| A simple, positive semi-definite, heteroskedasticity and autocorrelationconsistent covariance matrix WK Newey, KD West National Bureau of Economic Research, 1986 | 24449 | 1986 |
| Automatic lag selection in covariance matrix estimation WK Newey, KD West The Review of Economic Studies 61 (4), 631-653, 1994 | 4279 | 1994 |
| Hypothesis testing with efficient method of moments estimation WK Newey, KD West International Economic Review, 777-787, 1987 | 2302 | 1987 |
| Approximately normal tests for equal predictive accuracy in nested models TE Clark, KD West Journal of econometrics 138 (1), 291-311, 2007 | 2292 | 2007 |
| Asymptotic inference about predictive ability KD West Econometrica: Journal of the Econometric Society, 1067-1084, 1996 | 1727 | 1996 |
| Exchange rates and fundamentals C Engel, KD West Journal of political Economy 113 (3), 485-517, 2005 | 1464 | 2005 |
| A specification test for speculative bubbles KD West The quarterly journal of economics 102 (3), 553-580, 1987 | 846 | 1987 |
| Dividend innovations and stock price volatility KD West Econometrica: Journal of the Econometric Society, 37-61, 1988 | 736 | 1988 |
| Exchange rate models are not as bad as you think [with comments and discussion] C Engel, NC Mark, KD West, K Rogoff, B Rossi NBER macroeconomics annual 22, 381-473, 2007 | 727 | 2007 |
| Bubbles, fads and stock price volatility tests: a partial evaluation KD West The Journal of Finance 43 (3), 639-656, 1988 | 594 | 1988 |
| Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis TE Clark, KD West Journal of econometrics 135 (1-2), 155-186, 2006 | 584 | 2006 |
| The predictive ability of several models of exchange rate volatility KD West, D Cho Journal of econometrics 69 (2), 367-391, 1995 | 577 | 1995 |
| Asymptotic normality, when regressors have a unit root KD West Econometrica: Journal of the Econometric Society, 1397-1417, 1988 | 465 | 1988 |
| A utility-based comparison of some models of exchange rate volatility KD West, HJ Edison, D Cho Journal of international economics 35 (1-2), 23-45, 1993 | 451 | 1993 |
| Forecast evaluation KD West Handbook of economic forecasting 1, 99-134, 2006 | 376 | 2006 |
| The equilibrium real funds rate: Past, present, and future JD Hamilton, ES Harris, J Hatzius, KD West IMF Economic Review 64, 660-707, 2016 | 362 | 2016 |
| Policy evaluation in uncertain economic environments W Brock, SN Durlauf, KD West National Bureau of Economic Research, 2003 | 344 | 2003 |
| Regression-based tests of predictive ability KD West, MW McCracken National Bureau of Economic Research, 1998 | 341 | 1998 |
| Taylor rules and the Deutschmark-Dollar real exchange rate C Engel, KD West National Bureau of Economic Research, 2004 | 326 | 2004 |
| A variance bounds test of the linear quadratic inventory model KD West Journal of Political Economy 94 (2), 374-401, 1986 | 273 | 1986 |
