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Disambiguation of "West, Kenneth D."

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On Optimal Instrumental Variables Estimation of Stationary Time Series Models

. International Economic Review, 42 (4): 1043--1050 (305 Nov 2001)doi: 10.1111/1468-2354.00145.

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Kenneth D Gill

Charles West

Elmar West

Alexander West

Gert West

 

Other publications of authors with the same name

Encompassing tests when no model is encompassing. Journal of Econometrics, 105 (1): 287--308 (November 2001)A note on the power of least squares tests for a unit root. Economics Letters, 24 (3): 249--252 (1987)Approximately normal tests for equal predictive accuracy in nested models, and . Journal of Econometrics, 138 (1): 291--311 (May 2007)Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons. Journal of Econometrics, 33 (3): 367--385 (December 1986)Efficient GMM estimation of weak AR processes. Economics Letters, 75 (3): 415--418 (May 2002)Integrated regressors and tests of the permanent-income hypothesis, and . Journal of Monetary Economics, 21 (1): 85--95 (January 1988)On Optimal Instrumental Variables Estimation of Stationary Time Series Models. International Economic Review, 42 (4): 1043--1050 (305 11 2001)doi: 10.1111/1468-2354.00145.Generalized Method of Moments and Macroeconomics, and . Journal of Business & Economic Statistics, 20 (4): 460-469 (October 2002)available at http://ideas.repec.org/a/bes/jnlbes/v20y2002i4p460-69.html.Exchange rates and fundamentals, and . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2003)Model uncertainty and policy evaluation: Some theory and empirics, , and . Journal of Econometrics, 136 (2): 629--664 (February 2007)