West, Kenneth D.
University of Wisconsin System
2 papers on CoChat
Most cited papers
- Verified
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Newey, W. K., & West, K. D. (1987) · Econometrica
Advanced Statistical Methods and ModelsFinancial Risk and Volatility Modeling
Cited by 16,936
- Verified
Chapter 3 Forecast Evaluation
West, K. D. (2006) · Handbook of Economic Forecasting
Forecasting Techniques and ApplicationsStatistical Methods and Inference
Cited by 182
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