Michael W. McCracken

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Reality Checks and Comparisons of Nested Predictive Models Journal of Business and Economic Statistics	2025-01-20	Paper
FRED-MD: A Monthly Database for Macroeconomic Research Journal of Business and Economic Statistics	2025-01-20	Paper
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns Journal of Business and Economic Statistics	2024-10-23	Paper
Binary Conditional Forecasts Journal of Business and Economic Statistics	2024-10-17	Paper
Multistep ahead forecasting of vector time series Econometric Reviews	2022-06-07	Paper
Diverging tests of equal predictive ability Econometrica	2021-06-07	Paper
Consistent testing for structural change at the ends of the sample Advances in Econometrics	2020-11-10	Paper
Evaluating the Accuracy of Forecasts from Vector Autoregressions VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims	2020-07-10	Paper
In-sample tests of predictive ability: a new approach Journal of Econometrics	2017-05-12	Paper
In-sample tests of predictive ability: a new approach Journal of Econometrics	2017-05-12	Paper
Tests of equal accuracy for nested models with estimated factors Journal of Econometrics	2017-04-26	Paper
The power of tests of predictive ability in the presence of structural breaks Journal of Econometrics	2016-03-24	Paper
Nested forecast model comparisons: a new approach to testing equal accuracy Journal of Econometrics	2015-05-29	Paper
Asymptotics for out of sample tests of Granger causality Journal of Econometrics	2012-09-23	Paper
Inference about predictive ability	2006-06-26	Paper
Evaluating Direct Multistep Forecasts Econometric Reviews	2006-01-18	Paper
An out-of-sample, nonparametric test of the martingale difference hypothesis	2002-04-07	Paper
Tests of equal forecast accuracy and encompassing for nested models Journal of Econometrics	2002-03-06	Paper
Robust out-of-sample inference Journal of Econometrics	2001-07-19	Paper

Research outcomes over time

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