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Publications by Michael W. McCracken

Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

Review of Economics and Statistics
EconomicsEconometricsSocial Sciences
2020English

Asymptotic Inference for Performance Fees and the Predictability of Asset Returns

Journal of Business and Economic Statistics
EconomicsProbabilityUncertaintySocial SciencesStatisticsEconometrics
2017English

Averaging Forecasts From VARs With Uncertain Instabilities

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2010English

Using Stock Market Liquidity to Forecast Recessions

2010English

Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

2017English

Regression-Based Tests of Predictive Ability

International Economic Review
EconomicsEconometrics
1998English

Combining Forecasts From Nested Models

Oxford Bulletin of Economics and Statistics
EconomicsProbabilityUncertaintyEconometricsStatisticsSocial Sciences
2009English

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