Kenneth D. West
Personal Details
First Name: Kenneth
Middle Name: D.
Last Name: West
Suffix:
RePEc Short-ID: pwe16
Email:
Homepage:
http://www.ssc.wisc.edu/~kwest/index.html
Postal Address: Department of Economics University of Wisconsin 1180 Observatory Drive Madison, WI 53706-1393 USA
Phone: 608 262-0033
Affiliation
(in no particular order)Economics Department
Location: Madison, Wisconsin (United States)
University of Wisconsin-Madison
Homepage: http://www.econ.wisc.edu/
Email:
Phone: 608/263-2989
Fax: 608/262-2033
Postal: Social Science Building, 1180 Observatory Drive, Madison, WI 53706-1393
Handle: RePEc:edi:eduwius (more details at EDIRC)National Bureau of Economic Research (NBER)
Location: Cambridge, Massachusetts (United States)
Homepage: http://www.nber.org/
Email:
Phone: 617-868-3900
Fax:
Postal: 1050 Massachusetts Avenue, Cambridge, Massachusetts 02138
Handle: RePEc:edi:nberrus (more details at EDIRC)
Works
Working papers
- Kenneth D. West, 2012.
"Econometric Analysis of Present Value Models When the Discount Factor Is near One,"
NBER Working Papers
18247, National Bureau of Economic Research, Inc.
- West, Kenneth D., 2012. "Econometric analysis of present value models when the discount factor is near one," Journal of Econometrics, Elsevier, vol. 171(1), pages 86-97.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2012. "Factor Model Forecasts of Exchange Rates," NBER Working Papers 18382, National Bureau of Economic Research, Inc.
- Kirstin Hubrich & Kenneth D. West, 2008.
"Forecast Evaluation of Small Nested Model Sets,"
NBER Working Papers
14601, National Bureau of Economic Research, Inc.
- Kirstin Hubrich & Kenneth D. West, 2010. "Forecast evaluation of small nested model sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
- Kirstin Hubrich & Kenneth D. West, 2009. "Forecast evaluation of small nested model sets," Working Paper Series 1030, European Central Bank.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2007.
"Exchange Rate Models Are Not as Bad as You Think,"
NBER Working Papers
13318, National Bureau of Economic Research, Inc.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2008. "Exchange Rate Models Are Not As Bad As You Think," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 381-441 National Bureau of Economic Research, Inc.
- Todd E. Clark & Kenneth D. West, 2005.
"Approximately normal tests for equal predictive accuracy in nested models,"
Research Working Paper
RWP 05-05, Federal Reserve Bank of Kansas City.
- Clark, Todd E. & West, Kenneth D., 2007. "Approximately normal tests for equal predictive accuracy in nested models," Journal of Econometrics, Elsevier, vol. 138(1), pages 291-311, May.
- Kenneth D. West & Todd Clark, 2006. "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers 0326, National Bureau of Economic Research, Inc.
- Todd E. Clark & Kenneth D. West, 2005. "Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference," NBER Technical Working Papers 0305, National Bureau of Economic Research, Inc.
- Charles Engel & Kenneth D. West, 2004.
"Taylor Rules and the Deutschmark-Dollar Real Exchange Rate,"
NBER Working Papers
10995, National Bureau of Economic Research, Inc.
- Engel, Charles & West, Kenneth D., 2006. "Taylor Rules and the Deutschmark: Dollar Real Exchange Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1175-1194, August.
- Charles Engel & Kenneth D. West, 2004. "Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One," NBER Working Papers 10267, National Bureau of Economic Research, Inc.
- Todd E. Clark & Kenneth D. West, 2004.
"Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis,"
Research Working Paper
RWP 04-03, Federal Reserve Bank of Kansas City.
- Clark, Todd E. & West, Kenneth D., 2006. "Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 155-186.
- Kenneth D. West, 2004.
"Monetary Policy and the Volatility of Real Exchange Rates in New Zealand,"
NBER Working Papers
10280, National Bureau of Economic Research, Inc.
- Kenneth West, 2003. "Monetary policy and the volatility of real exchange rates in New Zealand," New Zealand Economic Papers, Taylor and Francis Journals, vol. 37(2), pages 175-196.
- Ken West, 2003. "Monetary policy and the volatility of real exchange rates in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/09, Reserve Bank of New Zealand.
- Nobuhiro Kiyotaki & Kenneth D. West, 2004. "Land Prices and Business Fixed Investments in Japan," NBER Working Papers 10909, National Bureau of Economic Research, Inc.
- Charles Engel & Kenneth D. West, 2004.
"Exchange Rates and Fundamentals,"
NBER Working Papers
10723, National Bureau of Economic Research, Inc.
- Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Charles Engel & Kenneth D. West, 2005. "Exchange Rates and Fundamentals," Journal of Political Economy, University of Chicago Press, vol. 113(3), pages 485-517, June.
- Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Working Paper Series 248, European Central Bank.
- William A. Brock & Steven N. Durlauf & Kenneth D. West, 2004.
"Model Uncertainty and Policy Evaluation: Some Theory and Empirics,"
NBER Working Papers
10916, National Bureau of Economic Research, Inc.
- William Brock & Steven Durlauf & Kenneth West, 2005. "Model uncertainty and policy evaluation: some theory and empirics," Proceedings, Federal Reserve Bank of San Francisco.
- Brock, William A. & Durlauf, Steven N. & West, Kenneth D., 2007. "Model uncertainty and policy evaluation: Some theory and empirics," Journal of Econometrics, Elsevier, vol. 136(2), pages 629-664, February.
- Brock,W.A. & Durlauf,S.N. & West,K.D., 2004. "Model uncertainty and policy evaluation : some theory and empirics," Working papers 19, Wisconsin Madison - Social Systems.
- William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003.
"Policy Evaluation in Uncertain Economic Environments,"
NBER Working Papers
10025, National Bureau of Economic Research, Inc.
- William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 34(1), pages 235-322.
- Brock,W.A. & Durlauf,S.N. & West,K.D., 2003. "Policy evaluation in uncertain economic environments," Working papers 15, Wisconsin Madison - Social Systems.
- West,K.D. & Wong,K.-F. & Anatolyev,S., 2001.
"Instrumental variables estimation of heteroskedastic linear models using all lags of instruments,"
Working papers
20, Wisconsin Madison - Social Systems.
- Kenneth West & Ka-fu Wong & Stanislav Anatolyev, 2009. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," Econometric Reviews, Taylor and Francis Journals, vol. 28(5), pages 441-467.
- Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Technical Working Papers 0338, National Bureau of Economic Research, Inc.
- Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Working Papers 13134, National Bureau of Economic Research, Inc.
- McCracken,M.W. & West,K.D., 2001. "Inference about predictive ability," Working papers 14, Wisconsin Madison - Social Systems.
- Kenneth D. West, 2000.
"On Optimal Instrumental Variables Estimation of Stationary Time Series Models,"
NBER Technical Working Papers
0249, National Bureau of Economic Research, Inc.
- West, Kenneth D, 2001. "On Optimal Instrumental Variables Estimation of Stationary Time Series Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1043-50, November.
- Kenneth D. West, 2000.
"Encompassing Tests When No Model Is Encompassing,"
NBER Technical Working Papers
0256, National Bureau of Economic Research, Inc.
- West, Kenneth D., 2001. "Encompassing tests when no model is encompassing," Journal of Econometrics, Elsevier, vol. 105(1), pages 287-308, November.
- West,K.D., 1999. "Encompassing tests when no model is encompassing," Working papers 36, Wisconsin Madison - Social Systems.
- Kenneth D. West & Ka-Fu, Wong & Stanislav Anatolyev, 1999.
"Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances,"
Departmental Working Papers
_109, Chinese University of Hong Kong, Department of Economics.
- West,K.D. & Wong,K.F. & Anatolyev,S., 1999. "Feasible optimal instrumental variables estimation of linear models with moving average disturbances," Working papers 1, Wisconsin Madison - Social Systems.
- Kenneth D. West & Michael W. McCracken, 1998.
"Regression-Based Tests of Predictive Ability,"
NBER Technical Working Papers
0226, National Bureau of Economic Research, Inc.
- West, Kenneth D & McCracken, Michael W, 1998. "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-40, November.
- Nobuhiro Kiyotaki & Kenneth D. West, 1997.
"Business Fixed Investment and the Recent Business Cycle in Japan,"
NBER Working Papers
5546, National Bureau of Economic Research, Inc.
- Nobuhiro Kiyotaki & Kenneth D. West, 1996. "Business Fixed Investment and the Recent Business Cycle in Japan," NBER Chapters, in: NBER Macroeconomics Annual 1996, Volume 11, pages 277-344 National Bureau of Economic Research, Inc.
- Valerie A. Ramey & Kenneth D. West, 1997.
"Inventories,"
NBER Working Papers
6315, National Bureau of Economic Research, Inc.
- Ramey, Valerie A. & West, Kenneth D., 1999. "Inventories," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 13, pages 863-923 Elsevier.
- Kenneth D. West & Whitney K. Newey, 1995.
"Automatic Lag Selection in Covariance Matrix Estimation,"
NBER Technical Working Papers
0144, National Bureau of Economic Research, Inc.
- Newey, Whitney K & West, Kenneth D, 1994. "Automatic Lag Selection in Covariance Matrix Estimation," Review of Economic Studies, Wiley Blackwell, vol. 61(4), pages 631-53, October.
- Kenneth D. West & David W. Wilcox, 1995.
"A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model,"
NBER Technical Working Papers
0176, National Bureau of Economic Research, Inc.
- West, Kenneth D & Wilcox, David W, 1996. "A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 281-93, July.
- Kenneth D. West, 1995.
"Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator,"
NBER Technical Working Papers
0183, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1997. "Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 171-191.
- Kenneth D. West & David W. Wilcox, 1994.
"A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model,"
Macroeconomics
9410001, EconWPA.
- West, Kenneth D & Wilcox, David W, 1996. "A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 281-93, July.
- Kenneth D. West, 1994. "Asymptotic Inference about Predictive Ability, An Additional Appendix," Macroeconomics 9410003, EconWPA.
- Kenneth D. West & Dongchul Cho, 1994.
"The Predictive Ability of Several Models of Exchange Rate Volatility,"
NBER Technical Working Papers
0152, National Bureau of Economic Research, Inc.
- West, Kenneth D. & Cho, Dongchul, 1995. "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, vol. 69(2), pages 367-391, October.
- West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317r, Wisconsin Madison - Social Systems.
- Kenneth D. West, 1994.
"Asymptotic Inference About Predictive Ability,"
Macroeconomics
9410002, EconWPA.
- West, Kenneth D, 1996. "Asymptotic Inference about Predictive Ability," Econometrica, Econometric Society, vol. 64(5), pages 1067-84, September.
- Kenneth D. West, 1994.
"An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990,"
NBER Working Papers
3823, National Bureau of Economic Research, Inc.
- Kenneth D. West, 1993. "An Aggregate Demand -- Aggregate Supply Analysis of Japanese Monetary Policy,1973-1990," NBER Chapters, in: Japanese Monetary Policy, pages 160-188 National Bureau of Economic Research, Inc.
- Kenneth D. West & Hali J. Edison & Dongchul Cho, 1993.
"A utility based comparison of some models of exchange rate volatility,"
International Finance Discussion Papers
441, Board of Governors of the Federal Reserve System (U.S.).
- West, Kenneth D. & Edison, Hali J. & Cho, Dongchul, 1993. "A utility-based comparison of some models of exchange rate volatility," Journal of International Economics, Elsevier, vol. 35(1-2), pages 23-45, August.
- Kenneth D. West & Hali J. Edison & Dongchul Cho, 1992. "A Utility Based Comparison of Some Models of Exchange Rate Volatility," NBER Technical Working Papers 0128, National Bureau of Economic Research, Inc.
- Kenneth D. West & David W. Wilcox, 1993.
"Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model,"
Finance and Economics Discussion Series
93-29, Board of Governors of the Federal Reserve System (U.S.).
- Kenneth D. West & David W. Wilcox, 1993. "Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model," NBER Technical Working Papers 0139, National Bureau of Economic Research, Inc.
- Kenneth D. West, 1993. "Inventory Models," NBER Technical Working Papers 0143, National Bureau of Economic Research, Inc.
- Kenneth D. West, 1991.
"Sources of Cycles in Japan, 1975-1987,"
NBER Working Papers
3763, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1992. "Sources of cycles in Japan, 1975-1987," Journal of the Japanese and International Economies, Elsevier, vol. 6(1), pages 71-98, March.
- Kenneth D. West, 1991.
"The Sources of Fluctuations in Aggregate Inventories and GNP,"
NBER Working Papers
2992, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1990. "The Sources of Fluctuations in Aggregate Inventories and GNP," The Quarterly Journal of Economics, MIT Press, vol. 105(4), pages 939-71, November.
- Kenneth D. West, 1991.
"A Comparison of the Behavior of Japanese and U.S. Inventories,"
NBER Working Papers
3762, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1992. "A comparison of the behavior of Japanese and US inventories," International Journal of Production Economics, Elsevier, vol. 26(1-3), pages 115-122, February.
- Kenneth D. West, 1989. "Order Backlogs and Production Smoothing," NBER Working Papers 2385, National Bureau of Economic Research, Inc.
- Kenneth D. West, 1989.
"On the Interpretation of Near Random-Walk Behavior in GNP,"
NBER Working Papers
2364, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1988. "On the Interpretation of Near Random-walk Behavior in GNP," American Economic Review, American Economic Association, vol. 78(1), pages 202-09, March.
- Kenneth D. West, 1989.
"Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation,"
NBER Working Papers
2574, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1988. " Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation," Journal of Finance, American Finance Association, vol. 43(3), pages 639-56, July.
- Kenneth D. West, 1988.
"The Insensitivity of Consumption to News About Income,"
NBER Working Papers
2252, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1988. "The insensitivity of consumption to news about income," Journal of Monetary Economics, Elsevier, vol. 21(1), pages 17-33, January.
- James H. Stock & Kenneth D. West, 1988.
"Integrated Regressors and Tests of the Permanent Income Hypothesis,"
NBER Working Papers
2359, National Bureau of Economic Research, Inc.
- Stock, James H. & West, Kenneth D., 1988. "Integrated regressors and tests of the permanent-income hypothesis," Journal of Monetary Economics, Elsevier, vol. 21(1), pages 85-95, January.
- Kenneth D. West, 1988.
"Dividend Innovations and Stock Price Volatility,"
NBER Working Papers
1833, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1988. "Dividend Innovations and Stock Price Volatility," Econometrica, Econometric Society, vol. 56(1), pages 37-61, January.
- Kenneth D. West, 1988.
"A Specification Test for Speculative Bubbles,"
NBER Working Papers
2067, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1987. "A Specification Test for Speculative Bubbles," The Quarterly Journal of Economics, MIT Press, vol. 102(3), pages 553-80, August.
- Kenneth D. West, 1988.
"Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output,"
NBER Working Papers
2664, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1990. "Evidence from seven countries on whether inventories smooth aggregate output," Engineering Costs and Production Economics, Elsevier, vol. 19(1-3), pages 85-90, May.
- Kenneth D. West, 1986.
"Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons,"
NBER Technical Working Papers
0054, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1986. "Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons," Journal of Econometrics, Elsevier, vol. 33(3), pages 367-385, December.
- Whitney K. Newey & Kenneth D. West, 1986.
"A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix,"
NBER Technical Working Papers
0055, National Bureau of Economic Research, Inc.
- Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-08, May.
- Kenneth D. West, 1986.
"A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate,"
NBER Working Papers
2102, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1987. "A standard monetary model and the variability of the deutschemark-dollar exchange rate," Journal of International Economics, Elsevier, vol. 23(1-2), pages 57-76, August.
- Kenneth D. West, 1986.
"Targeting Nominal Income: A Note,"
NBER Working Papers
1835, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1986. "Targeting Nominal Income: A Note," Economic Journal, Royal Economic Society, vol. 96(384), pages 1077-83, December.
- Kenneth D. West, 1985.
"A Variance Bounds Test of the Linear Quardractic Inventory Model,"
NBER Working Papers
1581, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1986. "A Variance Bounds Test of the Linear Quadratic Inventory Model," Journal of Political Economy, University of Chicago Press, vol. 94(2), pages 374-401, April.
RePEc:att:wimass:9418 is not listed on IDEAS
RePEc:att:wimass:9717 is not listed on IDEAS
Articles
- Kenneth D. West, 2012. "Comment," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 8(1), pages 400 - 401.
- West, Kenneth D., 2012.
"Econometric analysis of present value models when the discount factor is near one,"
Journal of Econometrics,
Elsevier, vol. 171(1), pages 86-97.
- Kenneth D. West, 2012. "Econometric Analysis of Present Value Models When the Discount Factor Is near One," NBER Working Papers 18247, National Bureau of Economic Research, Inc.
- Kenneth D. West, 2012. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 30(1), pages 34-35, January.
- Kenneth D. West, 2011. "Comment," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 299 - 302.
- Charles Engel & Kenneth D. West, 2010. "Global Interest Rates, Currency Returns, and the Real Value of the Dollar," American Economic Review, American Economic Association, vol. 100(2), pages 562-67, May.
- Kirstin Hubrich & Kenneth D. West, 2010.
"Forecast evaluation of small nested model sets,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
- Kirstin Hubrich & Kenneth D. West, 2008. "Forecast Evaluation of Small Nested Model Sets," NBER Working Papers 14601, National Bureau of Economic Research, Inc.
- Kirstin Hubrich & Kenneth D. West, 2009. "Forecast evaluation of small nested model sets," Working Paper Series 1030, European Central Bank.
- Lucrezia Reichlin & Kenneth D. West, 2010. "Introduction," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 1 - 4.
- Kenneth West & Ka-fu Wong & Stanislav Anatolyev, 2009.
"Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments,"
Econometric Reviews,
Taylor and Francis Journals, vol. 28(5), pages 441-467.
- Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Technical Working Papers 0338, National Bureau of Economic Research, Inc.
- Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Working Papers 13134, National Bureau of Economic Research, Inc.
- West,K.D. & Wong,K.-F. & Anatolyev,S., 2001. "Instrumental variables estimation of heteroskedastic linear models using all lags of instruments," Working papers 20, Wisconsin Madison - Social Systems.
- West, Kenneth D., 2007. "Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications"," Journal of Monetary Economics, Elsevier, vol. 54(5), pages 1340-1343, July.
- Clark, Todd E. & West, Kenneth D., 2007.
"Approximately normal tests for equal predictive accuracy in nested models,"
Journal of Econometrics,
Elsevier, vol. 138(1), pages 291-311, May.
- Todd E. Clark & Kenneth D. West, 2005. "Approximately normal tests for equal predictive accuracy in nested models," Research Working Paper RWP 05-05, Federal Reserve Bank of Kansas City.
- Kenneth D. West & Todd Clark, 2006. "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers 0326, National Bureau of Economic Research, Inc.
- Lam, Pok-sang & Lucas, Deborah J. & Ogaki, Masao & West, Kenneth D., 2006. "An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 1109, June.
- Clark, Todd E. & West, Kenneth D., 2006.
"Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis,"
Journal of Econometrics,
Elsevier, vol. 135(1-2), pages 155-186.
- Todd E. Clark & Kenneth D. West, 2004. "Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis," Research Working Paper RWP 04-03, Federal Reserve Bank of Kansas City.
- Engel, Charles & West, Kenneth D., 2006.
"Taylor Rules and the Deutschmark: Dollar Real Exchange Rate,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 38(5), pages 1175-1194, August.
- Charles Engel & Kenneth D. West, 2004. "Taylor Rules and the Deutschmark-Dollar Real Exchange Rate," NBER Working Papers 10995, National Bureau of Economic Research, Inc.
- William Brock & Steven Durlauf & Kenneth West, 2005.
"Model uncertainty and policy evaluation: some theory and empirics,"
Proceedings,
Federal Reserve Bank of San Francisco.
- Brock, William A. & Durlauf, Steven N. & West, Kenneth D., 2007. "Model uncertainty and policy evaluation: Some theory and empirics," Journal of Econometrics, Elsevier, vol. 136(2), pages 629-664, February.
- William A. Brock & Steven N. Durlauf & Kenneth D. West, 2004. "Model Uncertainty and Policy Evaluation: Some Theory and Empirics," NBER Working Papers 10916, National Bureau of Economic Research, Inc.
- Brock,W.A. & Durlauf,S.N. & West,K.D., 2004. "Model uncertainty and policy evaluation : some theory and empirics," Working papers 19, Wisconsin Madison - Social Systems.
- Charles Engel & Kenneth D. West, 2004. "Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1," American Economic Review, American Economic Association, vol. 94(2), pages 119-125, May.
- Charles Engel & Kenneth D. West, 2003.
"Exchange rates and fundamentals,"
Proceedings,
Federal Reserve Bank of San Francisco, issue Mar.
- Charles Engel & Kenneth D. West, 2005. "Exchange Rates and Fundamentals," Journal of Political Economy, University of Chicago Press, vol. 113(3), pages 485-517, June.
- Charles Engel & Kenneth D. West, 2004. "Exchange Rates and Fundamentals," NBER Working Papers 10723, National Bureau of Economic Research, Inc.
- Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Working Paper Series 248, European Central Bank.
- Kenneth West, 2003.
"Monetary policy and the volatility of real exchange rates in New Zealand,"
New Zealand Economic Papers,
Taylor and Francis Journals, vol. 37(2), pages 175-196.
- Kenneth D. West, 2004. "Monetary Policy and the Volatility of Real Exchange Rates in New Zealand," NBER Working Papers 10280, National Bureau of Economic Research, Inc.
- Ken West, 2003. "Monetary policy and the volatility of real exchange rates in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/09, Reserve Bank of New Zealand.
- William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003.
"Policy Evaluation in Uncertain Economic Environments,"
Brookings Papers on Economic Activity,
Economic Studies Program, The Brookings Institution, vol. 34(1), pages 235-322.
- Brock,W.A. & Durlauf,S.N. & West,K.D., 2003. "Policy evaluation in uncertain economic environments," Working papers 15, Wisconsin Madison - Social Systems.
- William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," NBER Working Papers 10025, National Bureau of Economic Research, Inc.
- Hansen, Bruce E & West, Kenneth D, 2002. "Generalized Method of Moments and Macroeconomics," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 460-69, October.
- West, Kenneth D., 2002. "Comments on 'The state of macroeconomic forecasting'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 495-497, December.
- West, Kenneth D., 2002. "Efficient GMM estimation of weak AR processes," Economics Letters, Elsevier, vol. 75(3), pages 415-418, May.
- Kenneth D. West, 2001. "Assessing simple policy rules: a view from a complete macroeconomic model (commentary)," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 83-112.
- West, Kenneth D, 2001.
"On Optimal Instrumental Variables Estimation of Stationary Time Series Models,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1043-50, November.
- Kenneth D. West, 2000. "On Optimal Instrumental Variables Estimation of Stationary Time Series Models," NBER Technical Working Papers 0249, National Bureau of Economic Research, Inc.
- West, Kenneth D., 2001.
"Encompassing tests when no model is encompassing,"
Journal of Econometrics,
Elsevier, vol. 105(1), pages 287-308, November.
- Kenneth D. West, 2000. "Encompassing Tests When No Model Is Encompassing," NBER Technical Working Papers 0256, National Bureau of Economic Research, Inc.
- West,K.D., 1999. "Encompassing tests when no model is encompassing," Working papers 36, Wisconsin Madison - Social Systems.
- Diebold, F. X. & West, Kenneth D., 2001. "Forecasting and empirical methods in finance and macroeconomics," Journal of Econometrics, Elsevier, vol. 105(1), pages 1-3, November.
- West, Kenneth D, 2001. "Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 29-33, January.
- West, Kenneth D & McCracken, Michael W, 1998.
"Regression-Based Tests of Predictive Ability,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-40, November.
- Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc.
- Diebold, Francis X & West, Kenneth D, 1998. "Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 811-15, November.
- West, Kenneth D., 1997.
"Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator,"
Journal of Econometrics,
Elsevier, vol. 76(1-2), pages 171-191.
- Kenneth D. West, 1995. "Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," NBER Technical Working Papers 0183, National Bureau of Economic Research, Inc.
- West, Kenneth D & Wilcox, David W, 1996.
"A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 14(3), pages 281-93, July.
- Kenneth D. West & David W. Wilcox, 1994. "A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model," Macroeconomics 9410001, EconWPA.
- Kenneth D. West & David W. Wilcox, 1995. "A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model," NBER Technical Working Papers 0176, National Bureau of Economic Research, Inc.
- Kenneth D. West, 1996. "Inflation and growth: in search of a stable relationship - commentary," Review, Federal Reserve Bank of St. Louis, issue May, pages 150-152.
- West, Kenneth D, 1996.
"Asymptotic Inference about Predictive Ability,"
Econometrica,
Econometric Society, vol. 64(5), pages 1067-84, September.
- Kenneth D. West, 1994. "Asymptotic Inference About Predictive Ability," Macroeconomics 9410002, EconWPA.
- West, Kenneth D. & Cho, Dongchul, 1995.
"The predictive ability of several models of exchange rate volatility,"
Journal of Econometrics,
Elsevier, vol. 69(2), pages 367-391, October.
- Tom Doan, . "WESTCHOTEST: RATS procedure to perform Heteroscedasticity-robust serial correlation test," Statistical Software Components RTS00252, Boston College Department of Economics.
- West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317r, Wisconsin Madison - Social Systems.
- Kenneth D. West & Dongchul Cho, 1994. "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers 0152, National Bureau of Economic Research, Inc.
- West, Kenneth D. & Wilcox, David W., 1994. "Estimation and inference in the linear-quadratic inventory model," Journal of Economic Dynamics and Control, Elsevier, vol. 18(3-4), pages 897-908.
- West, Kenneth D., 1994. "Comments : Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola," European Economic Review, Elsevier, vol. 38(6), pages 1282-1285, June.
- Newey, Whitney K & West, Kenneth D, 1994.
"Automatic Lag Selection in Covariance Matrix Estimation,"
Review of Economic Studies,
Wiley Blackwell, vol. 61(4), pages 631-53, October.
- Kenneth D. West & Whitney K. Newey, 1995. "Automatic Lag Selection in Covariance Matrix Estimation," NBER Technical Working Papers 0144, National Bureau of Economic Research, Inc.
- West, Kenneth D. & Edison, Hali J. & Cho, Dongchul, 1993.
"A utility-based comparison of some models of exchange rate volatility,"
Journal of International Economics,
Elsevier, vol. 35(1-2), pages 23-45, August.
- Kenneth D. West & Hali J. Edison & Dongchul Cho, 1992. "A Utility Based Comparison of Some Models of Exchange Rate Volatility," NBER Technical Working Papers 0128, National Bureau of Economic Research, Inc.
- Kenneth D. West & Hali J. Edison & Dongchul Cho, 1993. "A utility based comparison of some models of exchange rate volatility," International Finance Discussion Papers 441, Board of Governors of the Federal Reserve System (U.S.).
- West, Kenneth D., 1992.
"Sources of cycles in Japan, 1975-1987,"
Journal of the Japanese and International Economies,
Elsevier, vol. 6(1), pages 71-98, March.
- Kenneth D. West, 1991. "Sources of Cycles in Japan, 1975-1987," NBER Working Papers 3763, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1992. "Erratum," Journal of Monetary Economics, Elsevier, vol. 29(2), pages 337-337, April.
- West, Kenneth D., 1992.
"A comparison of the behavior of Japanese and US inventories,"
International Journal of Production Economics,
Elsevier, vol. 26(1-3), pages 115-122, February.
- Kenneth D. West, 1991. "A Comparison of the Behavior of Japanese and U.S. Inventories," NBER Working Papers 3762, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1990.
"The Sources of Fluctuations in Aggregate Inventories and GNP,"
The Quarterly Journal of Economics,
MIT Press, vol. 105(4), pages 939-71, November.
- Kenneth D. West, 1991. "The Sources of Fluctuations in Aggregate Inventories and GNP," NBER Working Papers 2992, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1990.
"Evidence from seven countries on whether inventories smooth aggregate output,"
Engineering Costs and Production Economics,
Elsevier, vol. 19(1-3), pages 85-90, May.
- Kenneth D. West, 1988. "Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output," NBER Working Papers 2664, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1989. "Estimation of linear rational expectations models, in the presence of deterministic terms," Journal of Monetary Economics, Elsevier, vol. 24(3), pages 437-442, November.
- West, Kenneth D, 1988.
"Dividend Innovations and Stock Price Volatility,"
Econometrica,
Econometric Society, vol. 56(1), pages 37-61, January.
- Kenneth D. West, 1988. "Dividend Innovations and Stock Price Volatility," NBER Working Papers 1833, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1988.
"On the Interpretation of Near Random-walk Behavior in GNP,"
American Economic Review,
American Economic Association, vol. 78(1), pages 202-09, March.
- Kenneth D. West, 1989. "On the Interpretation of Near Random-Walk Behavior in GNP," NBER Working Papers 2364, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1988.
" Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation,"
Journal of Finance,
American Finance Association, vol. 43(3), pages 639-56, July.
- Kenneth D. West, 1989. "Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation," NBER Working Papers 2574, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1988.
"The insensitivity of consumption to news about income,"
Journal of Monetary Economics,
Elsevier, vol. 21(1), pages 17-33, January.
- Kenneth D. West, 1988. "The Insensitivity of Consumption to News About Income," NBER Working Papers 2252, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1988. "Asymptotic Normality, When Regressors Have a Unit Root," Econometrica, Econometric Society, vol. 56(6), pages 1397-1417, November.
- Stock, James H. & West, Kenneth D., 1988.
"Integrated regressors and tests of the permanent-income hypothesis,"
Journal of Monetary Economics,
Elsevier, vol. 21(1), pages 85-95, January.
- James H. Stock & Kenneth D. West, 1988. "Integrated Regressors and Tests of the Permanent Income Hypothesis," NBER Working Papers 2359, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1987.
"A standard monetary model and the variability of the deutschemark-dollar exchange rate,"
Journal of International Economics,
Elsevier, vol. 23(1-2), pages 57-76, August.
- Kenneth D. West, 1986. "A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate," NBER Working Papers 2102, National Bureau of Economic Research, Inc.
- Newey, Whitney K & West, Kenneth D, 1987.
"A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix,"
Econometrica,
Econometric Society, vol. 55(3), pages 703-08, May.
- Whitney K. Newey & Kenneth D. West, 1986. "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers 0055, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1987. "A note on the power of least squares tests for a unit root," Economics Letters, Elsevier, vol. 24(3), pages 249-252.
- West, Kenneth D, 1987.
"A Specification Test for Speculative Bubbles,"
The Quarterly Journal of Economics,
MIT Press, vol. 102(3), pages 553-80, August.
- Kenneth D. West, 1988. "A Specification Test for Speculative Bubbles," NBER Working Papers 2067, National Bureau of Economic Research, Inc.
- Newey, Whitney K & West, Kenneth D, 1987. "Hypothesis Testing with Efficient Method of Moments Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(3), pages 777-87, October.
- West, Kenneth D., 1986.
"Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons,"
Journal of Econometrics,
Elsevier, vol. 33(3), pages 367-385, December.
- Kenneth D. West, 1986. "Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons," NBER Technical Working Papers 0054, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1986.
"A Variance Bounds Test of the Linear Quadratic Inventory Model,"
Journal of Political Economy,
University of Chicago Press, vol. 94(2), pages 374-401, April.
- Kenneth D. West, 1985. "A Variance Bounds Test of the Linear Quardractic Inventory Model," NBER Working Papers 1581, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1986.
"Targeting Nominal Income: A Note,"
Economic Journal,
Royal Economic Society, vol. 96(384), pages 1077-83, December.
- Kenneth D. West, 1986. "Targeting Nominal Income: A Note," NBER Working Papers 1835, National Bureau of Economic Research, Inc.
- West, Kenneth D., 1983.
"A note on the econometric use of constant dollar inventory series,"
Economics Letters,
Elsevier, vol. 13(4), pages 337-341.
RePEc:fip:fedlpr:y:1996:i:may:p:150-152:n:v.78no.3 is not listed on IDEAS
Chapters
- Francesco Giavazzi & Kenneth West, 2012. "Introduction to "NBER International Seminar on Macroeconomics 2012"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012 National Bureau of Economic Research, Inc.
- Kenneth D. West, 2011. "Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2011, pages 400-401 National Bureau of Economic Research, Inc.
- Kenneth D. West, 2010. "Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 299-301 National Bureau of Economic Research, Inc.
- Lucrezia Reichlin & Kenneth West, 2010. "Introduction to "NBER International Seminar on Macroeconomics 2009"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 1-4 National Bureau of Economic Research, Inc.
- Kenneth D. West, 2009. "Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2008, pages 197-199 National Bureau of Economic Research, Inc.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2008.
"Exchange Rate Models Are Not As Bad As You Think,"
NBER Chapters,
in: NBER Macroeconomics Annual 2007, Volume 22, pages 381-441
National Bureau of Economic Research, Inc.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2007. "Exchange Rate Models Are Not as Bad as You Think," NBER Working Papers 13318, National Bureau of Economic Research, Inc.
- Lucrezia Reichlin & Kenneth D. West, 2008. "Introduction to "NBER International Seminar on Macroeconomics 2006"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2006, pages 1-5 National Bureau of Economic Research, Inc.
- Richard H. Clarida & Jeffrey A. Frankel & Francesco Giavazzi & Kenneth D. West, 2006. "Introduction to "NBER International Seminar on Macroeconomics 2004"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2004, pages 1-16 National Bureau of Economic Research, Inc.
- West, Kenneth D., 2006. "Forecast Evaluation," Handbook of Economic Forecasting, Elsevier.
- Kenneth D. West, 2005. "Comment on "Globalization and Disinflation: The Efficiency Channel"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2005, pages 200-203 National Bureau of Economic Research, Inc.
- Dongchul Cho & Kenneth D. West, 2003. "Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises," NBER Chapters, in: Managing Currency Crises in Emerging Markets, pages 11-36 National Bureau of Economic Research, Inc.
- Ramey, Valerie A. & West, Kenneth D., 1999.
"Inventories,"
Handbook of Macroeconomics,
in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 13, pages 863-923
Elsevier.
- Valerie A. Ramey & Kenneth D. West, 1997. "Inventories," NBER Working Papers 6315, National Bureau of Economic Research, Inc.
- Nobuhiro Kiyotaki & Kenneth D. West, 1996.
"Business Fixed Investment and the Recent Business Cycle in Japan,"
NBER Chapters,
in: NBER Macroeconomics Annual 1996, Volume 11, pages 277-344
National Bureau of Economic Research, Inc.
- Nobuhiro Kiyotaki & Kenneth D. West, 1997. "Business Fixed Investment and the Recent Business Cycle in Japan," NBER Working Papers 5546, National Bureau of Economic Research, Inc.
- Kenneth D. West, 1993.
"An Aggregate Demand -- Aggregate Supply Analysis of Japanese Monetary Policy,1973-1990,"
NBER Chapters,
in: Japanese Monetary Policy, pages 160-188
National Bureau of Economic Research, Inc.
- Kenneth D. West, 1994. "An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990," NBER Working Papers 3823, National Bureau of Economic Research, Inc.
Books
- Lucrezia Reichlin & Kenneth D. West, 2010. "NBER International Seminar on Macroeconomics 2009," NBER Books, National Bureau of Economic Research, Inc, number reic09-1, August.
- Lucrezia Reichlin & Kenneth West, 2008. "NBER International Seminar on Macroeconomics 2006," NBER Books, National Bureau of Economic Research, Inc, number reic08-1, August.
- Richard H. Clarida & Jeffrey A. Frankel & Francesco Giavazzi & Kenneth D. West (ed.), 2006. "NBER International Seminar on Macroeconomics 2004," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262532875.
- Richard H. Clarida & Jeffrey Frankel & Francesco Giavazzi & Kenneth D. West, 2006. "NBER International Seminar on Macroeconomics 2004," NBER Books, National Bureau of Economic Research, Inc, number clar06-1, August.
Editor
- Journal of Money, Credit and Banking, Blackwell Publishing.
NEP Fields
23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-CBA: Central Banking (5) 2003-11-30 2004-12-20 2007-08-27 2009-01-03 2012-09-22. Author is listed
- NEP-CFN: Corporate Finance (1) 2004-02-01
- NEP-ECM: Econometrics (13) 2000-01-24 2000-07-03 2001-10-29 2001-11-21 2004-08-09 2004-11-22 2005-02-13 2005-12-01 2006-08-26 2007-06-11 2009-01-03 2009-08-08 2012-07-29. Author is listed
- NEP-ETS: Econometric Time Series (8) 2000-01-24 2000-07-03 2001-10-29 2001-11-21 2004-08-09 2005-02-13 2005-12-01 2006-08-26. Author is listed
- NEP-FIN: Finance (1) 2004-02-01
- NEP-FOR: Forecasting (6) 2005-12-01 2006-08-26 2007-08-27 2009-01-03 2009-08-08 2012-09-22. Author is listed
- NEP-IFN: International Finance (6) 2003-11-30 2004-02-01 2004-06-07 2004-09-30 2004-12-20 2007-08-27. Author is listed
- NEP-MAC: Macroeconomics (6) 2004-02-01 2004-11-22 2004-12-20 2006-08-26 2009-01-03 2009-08-08. Author is listed
- NEP-MON: Monetary Economics (3) 2004-06-07 2007-08-27 2012-09-22
- NEP-OPM: Open Economy Macroeconomic (2) 2012-07-29 2012-09-22
- NEP-RMG: Risk Management (2) 2003-11-30 2004-02-01
- NEP-URE: Urban & Real Estate Economics (1) 2004-11-22
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Most cited item
- Whitney K. Newey & Kenneth D. West, 1986. "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers 0055, National Bureau of Economic Research, Inc.
Most downloaded item (past 12 months)
- Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-08, May.
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Co-authorship network on CollEc
Corrections
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