Tests of equal forecast accuracy and encompassing for nested models TE Clark, MW McCracken Journal of econometrics 105 (1), 85-110, 2001 | 1144 | 2001 |
Asymptotics for out of sample tests of Granger causality MW McCracken Journal of econometrics 140 (2), 719-752, 2007 | 777 | 2007 |
Asymptotics for out of sample tests of Granger causality MW McCracken Journal of econometrics 140 (2), 719-752, 2007 | 777 | 2007 |
FRED-MD: A monthly database for macroeconomic research MW McCracken, S Ng Journal of Business & Economic Statistics 34 (4), 574-589, 2016 | 500 | 2016 |
Regression-based tests of predictive ability KD West, MW McCracken National Bureau of Economic Research, 1998 | 313 | 1998 |
Evaluating direct multistep forecasts TE Clark, MW McCracken Econometric Reviews 24 (4), 369-404, 2005 | 245 | 2005 |
Evaluating direct multistep forecasts TE Clark, MW McCracken Econometric Reviews 24 (4), 369-404, 2005 | 245 | 2005 |
Robust out-of-sample inference MW McCracken Journal of Econometrics 99 (2), 195-223, 2000 | 237 | 2000 |
Advances in forecast evaluation T Clark, M McCracken Handbook of economic forecasting 2, 1107-1201, 2013 | 189 | 2013 |
Advances in forecast evaluation T Clark, M McCracken Handbook of economic forecasting 2, 1107-1201, 2013 | 189 | 2013 |
Advances in forecast evaluation T Clark, M McCracken Handbook of economic forecasting 2, 1107-1201, 2013 | 189 | 2013 |
Improving forecast accuracy by combining recursive and rolling forecasts TE Clark, MW McCracken International Economic Review 50 (2), 363-395, 2009 | 182 | 2009 |
Improving forecast accuracy by combining recursive and rolling forecasts TE Clark, MW McCracken International Economic Review 50 (2), 363-395, 2009 | 182 | 2009 |
Averaging forecasts from VARs with uncertain instabilities TE Clark, MW McCracken Journal of Applied Econometrics 25 (1), 5-29, 2010 | 128 | 2010 |
The predictive content of the output gap for inflation: Resolving in-sample and out-of-sample evidence TE Clark, MW McCracken Journal of Money, Credit and Banking, 1127-1148, 2006 | 127 | 2006 |
The predictive content of the output gap for inflation: Resolving in-sample and out-of-sample evidence TE Clark, MW McCracken Journal of Money, Credit and Banking, 1127-1148, 2006 | 127 | 2006 |
Evaluating long-horizon forecasts TE Clark, MW McCracken FRB of Kansas City Research Working Paper, 2001 | 104 | 2001 |
Tests of equal predictive ability with real-time data TE Clark, MW McCracken Journal of Business & Economic Statistics 27 (4), 441-454, 2009 | 101 | 2009 |
The power of tests of predictive ability in the presence of structural breaks TE Clark, MW McCracken Journal of Econometrics 124 (1), 1-31, 2005 | 95 | 2005 |
Nested forecast model comparisons: a new approach to testing equal accuracy TE Clark, MW McCracken Journal of Econometrics 186 (1), 160-177, 2015 | 87 | 2015 |