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User profiles for author:"Gray Calhoun"

Gray Calhoun

Assistant Professor of Economics, Iowa State University
Verified email at iastate.edu
Cited by 6

[PDF] Out-of-sample comparisons of overfit models

[PDF] from 129.186.33.9
G Calhoun - 2011 - 129.186.33.9
Abstract This paper uses dimension asymptotics to study why overfit linear regression
models should be compared out-of-sample; we let the number of predictors used by the
larger model increase with the number of observations so that their ratio remains uniformly ...
Cited by 3 - Related articles - View as HTML - All 5 versions

[CITATION] Hypothesis testing in linear regression when k/n is large

G Calhoun - 2008 - unpublished manuscript, Iowa State …
Cited by 1 - Related articles

Hypothesis Testing in Linear Regression when k/n is large

[PDF] from iastate.edu
G Calhoun - Journal of Econometrics, 2011 - Elsevier
This paper derives the asymptotic distribution of the F-test for the significance of linear
regression coefficients as both the number of regressors, k, and the number of observations,
n, increase together so that their ratio remains positive in the limit. The conventional ...
Cited by 1 - Related articles - Get it from MIT Libraries - All 12 versions

[PDF] The Empirical Behavior of Out-of-Sample Forecast Comparisons

[PDF] from wustl.edu
G Calhoun - 2010 - apps.olin.wustl.edu
Abstract This paper conducts an empirical comparison of several methods for comparing
nested forecasting models out-of-sample: Giacomini and White's (2006) and Calhoun's
(2010), Clark and West's (2006, 2007) corrected Gaussian statistic, and McCracken's ( ...
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[PDF] Economics 102, Principals of Macroeconomics

[PDF] from iastate.edu
G Calhoun - 2012 - econ.iastate.edu
This class has two main goals. It will train you to better understand global and national
Macroeconomic events (recessions, expansions, etc.), including the recent financial crisis
and the current economic slump. It will also give you the necessary background for future ...
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