Kenneth D. West
1986–2019 年に発表
- 18
- 論文数
- 37,905
- 被引用数
- 17
- h 指数
- 17
- i10 指数
被引用数
引用元
国・地域
機関
分野
- Economics, Econometrics and Finance65.7%
- Business, Management and Accounting9.2%
- Computer Science5.2%
- Mathematics3.9%
- Social Sciences3.9%
- Medicine3.3%
- その他8.8%
トピック
- Financial Markets and Investment Strategies12.8%
- Monetary Policy and Economic Impact9.3%
- Market Dynamics and Volatility8.1%
- Financial Risk and Volatility Modeling5.9%
- Corporate Finance and Governance4.6%
- Complex Systems and Time Series Analysis4.2%
- その他55.1%
共著者
全論文
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
著者: Whitney K. Newey, Kenneth D. West - Econometrica 1987 被引用: 17,123
- Hypothesis Testing with Efficient Method of Moments Estimation
著者: Whitney K. Newey, Kenneth D. West - International Economic Review 1987 被引用: 1,868
- A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
著者: Whitney K. Newey, Kenneth D. West - 1986 被引用: 12,765
- Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
著者: Todd E. Clark, Kenneth D. West - Journal of Econometrics 2005 被引用: 2,442
- A Specification Test for Speculative Bubbles
著者: Kenneth D. West - The Quarterly Journal of Economics 1987 被引用: 471
- Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis
著者: Todd E. Clark, Kenneth D. West - Journal of Econometrics 2004 被引用: 417
- Dividend Innovations and Stock Price Volatility
著者: Kenneth D. West - Econometrica 1986 被引用: 385
- A utility-based comparison of some models of exchange rate volatility
著者: Kenneth D. West, Hali J. Edison, Dongchul Cho - Journal of International Economics 1993 被引用: 356
- Asymptotic Normality, When Regressors Have a Unit Root
著者: Kenneth D. West - Econometrica 1988 被引用: 342
- Policy Evaluation in Uncertain Economic Environments
著者: William A. Brock, Steven N. Durlauf, Kenneth D. West - Brookings Papers on Economic Activity 2003 被引用: 252
- Exchange Rate Models Are Not as Bad as You Think
著者: Charles Engel, Nelson C. Mark, Kenneth D. West - 2007 被引用: 397
- The Predictive Ability of Several Models of Exchange Rate Volatility
著者: Cho, Dong Chul, Kenneth D. West - 2018 被引用: 378
- Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation
著者: Kenneth D. West - The Journal of Finance 1988 被引用: 290
- The Equilibrium Real Funds Rate: Past, Present, and Future
著者: James D. Hamilton, Ethan S. Harris, Jan Hatzius, Kenneth D. West - IMF Economic Review 2016 被引用: 255
- Some Evidence on Secular Drivers of US Safe Real Rates
著者: Kurt G. Lunsford, Kenneth D. West - American Economic Journal Macroeconomics 2019 被引用: 99
- Asymptotic Inference about Predictive Ability
著者: Kenneth D. West - Econometrica 1996 被引用: 33
- Regression-Based Tests of Predictive Ability
著者: Kenneth D. West, Michael W. McCracken - International Economic Review 1998 被引用: 23
- OM Practice - Balancing Risk and Efficiency at a Major Commercial Bank
著者: Sunder Kekre, Nicola Secomandi, Erkut Sönmez, Kenneth D. West - Manufacturing & Service Operations Management, Manuf. Serv. Oper. Manag. 2008 被引用: 9
全 18 件を表示しました。
