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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix

[PDF] from hzau.edu.cn
W Newey… - 2000 - papers.ssrn.com
Abstract: This paper describes a simple method of calculating a heteroskedasticity and
autocorrelation consistent covariance matrix that is positive semi-definite by construction. It
also establishes consistency of the estimated covariance matrix under fairly general ...
Cited by 8901 - Related articles - All 23 versions

Asymptotic inference about predictive ability

[PDF] from wisc.edu
KD West - Econometrica: Journal of the Econometric Society, 1996 - JSTOR
Page 1. Econometrica, Vol. 64, No. 5 (September, 1996), 1067-1084 ASYMPTOTIC
INFERENCE ABOUT PREDICTIVE ABILITY BY KENNETH D. WEST1 This paper
develops procedures for inference about the moments of smooth ...
Cited by 700 - Related articles - Get it from MIT Libraries - Library Search - BL Direct - All 15 versions

Hypothesis testing with efficient method of moments estimation

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WK Newey… - International Economic Review, 1987 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 28, No. 3, October, 1987
HYPOTHESIS TESTING WITH EFFICIENT METHOD OF MOMENTS ESTIMATION*
BY WHITNEY K. NEWEY AND KENNETH D. WEST' 1. INTRODUCTION ...
Cited by 634 - Related articles - All 12 versions

Exchange rates and fundamentals

[PDF] from atl-res.com
C Engel… - 2004 - nber.org
Page 1. NBER WORKING PAPER SERIES EXCHANGE RATES AND FUNDAMENTALS
Charles Engel Kenneth D. West Working Paper 10723 http://www.nber.org/papers/
w10723 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
Cited by 382 - Related articles - Library Search - BL Direct - All 79 versions

Dividend innovations and stock price volatility

[PDF] from wisc.edu
KD West - 1988 - nber.org
Page 1. NBER WORKING PAPER SERIES DIVIDEND INNOVATIONS AND STOCK
PRICE VOLATILITY Kenneth D. West Working Paper No. 1833 NATIONAL BUREAU
OF ECONOMIC RESEARCH 1050 Massachusetts Avenue ...
Cited by 354 - Related articles - Library Search - All 13 versions

A specification test for speculative bubbles

[PDF] from oxfordjournals.org
KD West - 1988 - nber.org
Page 1. N8ER WORKING PAPER SERIES A SPECIFICATION TEST FOR
SPECULATIVE BUBBLES Kenneth D. West Working Paper No. 2067 NATIONAL
BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts Avenue ...
Cited by 324 - Related articles - Library Search - All 13 versions

Asymptotic normality, when regressors have a unit root

[PDF] from wisc.edu
KD West - Econometrica: Journal of the Econometric Society, 1988 - JSTOR
Page 1. Econometrica, Vol. 56, No. 6 (November, 1988), 1397-1417 ASYMPTOTIC
NORMALITY, WHEN REGRESSORS HAVE A UNIT ROOT BY KENNETH D. WEST'
Under fairly general conditions, ordinary least squares and ...
Cited by 297 - Related articles - Get it from MIT Libraries - All 9 versions

Bubbles, fads, and stock price volatility tests: a partial evaluation

[PDF] from wisc.edu
KD West - 1989 - nber.org
Page 1. NBER WORKING PAPER SERIES BUBBLES, FADS ANL STOCK PRICE
VOLATILITY TESTS: A PAKT1AL EVALUATION Kenneth 0. West Working Paper
No. 2574 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
Cited by 272 - Related articles - Library Search - All 11 versions

The predictive ability of several models of exchange rate volatility

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KD West… - Journal of Econometrics, 1995 - Elsevier
Cited by 250 - Related articles - Library Search - All 14 versions

Approximately normal tests for equal predictive accuracy in nested models

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TE Clark… - Journal of Econometrics, 2007 - Elsevier
Cited by 237 - Related articles - Library Search - BL Direct - All 35 versions

Policy evaluation in uncertain economic environments

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WA Brock, SN Durlauf… - 2003 - nber.org
Page 1. NBER WORKING PAPER SERIES POLICY EVALUATION IN UNCERTAIN
ECONOMIC ENVIRONMENTS William A. Brock Steven N. Durlauf Kenneth D. West
Working Paper 10025 http://www.nber.org/papers/w10025 ...
Cited by 218 - Related articles - BL Direct - All 33 versions

A utility-based comparison of some models of exchange rate volatility

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KD West, HJ Edison… - Journal of International Economics, 1993 - Elsevier
Cited by 210 - Related articles - Library Search - All 13 versions

Regression-based tests of predictive ability

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KD West… - 1998 - nber.org
Page 1. REGRESSION-BASED TESTS OF PREDICTIVE ABILITY Kenneth D. West
Michael W. McCracken July 1995 Last revised January 1998 We thank Frank Diebold,
Neil Ericcson, Art Goldberger, Matthew Higgens, Yuichi ...
Cited by 197 - Related articles - BL Direct - All 15 versions

A Variance Bounds Test of the Linear Quardractic Inventory Model

[PDF] from wisc.edu
KD West - 1985 - nber.org
Page 1. NBER WORKING PAPER SERIES A VARIANCE BOUNDS TEST OF THE
LINEAR QUADRATIC INVENTORY MODEL Kenneth D. West Working Paper No.
1581 NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 ...
Cited by 180 - Related articles - Library Search - All 12 versions

Exchange rate models are not as bad as you think

[PDF] from ieo-imf.org
C Engel, NC Mark… - 2007 - nber.org
Page 1. NBER WORKING PAPER SERIES EXCHANGE RATE MODELS ARE NOT
AS BAD AS YOU THINK Charles Engel Nelson C. Mark Kenneth D. West Working
Paper 13318 http://www.nber.org/papers/w13318 NATIONAL ...
Cited by 173 - Related articles - BL Direct - All 70 versions

Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis

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TE Clark… - Journal of Econometrics, 2006 - Elsevier
Cited by 165 - Related articles - Library Search - All 37 versions

Inventories

[PDF] from wisc.edu
VA Ramey… - Handbook of macroeconomics, 1999 - Elsevier
Cited by 115 - Related articles - BL Direct - All 6 versions

Forecast evaluation

[PDF] from wisc.edu
KD West - Handbook of economic forecasting, 2006 - Elsevier
Cited by 109 - Related articles - All 12 versions

On the interpretation of near random-walk behavior in GNP

[PDF] from wisc.edu
KD West - 1989 - nber.org
Page 1. NBER WORKING PAPER SERIES ON THE INTERPRETATION OF NEAR
RANDOM WALK BEHAVIOR IN GNP Kenneth D. West Working Paper No. 2364
NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts ...
Cited by 101 - Related articles - Library Search - All 12 versions

The insensitivity of consumption to news about income

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KD West - Journal of Monetary Economics, 1988 - Elsevier
This paper uses a variance bounds test to see whether consumption is too sensitive to news
about income to be consistent with a standard permanent income model,.
Cited by 96 - Related articles - Library Search - All 11 versions

Taylor rules and the Deutschmark-Dollar real exchange rate

[PDF] from psu.edu
C Engel… - 2004 - nber.org
Page 1. NBER WORKING PAPER SERIES TAYLOR RULES AND THE
DEUTSCHMARK-DOLLAR REAL EXCHANGE RATE Charles Engel Kenneth D. West
Working Paper 10995 http://www.nber.org/papers/w10995 NATIONAL ...
Cited by 85 - Related articles - Library Search - BL Direct - All 28 versions

Model uncertainty and policy evaluation: Some theory and empirics

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WA Brock, SN Durlauf… - Journal of Econometrics, 2007 - Elsevier
Cited by 76 - Related articles - BL Direct - All 35 versions

Integrated regressors and tests of the permanent-income hypothesis

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JH Stock… - Journal of Monetary Economics, 1988 - Elsevier
Cited by 65 - Related articles - Library Search - All 10 versions

The sources of fluctuations in aggregate inventories and GNP

[PDF] from oxfordjournals.org
KD West - 1991 - nber.org
Page 1. NBER WORKING PAPER SERIES THE SOURCES OF FLUCTUATIONS
IN AGGREGATE INVENTORIES AND GNP Kenneth D. West Working Paper No.
2992 NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 ...
Cited by 61 - Related articles - All 15 versions

Accounting for exchange rate variability in present-value models when the discount factor is near one

[PDF] from espol.edu.ec
C Engel… - 2004 - nber.org
Page 1. NBER WORKING PAPER SERIES ACCOUNTING FOR EXCHANGE RATE VARIABILITY
IN PRESENT-VALUE MODELS WHEN THE DISCOUNT FACTOR IS NEAR ONE Charles Engel
Kenneth D. West Working Paper 10267 http://www.nber.org/papers/w10267 ...
Cited by 59 - Related articles - Library Search - BL Direct - All 21 versions

Another heteroskedasticity and autocorrelation consistent covariance matrix estimator

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KD West - 1995 - nber.org
Page 1. NBER Working Paper Series THE GOVERNMENT'S IMPACT ON THE
LABOR MARKET STATUS OF BLACK AMERICANS: A CRITICAL REVIEW Richard
Butler James J. Heckman* Working Paper No. 183 CENTER ...
Cited by 59 - Related articles - BL Direct - All 21 versions

[PDF] Tests for Forecasts Encompassing When Forecasts Depend on Estimated Regression Parameters

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KD West - Journal of Business and Economic Statistics, 2001 - ASA
Page 1. Tests for Forecast Encompassing When Forecasts Depend on Estimated
Regression Parameters Kenneth D. West Department of Economics, University of
Wisconsin, Madison, WI 53706 (kdwest@facstaff.wisc.edu) This ...
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[PDF] Business fixed investment and the recent business cycle in Japan

[PDF] from nber.org
N Kiyotaki… - 1996 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of Economic
Research Volume Title: NBER Macroeconomics Annual 1996, Volume 11 Volume Author/Editor:
Ben S. Bernanke and Julio J. Rotemberg, Editors Volume Publisher: MIT Press ...
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A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate

[PDF] from wisc.edu
KD West - 1986 - nber.org
Page 1. NBER WORKING PAPER SERIES A STANDARD MONETARY MODEL AND
THE VARIABILITY OF THE DEUTSCHEMARK-DOLLAR EXCHANGE RATE Kenneth
D. West Working Paper No. 2102 NATIONAL BUREAU ...
Cited by 51 - Related articles - Library Search - All 11 versions

Targeting nominal income: a note

[PDF] from wisc.edu
KD West - 1986 - nber.org
Page 1. NBER WORKING PAPER SERIES TARGETING NOMINAL INCOME: A NOTE Kenneth
D. West Working Paper No. 1835 NATIONAL BUREAU OF ECONOMIC RESEARCH 1050
Massachusetts Avenue Cambridge, MA 02138 February 1986 ...
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A note on the econometric use of constant dollar inventory series

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KD West - Economics Letters, 1983 - Elsevier
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A note on the power of least squares tests for a unit root

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KD West - Economics Letters, 1987 - Elsevier
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[PDF] Generalized method of moments and macroeconomics

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BE Hansen… - Journal of Business and Economic Statistics, 2002 - ASA
Page 1. Generalized Method of Moments and Macroeconomics Bruce E. Hansen
and Kenneth D. West Department of Economics, University of Wisconsin, Madison,
WI 53706 (bhansen@ssc.wisc.edu) (kdwest@facstaff.wisc.edu) ...
Cited by 45 - Related articles - View as HTML - BL Direct - All 17 versions

A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model

[PDF] from iwh-halle.de
KD West… - 1995 - nber.org
Page 1. NBER WORKING PAPER SERIES EXPORT AND DOMESTIC PRICES UNDER
INFLATION AND EXCHANGE RATE MOVEMENTS Irving B. Kravis NBER and University of
Pennsylvania Robert E. Lipsey NBER and Queens College, CUNY Working Paper No. 176 ...
Cited by 41 - Related articles - BL Direct - All 22 versions

[BOOK] Inference about predictive ability

[PDF] from pp.ua
MW McCracken… - 2001 - Wiley Online Library
Page 1. INFERENCE ABOUT PREDICTIVE ABILITY 299 CHAPTER FOURTEEN
Inference About Predictive Ability Michael W. McCracken and Kenneth D. West 14.1.
INTRODUCTION Traditionally, statistical evaluation of an ...
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Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model

KD West… - 1993 - nber.org
Page 1. NBER TECHNICAL PAPER SERIES SOME EVIDENCE ON FINITE SAMPLE BEHAVIOR
OF AN INSTRUMENTAL VARIABLES ESTIMATOR OF THE LINEAR QUADRATIC INVENTORY
MODEL Kenneth D. West David W. Wilcox Technical Paper No. 139 ...
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[CITATION] Speculative bubbles and stock price volatility

KD West - 1984 - Department of Economics, Princeton …
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[CITATION] Inventory models: The estimation of Euler equations

KD West - Handbook of Applied Econometrics: …, 1995 - Blackwell Publishers Ltd. Cambridge …
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Monetary policy and the volatility of real exchange rates in New Zealand

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KD West - New Zealand Economic Papers, 2003 - Taylor & Francis
Page 1. New Zealand Economic Papers, 37 (2), 2003 175-196 175 Monetary Policy and the
Volatility of Real Exchange Rates in New Zealand Kenneth D. West*+ The relationship between
interest rates and exchange rates is puzzling and poorly understood. ...
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Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons

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KD West - Journal of Econometrics, 1986 - Elsevier
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Evidence from seven countries on whether inventories smooth aggregate output

[PDF] from wisc.edu
KD West - 1988 - nber.org
Page 1. NBER WORKING PAPER SERIES EVIDENCE FROM SEVEN COUNTRIES
ON WHETHER IN1ENTORIES SMOOTH AGGREGATE OUTPUT Kenneth D. West
Working Paper No. 2664 NATIONAL BUREAU OF ECONOMIC ...
Cited by 22 - Related articles - All 11 versions

[PDF] Interest rates and exchange rates in the Korean, Philippine, and Thai exchange rate crises

[PDF] from nber.org
D Cho… - 2003 - nber.org
Page 1. This PDF is a selection from a published volume from the National Bureau of
Economic Research Volume Title: Managing Currency Crises in Emerging Markets Volume
Author/Editor: Michael P. Dooley and Jeffrey A. Frankel, editors ...
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An Aggregate Demand-Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990

[PDF] from wisc.edu
KD West - 1994 - nber.org
Page 1. NBER WORKING PAPERS SERIES AN AGGREGATE DEMAND -
AGGREGATE SUPPLY ANALYSIS OF JAPANESE MONETARY POLICY, 197
3-1990 Kenneth D. West Working Paper No. 3823 NATIONAL BUREAU ...
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[CITATION] D. Cho, 1993,“A utility based comparison of some models of exchange rate volatility”

KD West… - Journal of International Economics
Cited by 19 - Related articles - Get it from MIT Libraries

Estimation and inference in the linear-quadratic inventory model

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KD West… - Journal of Economic Dynamics and Control, 1994 - Elsevier
We summarize some recent work of ours on estimation and hypothesis testing on the parameters
of the linear-quadratic inventory model. For some data-generating p.
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A simple, positive semi-definite, heteroskedasticity and autocorrelationconsistent covariance matrix

WK Newey… - 1986 - nber.org
Page 1. NBER WORKING PAPER SERIES THE SOCIAL COSTS OF MONOPOLY
AND REGULATION Richard A. Posner* Working Paper No. 55 CENTER FOR
ECONOMIC ANALYSIS OF HUMAN BEHAVIOR AND SOCIAL ...
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Sources of cycles in Japan, 1975-1987

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KD West - Journal of the Japanese and International Economies, 1992 - Elsevier
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On optimal instrumental variables estimation of stationary time series models

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KD West - International Economic Review, 2001 - Wiley Online Library
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 42, No. 4, November 2001 ON
OPTIMAL INSTRUMENTAL VARIABLES ESTIMATION OF STATIONARY TIME SERIES
MODELS∗ By Kenneth D. West1 University of Wisconsin, USA ...
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Encompassing tests when no model is encompassing

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KD West - Journal of Econometrics, 2001 - Elsevier
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Order backlogs and production smoothing

KD West - The Economics of Inventory Management, …, 1988 - en.scientificcommons.org
Cited by 15 - Related articles - Cached - All 4 versions

Forecast evaluation of small nested model sets

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K Hubrich… - Journal of Applied Econometrics, 2010 - Wiley Online Library
Skip to Main Content. ...
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A comparison of the behavior of Japanese and US inventories

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KD West - International Journal of Production Economics, 1992 - Elsevier
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[PDF] Macro Markets: Creating Institutions for Managing Society's Largest Economic Risks.

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KD West - Journal of Economic Literature, 1995 - ssc.wisc.edu
Page 1. Macro Markets: Creating Institutions for Managing Society's Largest Economic
Risks. STOR ® Review Author[s]: Kenneth D. West Journal of Economic Literature,
Vol. 33, No. 3 (Sep., 1995), 1359-1361. Stable URL: http ...
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Estimation of linear rational expectations models, in the presence of deterministic terms

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KD West - Journal of Monetary Economics, 1989 - Elsevier
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Effects of Capital Gains Taxes on Investment Decisions

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BW Sprinkel… - The Journal of Business, 1962 - JSTOR
IT is a well-established principle in the minds of investors that the capital gains tax should
have a bearing on investment decisions. The phrase" locked in by the capital gains tax" is
often heard and apparently plays an important role in inhibiting the free flow of investment ...
Cited by 11 - Related articles - All 4 versions

Corporal punishment and its implications for exceptional children.

JD Smith, EA Polloway… - Exceptional Children, 1979 - psycnet.apa.org
Abstract 1. In light of the Supreme Court's recent ruling in the case of Ingraham vs Wright, the
use of corporal punishment has again captured the attention of educators. This article traces
the legal bases of this disciplinary technique and examines the rationales used to support ...
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On the limitations of comparing mean square forecast errors: Comment

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KD West - Journal of Forecasting, 1993 - Wiley Online Library
Skip to Main Content. ...
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[CITATION] The effect of monetary policy in exchange rate stabilization in post-crisis Korea

D Cho… - Korea Development Institute, Mimeo, 1999
Cited by 7 - Related articles - All 2 versions

Order Backlogs and Production Smoothing

KD West - 1989 - nber.org
Page 1. NBER WORKING PAPER SERIES ORDER BACKLOGS AND PRODUCTION
SMOOTHING Kenneth D. West Working Paper No. 2385 NATIONAL BUREAU OF
ECONOMIC RESEARCH 1050 Massachusetts Avenue ...
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Land Prices and Business Fixed Investments in Japan

[PDF] from mecon.gov.ar
N Kiyotaki… - 2004 - nber.org
Page 1. NBER WORKING PAPER SERIES LAND PRICES AND BUSINESS FIXED
INVESTMENT IN JAPAN Nobuhiro Kiyotaki Kenneth D. West Working Paper 10909
http://www.nber.org/papers/w10909 NATIONAL BUREAU ...
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Efficient GMM estimation of weak AR processes

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KD West - Economics Letters, 2002 - Elsevier
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[PDF] Global interest rates, currency returns, and the real value of the dollar

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C Engel… - American Economic Review, Papers and …, 2010 - ssc.wisc.edu
Page 1. 562 American Economic Review: Papers & Proceedings 2010, 100:2, 562–567
http://www.aeaweb.org/articles.php?doi=10.1257/aer.100.2.562 The real value of the US dollar
has fluctuated widely during the global financial crisis and its aftermath. ...
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" On the Line": Rank and File Reminiscences of Working Conditions and the General Motors Sit-down Strike of 1936-37

KB West - The Michigan Historical Review, 1986 - JSTOR
Page 1. "On The Line:" Rank And File Reminiscences Of Working Conditions And The General
Motors Sit-Down Strike Of 1936-37 by Kenneth B. West In the summer of 1936, an organizer for
the recently formed United Automobile Workers of America, Wyndham Mortimer, ...
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[PDF] Factor model forecasts of exchange rates

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C Engel, NC Mark… - 2008 - ssc.wisc.edu
Page 1. FACTOR MODEL FORECASTS OF EXCHANGE RATES Charles Engel University
of Wisconsin Nelson C. Mark University of Notre Dame Kenneth D. West University of
Wisconsin November 2008 Last revised January 2012 ABSTRACT ...
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Instrumental variables estimation of heteroskedastic linear models using all lags of instruments

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KD West, K Wong… - Econometric Reviews, 2009 - Taylor & Francis
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[CITATION] Exchange rates and fundamentals. University of Chicago

C Engle… - J. Pol. Econ, 2005
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[CITATION] Forecast Evaluation, in the Handbook of Economic Forecasting, G. Elliott, CWJ Granger and A. Timmermann ed. s

KD West - 2005 - North Holland Press, Amsterdam
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[PDF] Econometric analysis of Present Value Models when the Discount Factor is Near One

[PDF] from wisc.edu
K West - 2008 - ssc.wisc.edu
ABSTRACT This paper develops asymptotic econometric theory to help understand data
generated by a present value model with a discount factor near one. A leading application is
to exchange rate models. A key assumption of the asymptotic theory is that the discount ...
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[PDF] Balancing risk and efficiency at a major commercial bank

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S Kekre, N Secomandi… - Manufacturing …, 2009 - student-3k.tepper.cmu.edu
Check processing institutions are being forced to down size their workforce to cut cost and
improve the efficiency of their operations as a result of continued growth of electronic
payments, a consequence of the increasing popularity of debit/credit cards and use of ...
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[PDF] Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola

[PDF] from wisc.edu
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KD West - European Economic Review, 1994 - ssc.wisc.edu
Page 1. EUROPEAN ECONOMIC REVIEW European Economic Review 38 (1994)
1282-1285 Comments Rational bubbles during Poland's hyperinflation: Implications and
empirical evidence by M. Funke, S. Hall and M. Sola Kenneth D. West* ...
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Pay Without Performance: An Executive's Perspective

[PDF] from lesliecaton.com
K West - 2005 - papers.ssrn.com
Abstract: This paper is based on the author's comments at the Columbia University
Symposium on Bebchuk and Fried's" Pay without Performance: The Unfulfilled Promise of
Executive Compensation." The paper discusses the book and the problems of executive ...
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[CITATION] Inventory models and backlog costs: an empirical investigation

KD West - 1721 - en.scientificcommons.org
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[CITATION] The Sources of Fluctuations in Aggregate GNP and Inventories,"

KD West - manuscript, Princeton University, 1987
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[CITATION] NBER International Seminar on Macroeconomics 2004

GB Eggertsson, M Woodford, RH Clarida… - 2006 - MIT Press
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[BOOK] Feasible optimal instrumental variables estimation of linear models with moving average disturbances

[PDF] from wisc.edu
KD West, K Wong, S Anatolyev… - 1998 - econ.wisc.edu
Page 1. FEASIBLE OPTIMAL INSTRUMENTAL VARIABLES ESTIMATION OF LINEAR
MODELS WITH MOVING AVERAGE DISTURBANCES Kenneth D. West University
of Wisconsin Ka-fu Wong Chinese University of Hong ...
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[CITATION] Finite Sample Behavior of Alternative Instrumental Variables Estimators of a Dynamic Linear Model, manuscript in preparation

KD West… - 1993
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Standard Cotton Products and the General Motors Sit-down Strike: Some" Forgotten Men" Remembered

KB West - The Michigan Historical Review, 1988 - JSTOR
Page 1. Standard Cotton Products and the General Motors Sit-Down Strike: Some "Forgotten
Men" Remembered by Kenneth B. West Early in the morning of 30 December 1936, a group
of automobile body workers sat down in Fisher Body plant No. ...
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[CITATION] 19X6." Targeting Nominal Income: A Note."

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KD West - The Economic Journal
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Asymptotic Inference about Predictive Ability, An Additional Appendix

KD West - Macroeconomics, 1994 - ideas.repec.org
Downloadable! smooth functions of out of sample predictions and prediction errors, when there
is a long time series of predictions and realizations, and each prediction is based on regression
parameters estimated from a long time series. The aim is to provide tools for inference ...
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[CITATION] Finite Sample Behavior of Alternative Instrumental Variables Estimators of a Dynamic Linear Model

KD West… - Manuscript (University of Wisconsin, Madison, WI), 1993
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[BOOK] Forecasting and empirical methods in finance and macroeconomics

[HTML] from nber.org
FX Diebold… - 2001 - nber.org
NATIONAL BUREAU OF ECONOMIC RESEARCH. NATIONAL BUREAU OF ECONOMIC
RESEARCH. HOME PAGE. Forecasting and Empirical Methods in Finance and
Macroeconomics. Francis X. Diebold*. * Diebold is a Research ...
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[CITATION] Instrumental variables estimation of heteroskedastic linear models using all lags of instruments

KD West, KF Wong… - Working papers, 2001 - econpapers.repec.org
By Kenneth D. West, K.-F. Wong and Stanislav Anatolyev; Instrumental variables estimation
of heteroskedastic linear models using all lags of instruments.
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[CITATION] Commentary to (Leeper 2000)

KD West - Federal Reserve Bank of St. Luis, 2001
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[CITATION] Optimal Instrumental Variables Estimation of Linear Models in the Presence of Heteroskedasticity

KD West, K Wong… - manuscript, University of Wisconsin, 1998
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On optimal instrumental variables estimation of stationary time series models

[PDF] from psu.edu
KD West - 2000 - nber.org
Page 1. NBER Working Paper Series EDUCATION AND SELF SELECTION Robert
J. Willis Stanford University and NBER and Sherwin Rosen* University of Chicago
and NBER Working Paper No. 249 CENTER FOR ECONOMIC ...
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[CITATION] Optimal Instrumental Variables Estimation

KD West - manuscript, University of Wisconsin, 1994
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[CITATION] kInterest rates and exchange rates in the Korean, Philippine and Thai exchange rate criseslin Dooley, M. and Frankel, F.(eds) kManaging currency crises …

D Cho… - 2003 - University of Chicago Press
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[CITATION] D.(1996),“

K West - Asymptotic Inference about Predictive Ability” …
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[CITATION] Parenting without guilt: The predictable and situational misbehaviors of childhood

GK West - 1986 - getcited.org
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A Utility Based Comparison of Some Models of Exchange Rate Volatility

KD West, HJ Edison… - 1992 - nber.org
Page 1. NBER TECHNICAL WORKING PAPER SERIES A UTILITY BASED
COMPARISON OF SOME MODELS OF EXCHANGE RATE VOLATILITY Kenneth D.
West Hali J. Edison Dongchul Cho Technical Paper No. 128 NATIONAL ...
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Instrumental variables estimation of heteroskedastic linear models using all lags of instruments

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KD West, K Wong… - 2007 - nber.org
Page 1. NBER TECHNICAL WORKING PAPER SERIES INSTRUMENTAL VARIABLES
ESTIMATION OF HETEROSKEDASTIC LINEAR MODELS USING ALL LAGS OF
INSTRUMENTS Kenneth D. West Ka-fu Wong Stanislav Anatolyev ...
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[PDF] Comments on'The state of macroeconomic forecasting'

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KD West - Journal of Macroeconomics, 2002 - ssc.wisc.edu
Page 1. Journal of MACROECONOMICS 24 (2002)495- 497 ww w. el se vi er. с
om/1 о cat e/ec on base Comments on 'The state of macroeconomic forecasting'
Kenneth D. West Department of Economics. University of Wisconsin ...
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[BOOK] On Optimal Instrumental Variables Estimation of Time Series Models

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KD West… - 1997 - econ.wisc.edu
Page 1. ON OPTIMAL INSTRUMENTAL VARIABLES ESTIMATION OF TIME SERIES
MODELS Kenneth D. West University of Wisconsin July 1997 Revised August 1997
Abstract In many time series models, an infinite number ...
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Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation

KD West - International Library of Critical Writings in …, 2002 - en.scientificcommons.org
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[CITATION] Ecosystem management: its use by state wildlife agencies

KA West - 2002 - Southern Illinois University …
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[CITATION] Comment on Argia M. Sbordone" Inflation persistence: Alternative interpretations and policy implications"

Full text - MIT Libraries
KD West - Journal of Monetary Economics, 2007 - econpapers.repec.org
By Kenneth D. West; Comment on Argia M. Sbordone "Inflation persistence:
Alternative interpretations and policy implications".
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction

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FX Diebold… - International Economic Review, 1998 - JSTOR
Page 1. INTERNATIONAL ECONOMIC November 1998 REVIEW Vol. 39, No. 4 SYMPOSIUM
ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE
EDITORS' INTRODUCTIONit BY FRANCIS X. DIEBOLD AND KENNETH D. WEST ...
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[CITATION] Bubbles, Fads and Stock Market Volatility Tests: A Partial Evaluation

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K West - Journal of Finance, 1988
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[CITATION] The Valley of Judgment

K West - 1925 - Roxburgh Publishing Company
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Birth outcomes of Native Americans in Massachusetts: Policy implications of using either race or ethnicity on birth certificates

JK West… - Annual Meeting Home, 2007 - apha.confex.com
Native Americans in Massachusetts, who make up less than 1% of the population, suffer the
worst health outcomes, including birth outcomes, of any race group in the state. We have
found that “for most birth indicators, Native Americans had poorer outcomes than ...
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