SSRI Working Paper #9710 by Michael W. McCracken and Kenneth D. WEST,
(May 1997)
Regression-Based Tests of Predictive Ability
This paper is about 60 pages. One entire file in .pdf would be very slow to download and might create some difficulties. Therefore working paper #9710 has been divided into 2 sections to download. The first section is the main body of the paper. The second section contains the appendix, references and tables.
Download section 1 in pdf. (1619 KB)
Download section 2 in pdf. (2397 KB)
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