Kenneth D. West

Available identifiers

zbMath Open west.kenneth-dMaRDI QIDQ221862

List of research outcomes

Publication	Date of Publication	Type
Comment	2025-01-20	Paper
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice”	2024-10-23	Paper
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

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