International Economic Review, 777-787, 1987
18901987
Approximately normal tests for equal predictive accuracy in nested models
TE Clark, KD West
Journal of econometrics 138 (1), 291-311, 2007
18152007
Asymptotic inference about predictive ability
KD West
Econometrica: Journal of the Econometric Society, 1067-1084, 1996
16211996
Exchange rates and fundamentals
C Engel, KD West
Journal of political Economy 113 (3), 485-517, 2005
13182005
A specification test for speculative bubbles
KD West
The Quarterly Journal of Economics 102 (3), 553-580, 1987
7881987
Dividend innovations and stock price volatility
KD West
Econometrica: Journal of the Econometric Society, 37-61, 1988
6651988
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
6642007
Bubbles, fads and stock price volatility tests: a partial evaluation
KD West
The Journal of Finance 43 (3), 639-656, 1988
5761988
The predictive ability of several models of exchange rate volatility
KD West, D Cho
Journal of econometrics 69 (2), 367-391, 1995
5511995
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
5302006
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
4401993
Asymptotic normality, when regressors have a unit root
KD West
Econometrica: Journal of the Econometric Society, 1397-1417, 1988
4351988
Forecast evaluation
KD West
Handbook of economic forecasting 1, 99-134, 2006
3562006
Regression-based tests of predictive ability
KD West, MW McCracken
National Bureau of Economic Research, 1998
3331998
Policy evaluation in uncertain economic environments
W Brock, SN Durlauf, KD West
National Bureau of Economic Research, 2003
3282003
The equilibrium real funds rate: Past, present, and future
JD Hamilton, ES Harris, J Hatzius, KD West
IMF Economic Review 64 (4), 660-707, 2016
3262016
Taylor rules and the Deutschmark-Dollar real exchange rate
C Engel, KD West
National Bureau of Economic Research, 2004
2922004
A variance bounds test of the linear quadratic inventory model
KD West
Journal of Political Economy 94 (2), 374-401, 1986
2641986
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