The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Tests of equal forecast accuracy and encompassing for nested models
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Citations
Cites
Tests for parameter instability and structural change with unknown change point.
Andrews, D. W. K. (1993) · Econometrica · doi:10.2307/2951764 · Cited by 4,334
Cited by
A comprehensive look at the empirical performance of equity premium prediction
Welch, I., & Goyal, A. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm014 · Cited by 3,987
Tests of Conditional Predictive Ability
Giacomini, R., & White, H. (2006) · Econometrica · doi:10.1111/j.1468-0262.2006.00718.x · Cited by 1,646
A Test for Superior Predictive Ability
Hansen, P. R. (2005) · Journal of Business & Economic Statistics · doi:10.1198/073500105000000063 · Cited by 1,230
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
Metadata
- Authors
- Clark, T. E., & McCracken, M. W.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2001-11
- Volume
- 105
- Issue
- 1
- Pages
- 85-110
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W3020869666
- Cited by
- 1,178
- References
- 1
- FWCI
- 36.54
- Type
- journal article
- Language
- en
- Open access
- green
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- Clark, T. E., & McCracken, M. W. (2001). Tests of equal forecast accuracy and encompassing for nested models. Journal of Econometrics. https://doi.org/10.1016/s0304-4076(01)00071-9
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.
