-
1
-
-
0003582520
-
-
Oxford University Press, Oxford
-
Banerjee, A., Dolado, J. J., Galbraith, J. W. and Hendry, D. F. (1993). Co-integration, Error Correction and the Econometric Analysis of Non-Stationary Data, Oxford University Press, Oxford.
-
(1993)
Co-integration, Error Correction and the Econometric Analysis of Non-Stationary Data
-
-
Banerjee, A.1
Dolado, J.J.2
Galbraith, J.W.3
Hendry, D.F.4
-
5
-
-
0039930737
-
Towards a Theory of Economic Forecasting
-
Hargreaves, C. (ed.), Oxford University Press, Oxford
-
Clements, M. P. and Hendry, D. F. (1994b). 'Towards a Theory of Economic Forecasting', in Hargreaves, C. (ed.), Non-stationary Time-series Analyses and Cointegration, Oxford University Press, Oxford.
-
(1994)
Non-stationary Time-series Analyses and Cointegration
-
-
Clements, M.P.1
Hendry, D.F.2
-
7
-
-
0029481682
-
Macro-economic Forecasting and Modelling
-
Clements, M. P. and Hendry, D. F. (1995b). 'Macro-economic Forecasting and Modelling', Economic Journal, Vol. 105, pp. 1001-13.
-
(1995)
Economic Journal
, vol.105
, pp. 1001-1013
-
-
Clements, M.P.1
Hendry, D.F.2
-
8
-
-
0003361842
-
Forecasting in Macro-economies
-
Cox, D. R., Hinkley, D. V. and Barndorff-Nielsen, O. E. (eds.), Chapman and Hall, London
-
Clements, M. P. and Hendry, D. F. (1996). 'Forecasting in Macro-economies', in Cox, D. R., Hinkley, D. V. and Barndorff-Nielsen, O. E. (eds.), Time Series Models in Econometrics, Finance and Other Fields, Chapman and Hall, London.
-
(1996)
Time Series Models in Econometrics, Finance and Other Fields
-
-
Clements, M.P.1
Hendry, D.F.2
-
9
-
-
0001574653
-
Prediction by Exponentially Weighted Moving Averages and Related Methods
-
Cox, D. R. (1961). 'Prediction by Exponentially Weighted Moving Averages and Related Methods', Journal of the Royal Statistical Society B, Vol. 23, pp. 414-22.
-
(1961)
Journal of the Royal Statistical Society B
, vol.23
, pp. 414-422
-
-
Cox, D.R.1
-
10
-
-
85036258669
-
Distribution of the Esimators for Autoregressive Time Series with a Unit Root
-
Dickey, D. A. and Fuller, W. A. (1979). 'Distribution of the Esimators for Autoregressive Time Series with a Unit Root', Journal of the American Statistical Association, Vol. 74, pp. 427-31.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
11
-
-
0000472488
-
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
-
Dickey, D. A. and Fuller, W. A. (1981). 'Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root', Econometrica, Vol. 49, pp. 1057-72.
-
(1981)
Econometrica
, vol.49
, pp. 1057-1072
-
-
Dickey, D.A.1
Fuller, W.A.2
-
12
-
-
45949119851
-
Forecasting and Testing in Co-integrated Systems
-
Engle, R. F. and Yoo, B. S. (1987). 'Forecasting and Testing in Co-integrated Systems', Journal of Econometrics, Vol. 35, pp. 143-59.
-
(1987)
Journal of Econometrics
, vol.35
, pp. 143-159
-
-
Engle, R.F.1
Yoo, B.S.2
-
13
-
-
0002944736
-
On the Use of Multiple Models for Multi-period Forecasting
-
Findley, D. F. (1983). 'On the Use of Multiple Models for Multi-period Forecasting', ASA Proc. Bus. Econ. Sec., pp. 528-31.
-
(1983)
ASA Proc. Bus. Econ. Sec.
, pp. 528-531
-
-
Findley, D.F.1
-
15
-
-
84979400200
-
Comment on "On the Limitations of Comparing Mean Squared Forecast Errors", by Clements, M. P. and Hendry, D. F.
-
Granger, C. W. J. (1993). 'Comment on "On the Limitations of Comparing Mean Squared Forecast Errors", by Clements, M. P. and Hendry, D. F.', Journal of Forecasting, Vol. 12, pp. 651-52.
-
(1993)
Journal of Forecasting
, vol.12
, pp. 651-652
-
-
Granger, C.W.J.1
-
16
-
-
0002821574
-
Testing for a Unit Root in the Presence of Moving Average Errors
-
Hall, A. (1989). 'Testing for a Unit Root in the Presence of Moving Average Errors', Biometrika, Vol. 76, pp. 49-56.
-
(1989)
Biometrika
, vol.76
, pp. 49-56
-
-
Hall, A.1
-
19
-
-
70350165204
-
Monte Carlo Experimentation in Econometrics
-
Griliches, Z. and Intriligator, M. D. (eds.), Ch. 16, North-Holland, Amsterdam
-
Hendry, D. F. (1984). 'Monte Carlo Experimentation in Econometrics', in Griliches, Z. and Intriligator, M. D. (eds.), Handbook of Econometrics, Vol. 2-3, Ch. 16, North-Holland, Amsterdam.
-
(1984)
Handbook of Econometrics
, vol.2-3
-
-
Hendry, D.F.1
-
20
-
-
84981636129
-
Using PC-NAIVE in Teaching Econometrics
-
Hendry, D. F. (1990). 'Using PC-NAIVE in Teaching Econometrics', BULLETIN, Vol. 53, pp. 199-223.
-
(1990)
BULLETIN
, vol.53
, pp. 199-223
-
-
Hendry, D.F.1
-
22
-
-
0039871516
-
On a Theory of Intercept Corrections in Macro-economic Forecasting
-
Holly, S. (ed.), Edward Elgar, Aldershot
-
Hendry, D. F. and Clements, M. P. (1994b). 'On a Theory of Intercept Corrections in Macro-economic Forecasting', in Holly, S. (ed.), Money, Inflation and Employment: Essays in Honour of James Ball, Edward Elgar, Aldershot.
-
(1994)
Money, Inflation and Employment: Essays in Honour of James Ball
-
-
Hendry, D.F.1
Clements, M.P.2
-
23
-
-
0010915156
-
-
Institute of Economics and Statistics, University of Oxford
-
Hendry, D. F., Neale, A. J. and Ericsson, N. R. (1991). PC-NAIVE, An Interactive Program for Monte Carlo Experimentation in Econometrics. Version 6.0, Institute of Economics and Statistics, University of Oxford.
-
(1991)
PC-NAIVE, An Interactive Program for Monte Carlo Experimentation in Econometrics. Version 6.0
-
-
Hendry, D.F.1
Neale, A.J.2
Ericsson, N.R.3
-
25
-
-
17644394125
-
-
mimeo, Institute of Economics, Academia Sinica, Taipei, Taiwan
-
Lin, J.-L.. and Tsay, R. S. (1995). 'Co-integration and Forecasting', mimeo, Institute of Economics, Academia Sinica, Taipei, Taiwan.
-
(1995)
Co-integration and Forecasting
-
-
Lin, J.-L.1
Tsay, R.S.2
-
26
-
-
84981626222
-
A Note on Spurious Regressions with Integrated Moving Average Errors
-
Molinas, C. (1986). 'A Note on Spurious Regressions with Integrated Moving Average Errors', BULLETIN, Vol. 48, pp. 279-82.
-
(1986)
BULLETIN
, vol.48
, pp. 279-282
-
-
Molinas, C.1
-
27
-
-
17644361872
-
Future Developments in Forecasting. The Time Series Connexion
-
Ord, J. K. (1988). 'Future Developments in Forecasting. The Time Series Connexion', International Journal of Forecasting, Vol. 4, pp. 389-401.
-
(1988)
International Journal of Forecasting
, vol.4
, pp. 389-401
-
-
Ord, J.K.1
-
28
-
-
84979431962
-
Second-generation Time Series Models: A Comment on "Some Advances in Non-linear and Adaptive Modelling in Time Series", by Tiao and Tsay
-
Peña, D. (1994). 'Second-generation Time Series Models: A Comment on "Some Advances in Non-linear and Adaptive Modelling in Time Series", by Tiao and Tsay', Journal of Forecasting, Vol. 13, pp. 133-40.
-
(1994)
Journal of Forecasting
, vol.13
, pp. 133-140
-
-
Peña, D.1
-
29
-
-
14844304843
-
On Monte Carlo Estimates of Moments that are Infinite
-
Basmann, R. L. and Rhodes, G. F. (eds.), Jai Press Inc., Greenwich, Connecticut
-
Sargan, J. D. (1982). 'On Monte Carlo Estimates of Moments that are Infinite', in Basmann, R. L. and Rhodes, G. F. (eds.), Advances in Econometrics: A Research Annual, Vol. 1, Jai Press Inc., Greenwich, Connecticut.
-
(1982)
Advances in Econometrics: A Research Annual
, vol.1
-
-
Sargan, J.D.1
-
30
-
-
84952511099
-
Tests for Unit Roots: A Monte Carlo Investigation
-
Schwert, G. W. (1989). 'Tests for Unit Roots: A Monte Carlo Investigation', Journal of Business and Economic Statistics, Vol. 7, pp. 147-59.
-
(1989)
Journal of Business and Economic Statistics
, vol.7
, pp. 147-159
-
-
Schwert, G.W.1
-
31
-
-
84984499875
-
On Multi-step Prediction Error Methods for Time Series Models
-
Stoica, P. and Nehorai, A. (1989). 'On Multi-step Prediction Error Methods for Time Series Models', Journal of Forecasting, Vol. 8, pp. 357-68.
-
(1989)
Journal of Forecasting
, vol.8
, pp. 357-368
-
-
Stoica, P.1
Nehorai, A.2
-
32
-
-
84979455306
-
Some Advances in Non-linear and Adaptive Modelling in Time Series
-
Tiao, G. C. and Tsay, R. S. (1994). 'Some Advances in Non-linear and Adaptive Modelling in Time Series', Journal of Forecasting, Vol. 13, pp. 109-31.
-
(1994)
Journal of Forecasting
, vol.13
, pp. 109-131
-
-
Tiao, G.C.1
Tsay, R.S.2
-
34
-
-
0001708718
-
Multi-step Estimation and Forecasting in Dynamic Models
-
Weiss, A. A. (1991). 'Multi-step Estimation and Forecasting in Dynamic Models', Journal of Econometrics, Vol. 48, pp. 135-49.
-
(1991)
Journal of Econometrics
, vol.48
, pp. 135-149
-
-
Weiss, A.A.1
-
35
-
-
70350333629
-
Estimating Time Series Models Using the Relevant Cost Function
-
Paper presented Department of Economics, University of Southern California
-
Weiss, A. A. (1995). 'Estimating Time Series Models Using the Relevant Cost Function', Paper presented at the NBER/NSF/Journal of Applied Econometrics Forecasting Seminar, Department of Economics, University of Southern California.
-
(1995)
NBER/NSF/Journal of Applied Econometrics Forecasting Seminar
-
-
Weiss, A.A.1
|