Kenneth D. West

发表

Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis

Todd E. Clark, K. West, Todd E. Clark, 2004 .

Inventory Models

Kenneth D. West, 1993 .

A Utility Based Comparison of Some Models of Exchange Rate Volatility

K. West, Kenneth D. West, Dongchul Cho, 1992 .

Dividend Innovations and Stock Price Volatility

K. West, Kenneth D. West, 1986 .

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

Todd E. Clark, K. West, Todd E. Clark, 2005 .

Bubbles, Fads, and Stock Price Volatility Tests: a Partial Evaluation

K. West, Kenneth D. West, 1988 .

Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis

Todd E. Clark, K. West, Todd E. Clark, 2004 .

On Optimal Instrumental Variables Estimation of Stationary Time Series Models

Kenneth D. West, 2000 .