Michael W. McCracken

Available identifiers

Publication	Date of Publication	Type
Reality Checks and Comparisons of Nested Predictive Models	2025-01-20	Paper
FRED-MD: A Monthly Database for Macroeconomic Research	2025-01-20	Paper
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns	2024-10-23	Paper
Binary Conditional Forecasts	2024-10-17	Paper
Multistep ahead forecasting of vector time series	2022-06-07	Paper
Diverging Tests of Equal Predictive Ability	2021-06-07	Paper
Consistent Testing for Structural Change at the Ends of the Sample	2020-11-10	Paper
Evaluating the Accuracy of Forecasts from Vector Autoregressions	2020-07-10	Paper
In-sample tests of predictive ability: a new approach	2017-05-12	Paper
Tests of equal accuracy for nested models with estimated factors	2017-04-26	Paper
The power of tests of predictive ability in the presence of structural breaks	2016-03-24	Paper
Nested forecast model comparisons: a new approach to testing equal accuracy	2015-05-29	Paper
Asymptotics for out of sample tests of Granger causality	2012-09-23	Paper
https://portal.mardi4nfdi.de/entity/Q5474893	2006-06-26	Paper
Evaluating Direct Multistep Forecasts	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	2002-03-06	Paper
Robust out-of-sample inference	2001-07-19	Paper

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