Kenneth D. West

Available identifiers

zbMath Open west.kenneth-dMaRDI QIDQ221862

List of research outcomes

Publication	Date of Publication	Type
Factor Model Forecasts of Exchange Rates	2022-05-31	Paper
Adjusting for bias in long horizon regressions using R	2020-08-18	Paper
Econometric analysis of present value models when the discount factor is near one	2017-05-12	Paper
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis	2016-06-10	Paper
Regressor and disturbance have moments of all orders, least squares estimator has none	2016-05-20	Paper
Approximately normal tests for equal predictive accuracy in nested models	2016-05-04	Paper
Model uncertainty and policy evaluation: some theory and empirics	2016-05-02	Paper
A note on the power of least squares tests for a unit root	2016-01-01	Paper
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments	2009-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q5474893	2006-06-26	Paper
Efficient GMM estimation of weak AR processes.	2002-07-15	Paper
Encompassing tests when no model is encompassing	2001-01-01	Paper
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator	1998-01-05	Paper
Estimation and inference in the linear-quadratic inventory model	1997-02-27	Paper
Asymptotic Inference about Predictive Ability	1996-10-13	Paper
Automatic Lag Selection in Covariance Matrix Estimation	1995-06-29	Paper
Estimation and inference in the linear-quadratic inventory model	1995-01-03	Paper
https://portal.mardi4nfdi.de/entity/Q4308936	1994-10-12	Paper
Asymptotic Normality, When Regressors Have a Unit Root	1988-01-01	Paper
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix	1987-01-01	Paper
Hypothesis Testing with Efficient Method of Moments Estimation	1987-01-01	Paper
Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons	1986-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Kenneth D. West