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Last edited by RenameBot
September 7, 2008 | History

Todd E. Clark

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  • Cover of: Combining forecasts from nested models

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  • Cover of: Borders and business cycles
    First published in 1999 1 edition

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  • Cover of: Can out-of-sample forecast comparisons help prevent overfitting?

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  • Cover of: Disaggregate evidence on the persistence of consumer price inflation

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  • Cover of: Estimating equilibrium real interest rates in real time

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  • Cover of: Evaluating long-horizon forecasts

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  • Cover of: Forecast-based model selection in the presence of structural breaks

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  • Cover of: Improving forecast accuracy by combining recursive and rolling forecasts

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  • Cover of: The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence

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  • Cover of: Tests of equal predictive ability with real-time data

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  • Cover of: Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis

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  • Cover of: Approximately normal tests for equal predictive accuracy in nested models

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  • Cover of: Forecasting with small macroeconomic VARs in the presence of instabilities

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  • Cover of: Averaging forecasts from VARs with uncertain instabilities

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History

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September 7, 2008 Edited by RenameBot fix author name
April 1, 2008 Created by an anonymous user initial import