-
3
-
-
22544445114
-
Statistically significant forecasting improvements: How much out-of-sample data is likely necessary?
-
Ashley, R. (2003). 'Statistically Significant Forecasting Improvements: How Much Out-of-sample Data is Likely Necessary?', International Journal of Forecasting, Vol. 19, pp. 229-239.
-
(2003)
International Journal of Forecasting
, vol.19
, pp. 229-239
-
-
Ashley, R.1
-
4
-
-
12344260539
-
Tests for skewness, kurtosis and normality for time series data
-
Bai, J. and Ng, S. (2005). 'Tests for Skewness, Kurtosis and Normality for Time Series Data', Journal of Business and Economic Statistics, Vol. 23, pp. 49-60.
-
(2005)
Journal of Business and Economic Statistics
, vol.23
, pp. 49-60
-
-
Bai, J.1
Ng, S.2
-
5
-
-
0010015242
-
Aggregate expectation under the stable laws
-
Batchelor, R. (1981). 'Aggregate Expectation Under the Stable Laws', Journal of Econometrics, Vol. 16, pp. 199-210.
-
(1981)
Journal of Econometrics
, vol.16
, pp. 199-210
-
-
Batchelor, R.1
-
6
-
-
0002396040
-
Expectations, output and inflation
-
Batchelor, R. (1982). 'Expectations, Output and Inflation', European Economic Review, Vol. 17, pp. 1-25.
-
(1982)
European Economic Review
, vol.17
, pp. 1-25
-
-
Batchelor, R.1
-
7
-
-
33044502890
-
Conjonctures sectorielles et prévision à court terme de l'activité: L'apport de l'enquête de conjoncture dans les services
-
Bouton, F. and Erkel-Rousse, H. (2002). 'Conjonctures sectorielles et prévision à court terme de l'activité: l'apport de l'enquête de conjoncture dans les services', Économie et Statistique, Vol. 359-360, pp. 35-68.
-
(2002)
Économie et Statistique
, vol.359-360
, pp. 35-68
-
-
Bouton, F.1
Erkel-Rousse, H.2
-
8
-
-
3242880641
-
The theory of rationally heterogeneous expectations: Evidence from survey data on inflation expectations
-
Branch, W. A. (2004). 'The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations', Economic Journal, Vol. 114, pp. 592-621.
-
(2004)
Economic Journal
, vol.114
, pp. 592-621
-
-
Branch, W.A.1
-
9
-
-
84925895906
-
Inflation expectations
-
Carlson, J. A. and Parkin, M. (1975). 'Inflation Expectations', Economica, Vol. 42, pp. 123-138.
-
(1975)
Economica
, vol.42
, pp. 123-138
-
-
Carlson, J.A.1
Parkin, M.2
-
11
-
-
0008831609
-
Measurement errors and data estimation: The quantification of survey data
-
in I. Begg and S. G. B. Henry (eds), Cambridge, Cambridge University Press
-
Cunningham, A. W. F., Smith, R. J. and Weale, M. R. (1998). 'Measurement Errors and Data Estimation: the Quantification of Survey Data', in I. Begg and S. G. B. Henry (eds), Applied Economics and Public Policy, Cambridge, Cambridge University Press, pp. 41-58.
-
(1998)
Applied Economics and Public Policy
, pp. 41-58
-
-
Cunningham, A.W.F.1
Smith, R.J.2
Weale, M.R.3
-
12
-
-
1342324945
-
Transforming qualitative survey data: Performance comparisons for the UK
-
Driver, C. and Urga, G. (2004). 'Transforming Qualitative Survey Data: Performance Comparisons for the UK', Oxford Bulletin of Economics and Statistics, Vol. 66, pp. 71-90.
-
(2004)
Oxford Bulletin of Economics and Statistics
, vol.66
, pp. 71-90
-
-
Driver, C.1
Urga, G.2
-
13
-
-
38249002016
-
Constructing leading indicators from non-balanced sectoral business survey series
-
Entorf, H. (1993). 'Constructing Leading Indicators from Non-balanced Sectoral Business Survey Series', International Journal of Forecasting, Vol. 9, pp. 211-225.
-
(1993)
International Journal of Forecasting
, vol.9
, pp. 211-225
-
-
Entorf, H.1
-
14
-
-
2342571381
-
Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden markov model
-
Gregoir, S. and Lenglart, F. (2000). 'Measuring the Probability of a Business Cycle Turning Point by Using a Multivariate Qualitative Hidden Markov Model', Journal of Forecasting, Vol. 19, pp. 81-102.
-
(2000)
Journal of Forecasting
, vol.19
, pp. 81-102
-
-
Gregoir, S.1
Lenglart, F.2
-
15
-
-
33044499443
-
Une lecture enrichie des réponses aux enquêtes de conjoncture
-
Hild, F. (2002). 'Une lecture enrichie des réponses aux enquêtes de conjoncture', Économie et Statistique, Vol. 359-360, pp. 13-33.
-
(2002)
Économie et Statistique
, vol.359-360
, pp. 13-33
-
-
Hild, F.1
-
16
-
-
33044504305
-
A reinterpretation of direct tests of forecast rationality using business survey data
-
K. H. Oppenländer and G. Poser (eds), Aldershot, Avebury
-
Horvath, B., Nerlove, M. and Willson, D. (1992). A Reinterpretation of Direct Tests of Forecast Rationality Using Business Survey Data', in K. H. Oppenländer and G. Poser (eds), Business Cycle Analysis by Means of Economic Surveys: Part I, Aldershot, Avebury, pp. 131-154.
-
(1992)
Business Cycle Analysis by Means of Economic Surveys: Part I
, pp. 131-154
-
-
Horvath, B.1
Nerlove, M.2
Willson, D.3
-
18
-
-
0011476155
-
The predictive value of production expectations in manufacturing industry
-
Madsen, J. B. (1993). 'The Predictive Value of Production Expectations in Manufacturing Industry', Journal of Forecasting, Vol. 12, pp. 273-289.
-
(1993)
Journal of Forecasting
, vol.12
, pp. 273-289
-
-
Madsen, J.B.1
-
19
-
-
84986409312
-
A qualitative response analysis of UK firms' employment and output decisions
-
McIntosh, J., Schiantarelli, F. and Low, W. (1989). A Qualitative Response Analysis of UK Firms' Employment and Output Decisions', Journal of Applied Econometrics, Vol. 4, pp. 251-264.
-
(1989)
Journal of Applied Econometrics
, vol.4
, pp. 251-264
-
-
McIntosh, J.1
Schiantarelli, F.2
Low, W.3
-
20
-
-
0036000756
-
The use of non-normal distributions in quantifying qualitative survey data on expectations
-
Mitchell, J. (2002). 'The Use of Non-normal Distributions in Quantifying Qualitative Survey Data on Expectations', Economics Letters, Vol. 76, pp. 101-107.
-
(2002)
Economics Letters
, vol.76
, pp. 101-107
-
-
Mitchell, J.1
-
21
-
-
0036222680
-
Quantification of qualitative firm level survey data
-
Mitchell, J., Smith, R. J. and Weale, M. R. (2002). 'Quantification of Qualitative Firm Level Survey Data', Economic Journal, Vol. 112, pp. C117-C135.
-
(2002)
Economic Journal
, vol.112
-
-
Mitchell, J.1
Smith, R.J.2
Weale, M.R.3
-
23
-
-
0000614818
-
Expectations, plans, and realizations in theory and practice
-
Nerlove, M. (1983). 'Expectations, Plans, and Realizations in Theory and Practice', Econometrica, Vol. 51, pp. 1251-1279.
-
(1983)
Econometrica
, vol.51
, pp. 1251-1279
-
-
Nerlove, M.1
-
24
-
-
45949115029
-
Efficient estimation of limited dependent variable models with endogenous explanatory variables
-
Newey, W. K. (1987). 'Efficient Estimation of Limited Dependent Variable Models with Endogenous Explanatory Variables', Journal of Econometrics, Vol. 36, pp. 231-250.
-
(1987)
Journal of Econometrics
, vol.36
, pp. 231-250
-
-
Newey, W.K.1
-
25
-
-
70350096085
-
Large sample estimation and hypothesis testing
-
R. F. Engle and D. L. McFadden (eds), Amsterdam, North-Holland
-
Newey, W. K. and McFadden, D. L. (1994). 'Large Sample Estimation and Hypothesis Testing', in R. F. Engle and D. L. McFadden (eds), Handbook of Econometrics, Vol. IV, Amsterdam, North-Holland, pp. 2111-2245.
-
(1994)
Handbook of Econometrics
, vol.4
, pp. 2111-2245
-
-
Newey, W.K.1
McFadden, D.L.2
-
26
-
-
84979380739
-
Quarterly forecasts of the italian business cycle by means of monthly economic indicators
-
Parigi, G. and Schlitzer, G. (1995). 'Quarterly Forecasts of the Italian Business Cycle by Means of Monthly Economic Indicators', Journal of Forecasting, Vol. 14, pp. 117-141.
-
(1995)
Journal of Forecasting
, vol.14
, pp. 117-141
-
-
Parigi, G.1
Schlitzer, G.2
-
27
-
-
0003233525
-
Expectations formation and macroeconomic modelling
-
P. Malgrange and P. Muet (eds), Oxford, Blackwell
-
Pesaran, M. H. (1984). 'Expectations Formation and Macroeconomic Modelling', in P. Malgrange and P. Muet (eds), Contemporary Macroeconomic Modelling, Oxford, Blackwell, pp. 27-55.
-
(1984)
Contemporary Macroeconomic Modelling
, pp. 27-55
-
-
Pesaran, M.H.1
-
30
-
-
0001337623
-
An exogeneity test for a simultaneous equation tobit model with an application to labor supply
-
Smith, R. J. and Blundell, R. W. (1986). 'An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply', Econometrica, Vol. 54, pp. 679-685.
-
(1986)
Econometrica
, vol.54
, pp. 679-685
-
-
Smith, R.J.1
Blundell, R.W.2
-
31
-
-
84983836085
-
Alternative procedures for converting qualitative response data to quantitative expectations: An application to australian manufacturing
-
Smith, J. and McAleer, M. (1995). Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: an Application to Australian Manufacturing', Journal of Applied Econometrics, Vol. 10, pp. 165-185.
-
(1995)
Journal of Applied Econometrics
, vol.10
, pp. 165-185
-
-
Smith, J.1
McAleer, M.2
-
32
-
-
1642416606
-
Expectations, heterogeneous forecast errors, and consumption: Micro evidence from the michigan consumer sentiment surveys
-
Souleles, N. S. (2004). 'Expectations, Heterogeneous Forecast Errors, and Consumption: Micro Evidence from the Michigan Consumer Sentiment Surveys', Journal of Money, Credit and Banking, Vol. 36, pp. 39-72.
-
(2004)
Journal of Money, Credit and Banking
, vol.36
, pp. 39-72
-
-
Souleles, N.S.1
-
33
-
-
0008851978
-
The quantification of survey data on expectations
-
Wren-Lewis, S. (1985). The Quantification of Survey Data on Expectations', National Institute Economic Review, Vol. 113, pp. 39-49.
-
(1985)
National Institute Economic Review
, vol.113
, pp. 39-49
-
-
Wren-Lewis, S.1
|