-
1
-
-
0000209591
-
Optimal tests when a nuisance parameter is present only under the alternative
-
Andrews, D. W. K. and Ploeberger, W. (1994). 'Optimal tests when a nuisance parameter is present only under the alternative', Econometrica, Vol. 62, pp. 1383-1414.
-
(1994)
Econometrica
, vol.62
, pp. 1383-1414
-
-
Andrews, D.W.K.1
Ploeberger, W.2
-
2
-
-
0039729177
-
Fiscal forecasting: The track record of IMF, OECD and EC
-
Artis, M. and Marcellino, M. (2001). 'Fiscal forecasting: the track record of IMF, OECD and EC', Econometrics Journal, Vol. 4, pp. s20-s36.
-
(2001)
Econometrics Journal
, vol.4
-
-
Artis, M.1
Marcellino, M.2
-
7
-
-
0030356207
-
Efficient tests for an autoregressive unit root
-
Elliott, G., Rothenberg, T. J. and Stock, J. H. (1996). 'Efficient tests for an autoregressive unit root', Econometrica, Vol. 64, pp. 813-836.
-
(1996)
Econometrica
, vol.64
, pp. 813-836
-
-
Elliott, G.1
Rothenberg, T.J.2
Stock, J.H.3
-
10
-
-
0024880831
-
Multilayer feedforward networks are universal approximates
-
Hornik, K., Stinchcombe, M. and White, H. (1989). 'Multilayer feedforward networks are universal approximates', Neural Networks, Vol. 2, pp. 359-366.
-
(1989)
Neural Networks
, vol.2
, pp. 359-366
-
-
Hornik, K.1
Stinchcombe, M.2
White, H.3
-
11
-
-
1342298439
-
Instability and non-linearity in the EMU
-
Marcellino, M. (2002a). 'Instability and non-linearity in the EMU', CEPR WP 3312.
-
(2002)
CEPR WP
, vol.3312
-
-
Marcellino, M.1
-
12
-
-
85039573975
-
Forecasting EMU macroeconomic variables
-
CEPR WP 3529
-
Marcellino, M. (2002b). 'Forecasting EMU macroeconomic variables', CEPR WP 3529 (forthcoming in the International Journal of Forecasting).
-
(2002)
International Journal of Forecasting
-
-
Marcellino, M.1
-
13
-
-
23844538218
-
-
mimeo, Università Bocconi, Harvard University and Princeton University
-
Marcellino, M., Stock, J. H. and Watson, M. W. (2000). 'A dynamic factor analysis of the Euro area', mimeo, Università Bocconi, Harvard University and Princeton University.
-
(2000)
A Dynamic Factor Analysis of the Euro Area
-
-
Marcellino, M.1
Stock, J.H.2
Watson, M.W.3
-
14
-
-
0037307624
-
Macroeconomic forecasting in the Euro area: Country specific versus Euro wide information
-
Marcellino, M., Stock, J. H. and Watson, M. W. (2003). 'Macroeconomic forecasting in the Euro area: country specific versus Euro wide information', European Economic Review, Vol. 47, pp. 1-18.
-
(2003)
European Economic Review
, vol.47
, pp. 1-18
-
-
Marcellino, M.1
Stock, J.H.2
Watson, M.W.3
-
15
-
-
84984426556
-
The accuracy of extrapolation (time series) methods: Results of a forecasting competition
-
Makridakis, S. Anderson, A., Carbonne, R., Fildes, R., Hibon, M., Lewandowski, R., Newton, J., Parzen, E. and Winkler, R. (1982). 'The accuracy of extrapolation (time series) methods: Results of a forecasting competition', Journal of Forecasting, Vol. 1, pp. 111-153.
-
(1982)
Journal of Forecasting
, vol.1
, pp. 111-153
-
-
Makridakis, S.1
Anderson, A.2
Carbonne, R.3
Fildes, R.4
Hibon, M.5
Lewandowski, R.6
Newton, J.7
Parzen, E.8
Winkler, R.9
-
16
-
-
0001210302
-
A comparison of autoregressive univariate forecasting procedures for macroeconomic time series
-
Meese, R. and Geweke, J. (1984). A comparison of autoregressive univariate forecasting procedures for macroeconomic time series', Journal of Business and Economic Statistics, Vol. 2, pp. 191-200.
-
(1984)
Journal of Business and Economic Statistics
, vol.2
, pp. 191-200
-
-
Meese, R.1
Geweke, J.2
-
18
-
-
0031329532
-
A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks
-
Swanson, N. R. and White, H. (1997). 'A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks', Review of Economics and Statistics, Vol. 79, pp. 540-550.
-
(1997)
Review of Economics and Statistics
, vol.79
, pp. 540-550
-
-
Swanson, N.R.1
White, H.2
-
19
-
-
0003355455
-
Modelling economic relationships with smooth transition regressions
-
Ullah, A. and Giles, D. E. A. (eds), Marcel Dekker, New York
-
Terasvirta, T. (1998). 'Modelling economic relationships with smooth transition regressions', in Ullah, A. and Giles, D. E. A. (eds), Handbook of Applied Economic Statistics, Marcel Dekker, New York, pp. 507-552.
-
(1998)
Handbook of Applied Economic Statistics
, pp. 507-552
-
-
Terasvirta, T.1
-
20
-
-
0000110667
-
Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case
-
Tiao, G. C. and Xu, D. (1993). 'Robustness of maximum likelihood estimates for multi-step predictions: the exponential smoothing case', Biometrika, Vol. 80, pp. 623-641.
-
(1993)
Biometrika
, vol.80
, pp. 623-641
-
-
Tiao, G.C.1
Xu, D.2
-
21
-
-
17644393590
-
VAR, error correction and pretest forecasts at long horizons
-
Stock, J. H. (1996). 'VAR, error correction and pretest forecasts at long horizons', Oxford Bulletin of Economics and Statistics, Vol. 58, pp. 685-701.
-
(1996)
Oxford Bulletin of Economics and Statistics
, vol.58
, pp. 685-701
-
-
Stock, J.H.1
-
22
-
-
0030528942
-
Evidence on structural instability in macroeconomic time series relations
-
Stock, J. H. and Watson, M. W. (1996). 'Evidence on structural instability in macroeconomic time series relations', Journal of Business and Economic Statistics, Vol. 14, pp. 11-30.
-
(1996)
Journal of Business and Economic Statistics
, vol.14
, pp. 11-30
-
-
Stock, J.H.1
Watson, M.W.2
-
23
-
-
0012675693
-
A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series
-
Engle, R. and White, R. (eds), Oxford University Press, Oxford
-
Stock, J. H. and Watson, M. W. (1999). 'A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series', in Engle, R. and White, R. (eds), Cointegration, Causality, and Forecasting: A Festschrift in Honor of Clive W. J. Granger, Oxford University Press, Oxford, pp. 1-44.
-
(1999)
Cointegration, Causality, and Forecasting: A Festschrift in Honor of Clive W. J. Granger
, pp. 1-44
-
-
Stock, J.H.1
Watson, M.W.2
|