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Approximately normal tests for equal predictive accuracy in nested models
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Cited by
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
Huang, D., Jiang, F., Tu, J., & Zhou, G. (2015) · Review of Financial Studies · doi:10.1093/rfs/hhu080 · Cited by 1,123
Forecasting the equity risk premium: the role of technical indicators
Neely, C. J., Rapach, D. E., Tu, J., & Zhou, G. (2014) · Management Science · doi:10.1287/mnsc.2013.1838 · Cited by 1,003
Can economic policy uncertainty predict stock returns? Global evidence
Phan, D. H. B., Sharma, S. S., & Tran, V. T. (2018) · Journal of International Financial Markets, Institutions and Money · doi:10.1016/j.intfin.2018.04.004 · Cited by 282
West, K. D. (2006) · Handbook of Economic Forecasting · doi:10.1016/s1574-0706(05)01003-7 · Cited by 182
Self-citationChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?
Chen, J., Tang, G., Zhou, G., & Zhu, W. (2025) · arXiv · doi:10.48550/arxiv.2502.10008 · Cited by 6
Metadata
- Authors
- Clark, T. E., & West, K. D.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2007-05
- Volume
- 138
- Issue
- 1
- Pages
- 291-311
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W3124690764
- Cited by
- 2,489
- References
- 0
- FWCI
- 47.01
- Type
- journal article
- Language
- en
- Open access
- green
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- CoChat. (2026). Citation check: Approximately normal tests for equal predictive accuracy in nested models. https://app.cochat.ai/papers/10.1016/j.jeconom.2006.05.023
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- Clark, T. E., & West, K. D. (2007). Approximately normal tests for equal predictive accuracy in nested models. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2006.05.023
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
