-
1
-
-
0000605034
-
Blue chip rationality tests
-
Batchelor, R., and Dua, P. (1991),"Blue Chip Rationality Tests," Journal of Money, Credit and Banking, 23, 692-705.
-
(1991)
Journal of Money, Credit and Banking
, vol.23
, pp. 692-705
-
-
Batchelor, R.1
Dua, P.2
-
3
-
-
0040338041
-
-
Working Paper 92-4, University of Hawaii, Dept. of Economics
-
Bonham, C. S., and Cohen, R. H. (1992),"The Rationality of Price Forecasts: Correct Tests Using Micro Data," Working Paper 92-4, University of Hawaii, Dept. of Economics.
-
(1992)
The Rationality of Price Forecasts: Correct Tests Using Micro Data
-
-
Bonham, C.S.1
Cohen, R.H.2
-
5
-
-
70350118398
-
Chapter 22: Panel data
-
eds. Z. Griliches and M. D. Intriligator, Amsterdam: North-Holland
-
Chamberlain, G. (1984),"Chapter 22: Panel Data," in Handbook of Econometrics (Vol. II), eds. Z. Griliches and M. D. Intriligator, Amsterdam: North-Holland, pp. 1247-1313.
-
(1984)
Handbook of Econometrics
, vol.2
, pp. 1247-1313
-
-
Chamberlain, G.1
-
6
-
-
45249128876
-
Combining forecasts: A review and annotated bibliography
-
Clemen, R. T. (1989),"Combining Forecasts: A Review and Annotated Bibliography," International Journal of Forecasting, 5, 559-584.
-
(1989)
International Journal of Forecasting
, vol.5
, pp. 559-584
-
-
Clemen, R.T.1
-
8
-
-
0013182141
-
The livingston survey: Still useful after all these years
-
March/April
-
_ (1997),"The Livingston Survey: Still Useful After All These Years," Business Review, Federal Reserve Bank of Philadelphia, March/April, 1-13.
-
(1997)
Business Review, Federal Reserve Bank of Philadelphia
, pp. 1-13
-
-
-
9
-
-
0039153639
-
A new framework for testing rationality and measuring aggregate shocks using panel data
-
Davies, A., and Lahiri, K. (1995),"A New Framework for Testing Rationality and Measuring Aggregate Shocks Using Panel Data," Journal of Econometrics, 68, 205-227.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 205-227
-
-
Davies, A.1
Lahiri, K.2
-
10
-
-
0039746063
-
Rational expectations, informational efficiency, and tests using survey data: A comment
-
Dietrich, J. K., and Joines, D. H. (1983),"Rational Expectations, Informational Efficiency, and Tests Using Survey Data: A Comment," The Review of Economic and Statistics, 65, 525-529.
-
(1983)
The Review of Economic and Statistics
, vol.65
, pp. 525-529
-
-
Dietrich, J.K.1
Joines, D.H.2
-
12
-
-
0002509624
-
The formation of inflationary expectations
-
Figlewski, S., and Wachtel, P. (1981),"The Formation of Inflationary Expectations," The Review of Economic and Statistics, 63, 1-10.
-
(1981)
The Review of Economic and Statistics
, vol.63
, pp. 1-10
-
-
Figlewski, S.1
Wachtel, P.2
-
13
-
-
0039746063
-
Rational expectations, informational efficiency, and tests using survey data: A reply
-
_ (1983),"Rational Expectations, Informational Efficiency, and Tests Using Survey Data: A Reply," The Review of Economic and Statistics, 65, 529-531.
-
(1983)
The Review of Economic and Statistics
, vol.65
, pp. 529-531
-
-
-
14
-
-
0000414660
-
Large sample properties of generalized method of moments estimators
-
Hansen, L. P. (1982),"Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, 50, 1029-1054.
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, L.P.1
-
16
-
-
0003981743
-
-
London: Macmillan
-
Holden, K., Peel, D. A., and Thompson, J. L. (1985), Expectations: Theory and Evidence, London: Macmillan.
-
(1985)
Expectations: Theory and Evidence
-
-
Holden, K.1
Peel, D.A.2
Thompson, J.L.3
-
17
-
-
0003559593
-
-
Cambridge, U.K.: Cambridge University Press
-
Hsiao, C. (1986), Analysis of Panel Data, Cambridge, U.K.: Cambridge University Press.
-
(1986)
Analysis of Panel Data
-
-
Hsiao, C.1
-
19
-
-
0004113690
-
-
New York: Wiley
-
Judge, G. G., Hill, R. C., Griffiths, W. E., Lütkepohl, H., and Lee, T. C. (1988), Introduction to the Theory and Practice of Econometrics, New York: Wiley.
-
(1988)
Introduction to the Theory and Practice of Econometrics
-
-
Judge, G.G.1
Hill, R.C.2
Griffiths, W.E.3
Lütkepohl, H.4
Lee, T.C.5
-
20
-
-
0001354926
-
Testing the rationality of price forecasts: New evidence from panel data
-
Keane, M. P., and Runkle, D. E. (1990),"Testing the Rationality of Price Forecasts: New Evidence From Panel Data," American Economic Review, 80, 714-735.
-
(1990)
American Economic Review
, vol.80
, pp. 714-735
-
-
Keane, M.P.1
Runkle, D.E.2
-
21
-
-
0003413408
-
-
Working Paper 5284, National Bureau of Economic Research, Cambridge, MA
-
Lamont, O. (1995),"Macroeconomic Forecasts and Macroeconomic Forecasters," Working Paper 5284, National Bureau of Economic Research, Cambridge, MA.
-
(1995)
Macroeconomic Forecasts and Macroeconomic Forecasters
-
-
Lamont, O.1
-
22
-
-
0001579082
-
Tests of the rational expectations hypothesis
-
Lovell, M. C. (1986),"Tests of the Rational Expectations Hypothesis," American Economic Review, 76, 1 10-124.
-
(1986)
American Economic Review
, vol.76
, pp. 110-124
-
-
Lovell, M.C.1
-
23
-
-
0001281286
-
Rational expectations and the theory of price movements
-
Muth, J. F. (1961),"Rational Expectations and the Theory of Price Movements," Econometrica, 29, 315-335.
-
(1961)
Econometrica
, vol.29
, pp. 315-335
-
-
Muth, J.F.1
-
24
-
-
49049143455
-
Trends and random walks in macroeconomic time series
-
Nelson, C. R., and Plosser, C. I. (1982),"Trends and Random Walks in Macroeconomic Time Series," Journal of Monetary Economics, 10, 139-162.
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 139-162
-
-
Nelson, C.R.1
Plosser, C.I.2
-
25
-
-
0011670625
-
An empirical analysis of expected stock price movements
-
Pearce, D. K. (1984),"An Empirical Analysis of Expected Stock Price Movements," Journal of Money, Credit and Banking, 16, 317-327.
-
(1984)
Journal of Money, Credit and Banking
, vol.16
, pp. 317-327
-
-
Pearce, D.K.1
-
27
-
-
58149365138
-
Estimating long-run relationships from dynamic heterogeneous panels
-
Pesaran, H., and Smith, R. (1995),"Estimating Long-Run Relationships from Dynamic Heterogeneous Panels," Journal of Econometrics, 68, 79-113.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 79-113
-
-
Pesaran, H.1
Smith, R.2
-
28
-
-
0040338031
-
-
mimeo, Yale University, Cowles Foundation for Research in Economics
-
Phillips, P. C. B., and Moon, H. (1997),"Linear Regression Limit Theory for Nonstationary Panel Data," mimeo, Yale University, Cowles Foundation for Research in Economics.
-
(1997)
Linear Regression Limit Theory for Nonstationary Panel Data
-
-
Phillips, P.C.B.1
Moon, H.2
-
29
-
-
0000769775
-
Asymptotic properties of least squares estimators of cointegrating vectors
-
Stock, J. H. (1987),"Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors," Econometrica, 55, 1035-1056.
-
(1987)
Econometrica
, vol.55
, pp. 1035-1056
-
-
Stock, J.H.1
-
31
-
-
0000680380
-
The structure of expectations of the weekly money supply announcement
-
Urich, T., and Wachtel, P. (1984),"The Structure of Expectations of the Weekly Money Supply Announcement," Journal of Monetary Economics, 13, 183-194.
-
(1984)
Journal of Monetary Economics
, vol.13
, pp. 183-194
-
-
Urich, T.1
Wachtel, P.2
-
32
-
-
0003243160
-
Asymptotic normality, when regressors have a unit root
-
West, K. D. (1988),"Asymptotic Normality, When Regressors Have a Unit Root," Econometrica, 56, 1397-1417.
-
(1988)
Econometrica
, vol.56
, pp. 1397-1417
-
-
West, K.D.1
-
33
-
-
0000808241
-
Rational expectations and macroeconomic forecasts
-
Zarnowitz, V. (1985),"Rational Expectations and Macroeconomic Forecasts," Journal of Business & Economic Statistics, 3, 293-311.
-
(1985)
Journal of Business & Economic Statistics
, vol.3
, pp. 293-311
-
-
Zarnowitz, V.1
-
34
-
-
0002967545
-
Twenty-two years of the NBER-ASA quarterly economic outlook surveys: Aspects and comparisons of forecasting performance
-
eds. J. H. Stock and M. W. Watson, Chicago: University of Chicago Press
-
Zarnowitz, V., and Braun, P. (1993),"Twenty-Two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance," in Business Cycles, Indicators, and Forecasting, eds. J. H. Stock and M. W. Watson, Chicago: University of Chicago Press, pp. 11-93.
-
(1993)
Business Cycles, Indicators, and Forecasting
, pp. 11-93
-
-
Zarnowitz, V.1
Braun, P.2
-
35
-
-
84946357749
-
An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias
-
Zellner, A. (1962a),"An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias," Journal of the American Statistical Association, 57, 348-368.
-
(1962)
Journal of the American Statistical Association
, vol.57
, pp. 348-368
-
-
Zellner, A.1
-
36
-
-
84980118299
-
Estimation of cross-section relations: Analysis of a common specification error
-
_ (1962b),"Estimation of Cross-Section Relations: Analysis of a Common Specification Error," Metroeconomica, 14, 111-117.
-
(1962)
Metroeconomica
, vol.14
, pp. 111-117
-
-
|