-
1
-
-
24944554967
-
Forecasting with econometric methods: Folklore versus fact
-
Armstrong, J. S. (1978), 'Forecasting with econometric methods: folklore versus fact', Journal of Business, 51, 549-564.
-
(1978)
Journal of Business
, vol.51
, pp. 549-564
-
-
Armstrong, J.S.1
-
2
-
-
0342996463
-
Money illusion and the aggregate consumption function
-
Branson, W.H. and Klevorick, A.K. (1969), 'Money illusion and the aggregate consumption function', American Economic Review, 59, 832-49.
-
(1969)
American Economic Review
, vol.59
, pp. 832-849
-
-
Branson, W.H.1
Klevorick, A.K.2
-
3
-
-
0010883139
-
Slack, shortage and discouraged consumers in eastern Europe: Estimates based on smoothing by aggregation
-
Burkett, J. (1988), 'Slack, shortage and discouraged consumers in eastern Europe: estimates based on smoothing by aggregation', Review of Economic Studies, 55 (3) 493-505.
-
(1988)
Review of Economic Studies
, vol.55
, Issue.3
, pp. 493-505
-
-
Burkett, J.1
-
4
-
-
84972319962
-
Consumption and living standards in China
-
Chai, J.C.H. (1992), 'Consumption and living standards in China', China Quarterly, 131, 721-749.
-
(1992)
China Quarterly
, vol.131
, pp. 721-749
-
-
Chai, J.C.H.1
-
5
-
-
0001369142
-
Tests of equality between sets of coefficients in two linear regressions
-
Chow, G. C. (1960), 'Tests of equality between sets of coefficients in two linear regressions' Econometrica, 28, 591-605.
-
(1960)
Econometrica
, vol.28
, pp. 591-605
-
-
Chow, G.C.1
-
6
-
-
84935900866
-
A model of Chinese national income determination
-
Chow, G.C. (1985), 'A model of Chinese national income determination', Journal of Political Economy, 93, 782-792.
-
(1985)
Journal of Political Economy
, vol.93
, pp. 782-792
-
-
Chow, G.C.1
-
7
-
-
84885684824
-
Econometric modelling of the aggregate time series relationship between consumers' expenditure and income in the United Kingdom
-
Davidson, J.E.H. et al (1978), 'Econometric modelling of the aggregate time series relationship between consumers' expenditure and income in the United Kingdom', Economic Journal, 88, 661-692.
-
(1978)
Economic Journal
, vol.88
, pp. 661-692
-
-
Davidson, J.E.H.1
-
8
-
-
0040092626
-
Involuntary saving through unanticipated inflation
-
Deaton, A. (1978), 'Involuntary saving through unanticipated inflation', American Economic Review, 68, 899-910.
-
(1978)
American Economic Review
, vol.68
, pp. 899-910
-
-
Deaton, A.1
-
10
-
-
0000051984
-
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
-
Engle, R.F. (1982), 'Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation', Econometrica, 50(4), 987-1007.
-
(1982)
Econometrica
, vol.50
, Issue.4
, pp. 987-1007
-
-
Engle, R.F.1
-
11
-
-
0000013567
-
Co-integration and error correction: Representation, estimation and testing
-
Engle, R.F. and C.W.J. Granger (1987), 'Co-integration and error correction: representation, estimation and testing', Econometrica, 55, 251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
12
-
-
0000667040
-
The Kalman filter: Applications to forecasting and rational-expectations models
-
T.F. Bewley, ed., Fifth World Congress, Cambridge University Press, Cambridge
-
Engle, R.F. and Watson, M. (1987), 'The Kalman filter: applications to forecasting and rational-expectations models', in T.F. Bewley, ed., Advances in Econometrics, Fifth World Congress, Cambridge University Press, Cambridge, 1, 245-281.
-
(1987)
Advances in Econometrics
, vol.1
, pp. 245-281
-
-
Engle, R.F.1
Watson, M.2
-
13
-
-
0003276665
-
Savings, commodity market rationing, and the real rate of interest in China
-
Feltenstein, A., Lebow, D. and van Wijnbergen, S. (1990), 'Savings, commodity market rationing, and the real rate of interest in China', Journal of Money, Credit and Banking, 22(2), 234-52.
-
(1990)
Journal of Money, Credit and Banking
, vol.22
, Issue.2
, pp. 234-252
-
-
Feltenstein, A.1
Lebow, D.2
Van Wijnbergen, S.3
-
14
-
-
0000035677
-
Evaluation of aggregate and individual forecast method selection rules
-
Fildes, R. (1989a), 'Evaluation of aggregate and individual forecast method selection rules', Management Science, 35(9), 1056-1065.
-
(1989)
Management Science
, vol.35
, Issue.9
, pp. 1056-1065
-
-
Fildes, R.1
-
15
-
-
0022099936
-
Quantitative forecasting - The state of the art: Econometric models
-
Fildes, R. (1989b), 'Quantitative forecasting - the state of the art: econometric models', Journal of Operational Research Society, 36, 549-580.
-
(1989)
Journal of Operational Research Society
, vol.36
, pp. 549-580
-
-
Fildes, R.1
-
18
-
-
0000681385
-
Testing for higher order serial correlation in regressors equations when the regressors include lagged dependent variables
-
Godfrey, L.G. (1978), 'Testing for higher order serial correlation in regressors equations when the regressors include lagged dependent variables', Econometrica, 46(6), 1303-1310.
-
(1978)
Econometrica
, vol.46
, Issue.6
, pp. 1303-1310
-
-
Godfrey, L.G.1
-
19
-
-
0039604885
-
An Introduction to Time Varying Parameter Cointegration
-
Hackl, P. and A. Westlund, eds., Springger-Verlag
-
Granger, C,.W.J. and Lee, H. H. (1991), 'An Introduction to Time Varying Parameter Cointegration', in Hackl, P. and A. Westlund, eds., Economic Structural Change, Springger-Verlag.
-
(1991)
Economic Structural Change
-
-
Granger, C.W.J.1
Lee, H.H.2
-
20
-
-
0000155749
-
Stochastic implications of the life cycle-permanent income hypothesis: Theory and evidence
-
Hall, R.E. (1978), 'Stochastic implications of the life cycle-permanent income hypothesis: theory and evidence', Journal of Political Economy, 86, 971-987.
-
(1978)
Journal of Political Economy
, vol.86
, pp. 971-987
-
-
Hall, R.E.1
-
22
-
-
0003325493
-
Applications of the Kalman filter in econometrics
-
T.F. Bewley, ed., Cambridge University Press, Cambridge
-
Harvey A.C. (1987), 'Applications of the Kalman filter in econometrics', in T.F. Bewley, ed., Advances in Econometrics, Fifth World Congrress, Cambridge University Press, Cambridge, 1, 285-313.
-
(1987)
Advances in Econometrics, Fifth World Congrress
, vol.1
, pp. 285-313
-
-
Harvey, A.C.1
-
23
-
-
27144444632
-
The demand for money in China
-
G. Zhang, ed., Finance and Economic Press, Beijing
-
Huang, X. (1988), 'The demand for money in China', in G. Zhang, ed., Structure and Policies of the Chinese Macroeconomy', Finance and Economic Press, Beijing.
-
(1988)
Structure and Policies of the Chinese Macroeconomy
-
-
Huang, X.1
-
24
-
-
0002794785
-
Liquidity and inflation effects on consumers' expenditure
-
A.S. Deaton, ed., Behaviour, Cambridge University Press, Cambridge
-
Hendry, D.F. and von Ungern-Sternberg, T. (1981), 'Liquidity and inflation effects on consumers' expenditure', in A.S. Deaton, ed., Essays in the Theory and Measurement of Consumers' Behaviour, Cambridge University Press, Cambridge.
-
(1981)
Essays in the Theory and Measurement of Consumers
-
-
Hendry, D.F.1
Von Ungern-Sternberg, T.2
-
25
-
-
0011009575
-
Inflation and the Consumer
-
Juster, F.T. and Wachtel, P. (1972), 'Inflation and the Consumer', Brookings Papers on Economic Activity, 1, 71-114.
-
(1972)
Brookings Papers on Economic Activity
, vol.1
, pp. 71-114
-
-
Juster, F.T.1
Wachtel, P.2
-
26
-
-
84974126707
-
Consumption and living standards in China, 1978-83
-
Lardy, N.R. (1984), 'Consumption and living standards in China, 1978-83', China Quarterly, 100, 849-865.
-
(1984)
China Quarterly
, vol.100
, pp. 849-865
-
-
Lardy, N.R.1
-
27
-
-
0002498578
-
Econometric policy evaluation: A critique
-
Brunner, K. and A.N. Meltzer, eds., North Holland, Amsterdam
-
Lucas, R. (1976), 'Econometric policy evaluation: a critique', in Brunner, K. and A.N. Meltzer, eds., The Phillips Curve and Labour Markets, North Holland, Amsterdam.
-
(1976)
The Phillips Curve and Labour Markets
-
-
Lucas, R.1
-
28
-
-
38149145734
-
Rationing, subsidies, and the ELES consumption function - An application to China
-
Martin, M.F. (1991), 'Rationing, subsidies, and the ELES consumption function - an application to China', Journal of Policy Modelling, 13, 301-308.
-
(1991)
Journal of Policy Modelling
, vol.13
, pp. 301-308
-
-
Martin, M.F.1
-
29
-
-
0011621177
-
The methodology of macroeconometric model comparisons
-
J. Kmenta and J.B. Ramsey, eds, Amsterdam North-Holland
-
McNees, S.K. (1981), 'The methodology of macroeconometric model comparisons', in J. Kmenta and J.B. Ramsey, eds, Large Scale Macroeconometric Models, Amsterdam North-Holland.
-
(1981)
Large Scale Macroeconometric Models
-
-
McNees, S.K.1
-
30
-
-
27144474413
-
The prediction performance of the FRB-MIT-PENN model of the US economy
-
Nelson, C.R. (1972), 'The prediction performance of the FRB-MIT-PENN model of the US economy', American Economic Review, 40, 123-137.
-
(1972)
American Economic Review
, vol.40
, pp. 123-137
-
-
Nelson, C.R.1
-
31
-
-
0007056449
-
A benchmark for accuracy of econometric forecasts of GNP
-
Nelson, C.R. (1984), 'A benchmark for accuracy of econometric forecasts of GNP', Business Economics, 19, 52-58.
-
(1984)
Business Economics
, vol.19
, pp. 52-58
-
-
Nelson, C.R.1
-
32
-
-
38249033525
-
Money and the consumption goods market in China
-
Portes, R. and Santorum, A. (1987), 'Money and the consumption goods market in China', Journal of Comparative Economics, 11, 354-371.
-
(1987)
Journal of Comparative Economics
, vol.11
, pp. 354-371
-
-
Portes, R.1
Santorum, A.2
-
33
-
-
84925928128
-
Disequilibrium estimates for consumption goods markets in centrally planned economies
-
Portes, R. and Winter, D. (1980), 'Disequilibrium estimates for consumption goods markets in centrally planned economies', Review of Economic Studies, 47, 137-159.
-
(1980)
Review of Economic Studies
, vol.47
, pp. 137-159
-
-
Portes, R.1
Winter, D.2
-
34
-
-
0001276638
-
Urban and Rural Household Saving in China
-
Qian, Y. (1988), 'Urban and Rural Household Saving in China', International Monetary Fund Staff Papers, 35, 592-627.
-
(1988)
International Monetary Fund Staff Papers
, vol.35
, pp. 592-627
-
-
Qian, Y.1
-
35
-
-
0042685893
-
Aggregate consumption and income in China - An econometric study
-
Qin, D. (1991), 'Aggregate consumption and income in China - an econometric study', Journal of Comparative Economics, 15, 132-141.
-
(1991)
Journal of Comparative Economics
, vol.15
, pp. 132-141
-
-
Qin, D.1
-
36
-
-
0000619128
-
Tests for specification errors in classical linear least squares regression analysis
-
Ramsey, J.B. (1969), 'Tests for specification errors in classical linear least squares regression analysis', Journal of the Royal Statistical Society, B, 31, 350-371.
-
(1969)
Journal of the Royal Statistical Society, B
, vol.31
, pp. 350-371
-
-
Ramsey, J.B.1
-
37
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
-
White, H. (1980), 'A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity', Ecnometrica, 48, 817-838.
-
(1980)
Ecnometrica
, vol.48
, pp. 817-838
-
-
White, H.1
-
38
-
-
38249032735
-
Bayesian analysis in econometrics
-
Zellner, A., (1988), 'Bayesian analysis in econometrics', Journal of Econometrics, 37(1), 27-50.
-
(1988)
Journal of Econometrics
, vol.37
, Issue.1
, pp. 27-50
-
-
Zellner, A.1
|