메뉴 건너뛰기




Volumn 3, Issue , 2008, Pages 3-39

Forecasting annual UK inflation using an econometric model over 1875-1991

Author keywords

Forecasting; Structural breaks; UK inflation

Indexed keywords


EID: 84856725041     PISSN: 15748715     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1574-8715(07)00201-1     Document Type: Review
Times cited : (9)

References (106)
  • 1
    • 0001758906 scopus 로고
    • Heteroskedasticity and autocorrelation consistent covariance matrix estimation
    • Andrews, D.W.K. (1991), Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Econometrica 59, 817-858.
    • (1991) Econometrica , vol.59 , pp. 817-858
    • Andrews, D.W.K.1
  • 3
    • 0036335816 scopus 로고    scopus 로고
    • Stock return predictability and model uncertainty
    • Avramov, D. (2002), Stock return predictability and model uncertainty. Journal of Financial Economics 64, 423-458.
    • (2002) Journal of Financial Economics , vol.64 , pp. 423-458
    • Avramov, D.1
  • 7
    • 84954239903 scopus 로고    scopus 로고
    • Multi-step forecasting
    • Clements, M.P., Hendry, D.F. (Eds.), Blackwell, Oxford
    • Bhansali, R.J. (2002), Multi-step forecasting. In: Clements, M.P., Hendry, D.F. (Eds.), A Companion to Economic Forecasting. Blackwell, Oxford, pp. 206-221.
    • (2002) A Companion to Economic Forecasting , pp. 206-221
    • Bhansali, R.J.1
  • 8
    • 42449156579 scopus 로고
    • Generalized autoregressive conditional heteroskedasticity
    • Bollerslev, T. (1986), Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 51, 307-327.
    • (1986) Journal of Econometrics , vol.51 , pp. 307-327
    • Bollerslev, T.1
  • 10
    • 84962992067 scopus 로고
    • Econometric evaluation of linear macroeconomic model
    • Chong, Y.Y., Hendry, D.F. (1986), Econometric evaluation of linear macroeconomic model. Review of Economic Studies 53, 671-690.
    • (1986) Review of Economic Studies , vol.53 , pp. 671-690
    • Chong, Y.Y.1    Hendry, D.F.2
  • 11
    • 0001369142 scopus 로고
    • 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
  • 12
    • 45249128876 scopus 로고
    • Combining forecasts: A review and annotated bibliography
    • Clemen, R.T. (1989), Combining forecasts: a review and annotated bibliography. International Journal of Forecasting 5, 559-583.
    • (1989) International Journal of Forecasting , vol.5 , pp. 559-583
    • Clemen, R.T.1
  • 13
    • 6344265534 scopus 로고    scopus 로고
    • Evaluating the Bank of England density forecasts of inflation
    • Clements, M.P. (2004), Evaluating the Bank of England density forecasts of inflation. Economic Journal 114, 844-866.
    • (2004) Economic Journal , vol.114 , pp. 844-866
    • Clements, M.P.1
  • 14
    • 54949148109 scopus 로고    scopus 로고
    • Combining predictors and combining information in modelling: Forecasting US recession probabilities and output growth
    • Milas, C., Rothman, P., van Dijk, D. (Eds.), Elsevier, Amsterdam
    • Clements, M.P., Galvão, A.B. (2006), Combining predictors and combining information in modelling: forecasting US recession probabilities and output growth. In: Milas, C., Rothman, P., van Dijk, D. (Eds.), Contributions to Economic Analysis Series: Nonlinear Times Series Analysis of Business Cycles. Elsevier, Amsterdam, pp. 55-73.
    • (2006) Contributions to Economic Analysis Series: Nonlinear Times Series Analysis of Business Cycles , pp. 55-73
    • Clements, M.P.1    Galvão, A.B.2
  • 15
    • 54949110193 scopus 로고    scopus 로고
    • Macroeconomic forecasting with mixed frequency data: Forecasting US output growth
    • in press
    • Clements, M.P., Galvão, A.B. (2008). Macroeconomic forecasting with mixed frequency data: forecasting US output growth. Journal of Business and Economic Statistics, in press.
    • (2008) Journal of Business and Economic Statistics
    • Clements, M.P.1    Galvão, A.B.2
  • 16
    • 34248625602 scopus 로고
    • On the limitations of comparing mean squared forecast errors
    • Clements, M.P., Hendry, D.F. (1993), On the limitations of comparing mean squared forecast errors. Journal of Forecasting 12, 617-637.
    • (1993) Journal of Forecasting , vol.12 , pp. 617-637
    • Clements, M.P.1    Hendry, D.F.2
  • 18
    • 0003361842 scopus 로고    scopus 로고
    • Forecasting in macro-economics
    • Cox, D.R., Hinkley, D.V., Barnsdorff-Nielsen, O.E. (Eds.), Chapman and Hall, London
    • Clements, M.P., Hendry, D.F. (1996a), Forecasting in macro-economics. In: Cox, D.R., Hinkley, D.V., Barnsdorff-Nielsen, O.E. (Eds.), Time Series Models: In Econometrics, Finance and Other Fields. Chapman and Hall, London, pp. 101-141.
    • (1996) Time Series Models: In Econometrics, Finance and Other Fields , pp. 101-141
    • Clements, M.P.1    Hendry, D.F.2
  • 23
    • 0000776485 scopus 로고    scopus 로고
    • On winning forecasting competitions in economics
    • Clements, M.P., Hendry, D.F. (1999b), On winning forecasting competitions in economics. Spanish Economic Review 1, 123-160.
    • (1999) Spanish Economic Review , vol.1 , pp. 123-160
    • Clements, M.P.1    Hendry, D.F.2
  • 25
    • 0002002263 scopus 로고    scopus 로고
    • Forecasting with difference-stationary and trend-stationary models
    • Clements, M.P., Hendry, D.F. (2001b), Forecasting with difference-stationary and trend-stationary models. Econometrics Journal 4, S1-S19.
    • (2001) Econometrics Journal , vol.4
    • Clements, M.P.1    Hendry, D.F.2
  • 27
    • 84954240645 scopus 로고    scopus 로고
    • Explaining forecast failure in macroeconomics
    • Clements, M.P., Hendry, D.F. (Eds.), Blackwell, Oxford
    • Clements, M.P., Hendry, D.F. (2002a), Explaining forecast failure in macroeconomics. In: Clements, M.P., Hendry, D.F. (Eds.), A Companion to Economic Forecasting. Blackwell, Oxford, pp. 539-571.
    • (2002) A Companion to Economic Forecasting , pp. 539-571
    • Clements, M.P.1    Hendry, D.F.2
  • 28
    • 0012128301 scopus 로고    scopus 로고
    • Modelling methodology and forecast failure
    • Clements, M.P., Hendry, D.F. (2002b), Modelling methodology and forecast failure. Econometrics Journal 5, 319-344.
    • (2002) Econometrics Journal , vol.5 , pp. 319-344
    • Clements, M.P.1    Hendry, D.F.2
  • 30
    • 67649383111 scopus 로고    scopus 로고
    • Forecasting with breaks
    • Elliott, G., Granger, C.W.J., Timmermann, A. (Eds.), Elsevier, Amsterdam
    • Clements, M.P., Hendry, D.F. (2006), Forecasting with breaks. In: Elliott, G., Granger, C.W.J., Timmermann, A. (Eds.), Handbook of Economic Forecasting. Elsevier, Amsterdam, pp. 605-657.
    • (2006) Handbook of Economic Forecasting , pp. 605-657
    • Clements, M.P.1    Hendry, D.F.2
  • 31
    • 0009401749 scopus 로고    scopus 로고
    • Evolving post World War II inflation dynamics
    • Bernanke, B.S., Rogoff, K.S. (Eds.), MIT Press, Cambridge, MA
    • Cogley, T., Sargent, T.J. (2001), Evolving post World War II inflation dynamics. In: Bernanke, B.S., Rogoff, K.S. (Eds.), NBER Macroeconomics Annual. MIT Press, Cambridge, MA, pp. 331-373.
    • (2001) NBER Macroeconomics Annual , pp. 331-373
    • Cogley, T.1    Sargent, T.J.2
  • 32
    • 16244417799 scopus 로고    scopus 로고
    • Drifts and volatilities: Monetary policies and outcomes in the post World War II US
    • Cogley, T., Sargent, T.J. (2005), Drifts and volatilities: monetary policies and outcomes in the post World War II US. Review of Economic Dynamics 8, 262-302.
    • (2005) Review of Economic Dynamics , vol.8 , pp. 262-302
    • Cogley, T.1    Sargent, T.J.2
  • 33
    • 0000824401 scopus 로고    scopus 로고
    • A real-time data set for macroeconomists
    • Croushore, D., Stark, T. (2001), A real-time data set for macroeconomists. Journal of Econometrics 105, 111-130.
    • (2001) Journal of Econometrics , vol.105 , pp. 111-130
    • Croushore, D.1    Stark, T.2
  • 34
    • 0242474618 scopus 로고    scopus 로고
    • A real-time data set for macroeconomics: Does the data vintage matter?
    • Croushore, D., Stark, T. (2003), A real-time data set for macroeconomics: does the data vintage matter? Review of Economics and Statistics 85, 605-617.
    • (2003) Review of Economics and Statistics , vol.85 , pp. 605-617
    • Croushore, D.1    Stark, T.2
  • 35
    • 70350347433 scopus 로고    scopus 로고
    • Forecast evaluation and combination
    • Maddala, G.S., Rao, C.R. (Eds.), Elsevier, Amsterdam
    • Diebold, F.X., Lopez, J.A. (1996), Forecast evaluation and combination. In: Maddala, G.S., Rao, C.R. (Eds.), Handbook of Statistics, vol. 14. Elsevier, Amsterdam, pp. 241-268.
    • (1996) Handbook of Statistics , vol.14 , pp. 241-268
    • Diebold, F.X.1    Lopez, J.A.2
  • 40
    • 0012166157 scopus 로고    scopus 로고
    • Equilibrium-correction versus differencing in macroeconomic forecasting
    • Eitrheim, Ø., Husebø, T.A., Nymoen, R. (1999), Equilibrium-correction versus differencing in macroeconomic forecasting. Economic Modelling 16, 515-544.
    • (1999) Economic Modelling , vol.16 , pp. 515-544
    • Eitrheim Ø1    Husebø, T.A.2    Nymoen, R.3
  • 41
    • 34248174989 scopus 로고    scopus 로고
    • Forecast combination and model averaging using predictive measures
    • Eklund, J., Karlsson, S. (2007), Forecast combination and model averaging using predictive measures. Econometric Reviews 26, 329-363.
    • (2007) Econometric Reviews , vol.26 , pp. 329-363
    • Eklund, J.1    Karlsson, S.2
  • 43
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation
    • Engle, R.F. (1982), Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation. Econometrica 50, 987-1007.
    • (1982) Econometrica , vol.50 , pp. 987-1007
    • Engle, R.F.1
  • 44
    • 29144434305 scopus 로고    scopus 로고
    • Predictable uncertainty
    • Clements, M.P., Hendry, D.F. (Eds.), Blackwell, Oxford
    • Ericsson, N.R. (2002), Predictable uncertainty. In: Clements, M.P., Hendry, D.F. (Eds.), A Companion to Economic Forecasting. Blackwell, Oxford, pp. 19-44.
    • (2002) A Companion to Economic Forecasting , pp. 19-44
    • Ericsson, N.R.1
  • 48
    • 21844526168 scopus 로고
    • The impact of empirical studies on time series analysis and forecasting
    • Fildes, R.A., Makridakis, S. (1995), The impact of empirical studies on time series analysis and forecasting. International Statistical Review 63, 289-308.
    • (1995) International Statistical Review , vol.63 , pp. 289-308
    • Fildes, R.A.1    Makridakis, S.2
  • 49
    • 84954209382 scopus 로고    scopus 로고
    • Forecasting competitions -their role in improving forecasting practice and research
    • Clements, M.P., Hendry, D.F. (Eds.), Blackwell, Oxford
    • Fildes, R.A., Ord, K. (2002), Forecasting competitions -their role in improving forecasting practice and research. In: Clements, M.P., Hendry, D.F. (Eds.), A Companion to Economic Forecasting. Blackwell, Oxford, pp. 322-353.
    • (2002) A Companion to Economic Forecasting , pp. 322-353
    • Fildes, R.A.1    Ord, K.2
  • 52
    • 0000681385 scopus 로고
    • Testing for higher order serial correlation in regression equations when the regressors include lagged dependent variables
    • Godfrey, L.G. (1978), Testing for higher order serial correlation in regression equations when the regressors include lagged dependent variables. Econometrica 46, 1303-1313.
    • (1978) Econometrica , vol.46 , pp. 1303-1313
    • Godfrey, L.G.1
  • 53
    • 84984516669 scopus 로고
    • Combining forecasts -twenty years later
    • Granger, C.W.J. (1989), Combining forecasts -twenty years later. Journal of Forecasting 8, 167-173.
    • (1989) Journal of Forecasting , vol.8 , pp. 167-173
    • Granger, C.W.J.1
  • 54
  • 55
    • 29144504385 scopus 로고    scopus 로고
    • Evaluating, comparing and combining density forecasts using the KLIC with an application to the Bank of England and NIESRC fan charts of inflation
    • Hall, S.,Mitchell, J. (2005), Evaluating, comparing and combining density forecasts using the KLIC with an application to the Bank of England and NIESRC fan charts of inflation. Oxford Bulletin of Economics and Statistics 67, 995-1033.
    • (2005) Oxford Bulletin of Economics and Statistics , vol.67 , pp. 995-1033
    • Hall, S.1    Mitchell, J.2
  • 56
    • 0001462579 scopus 로고
    • Testing for parameter instability in linear models
    • Hansen, B.E. (1992), Testing for parameter instability in linear models. Journal of Policy Modeling 14, 517-533.
    • (1992) Journal of Policy Modeling , vol.14 , pp. 517-533
    • Hansen, B.E.1
  • 59
    • 0035634068 scopus 로고    scopus 로고
    • Modelling UK inflation, 1875-1991
    • Hendry, D.F. (2001a), Modelling UK inflation, 1875-1991. Journal of Applied Econometrics 16, 255-275.
    • (2001) Journal of Applied Econometrics , vol.16 , pp. 255-275
    • Hendry, D.F.1
  • 60
    • 84889876420 scopus 로고    scopus 로고
    • How economists forecast
    • Hendry, D.F., Ericsson, N.R. (Eds.), MIT Press, Cambridge, MA
    • Hendry, D.F. (2001b), How economists forecast. In: Hendry, D.F., Ericsson, N.R. (Eds.), Understanding Economic Forecasts. MIT Press, Cambridge, MA, pp. 15-41.
    • (2001) Understanding Economic Forecasts , pp. 15-41
    • Hendry, D.F.1
  • 61
    • 33747871438 scopus 로고    scopus 로고
    • Robustifying forecasts from equilibrium-correction systems
    • Hendry, D.F. (2006), Robustifying forecasts from equilibrium-correction systems. Journal of Econometrics 135, 399-426.
    • (2006) Journal of Econometrics , vol.135 , pp. 399-426
    • Hendry, D.F.1
  • 66
    • 9744265710 scopus 로고    scopus 로고
    • Finding good predictors for inflation: A Bayesian model averaging approach
    • Jacobson, T., Karlsson, S. (2004), Finding good predictors for inflation: a Bayesian model averaging approach. Journal of Forecasting 23, 479-496.
    • (2004) Journal of Forecasting , vol.23 , pp. 479-496
    • Jacobson, T.1    Karlsson, S.2
  • 68
    • 84948865613 scopus 로고
    • On the rigor of some mis-specification tests for modelling dynamic relationships
    • Kiviet, J.F. (1986), On the rigor of some mis-specification tests for modelling dynamic relationships. Review of Economic Studies 53, 241-261.
    • (1986) Review of Economic Studies , vol.53 , pp. 241-261
    • Kiviet, J.F.1
  • 70
  • 72
    • 84984426556 scopus 로고
    • The accuracy of extrapolation (time series) methods: Results of a forecasting competition
    • Makridakis, S., Andersen, A., Carbone, R., Fildes, R.A. (1982), The accuracy of extrapolation (time series) methods: results of a forecasting competition. Journal of Forecasting 1, 111-153.
    • (1982) Journal of Forecasting , vol.1 , pp. 111-153
    • Makridakis, S.1    Andersen, A.2    Carbone, R.3    Fildes, R.A.4
  • 73
    • 0034288942 scopus 로고    scopus 로고
    • The M3-competition: Results, conclusions and implications
    • Makridakis, S., Hibon, M. (2000), The M3-competition: results, conclusions and implications. International Journal of Forecasting 16, 451-476.
    • (2000) International Journal of Forecasting , vol.16 , pp. 451-476
    • Makridakis, S.1    Hibon, M.2
  • 74
    • 67649346029 scopus 로고
    • The position of economics and economists in the government machine: A comparative critique of the United Kingdom and the Netherlands
    • Marris, R.L. (1954), The position of economics and economists in the government machine: a comparative critique of the United Kingdom and the Netherlands. Economic Journal 64, 759-783.
    • (1954) Economic Journal , vol.64 , pp. 759-783
    • Marris, R.L.1
  • 77
    • 0000209313 scopus 로고
    • Experience with forecasting univariate time series and the combination of forecasts
    • Newbold, P., Granger, C.W.J. (1974), Experience with forecasting univariate time series and the combination of forecasts. Journal of the Royal Statistical Society A 137, 131-146.
    • (1974) Journal of the Royal Statistical Society A , vol.137 , pp. 131-146
    • Newbold, P.1    Granger, C.W.J.2
  • 78
    • 84954206999 scopus 로고    scopus 로고
    • Forecasting combination and encompassing
    • Clements, M.P., Hendry, D.F. (Eds.), Blackwell, Oxford
    • Newbold, P., Harvey, D.I. (2002), Forecasting combination and encompassing. In: Clements, M.P., Hendry, D.F. (Eds.), A Companion to Economic Forecasting. Blackwell, Oxford, pp. 268-283.
    • (2002) A Companion to Economic Forecasting , pp. 268-283
    • Newbold, P.1    Harvey, D.I.2
  • 79
    • 0002925890 scopus 로고    scopus 로고
    • Monetary policy rules based on real-time data
    • Orphanides, A. (2001),Monetary policy rules based on real-time data. American Economic Review 91, 964-985.
    • (2001) American Economic Review , vol.91 , pp. 964-985
    • Orphanides, A.1
  • 80
    • 0010809780 scopus 로고
    • An integrated model of the data measurement and data generation processes with an application to consumers' expenditure
    • Patterson, K.D. (1995), An integrated model of the data measurement and data generation processes with an application to consumers' expenditure. Economic Journal 105, 54-76.
    • (1995) Economic Journal , vol.105 , pp. 54-76
    • Patterson, K.D.1
  • 82
    • 29144454344 scopus 로고    scopus 로고
    • Exploiting information in vintages of time-series data
    • Patterson, K.D. (2003), Exploiting information in vintages of time-series data. International Journal of Forecasting 19, 177-197.
    • (2003) International Journal of Forecasting , vol.19 , pp. 177-197
    • Patterson, K.D.1
  • 83
    • 84979182888 scopus 로고
    • The relation between unemployment and the rate of change of money wage rates in the United Kingdom, 1861-1957
    • Phillips, A.W.H. (1958), The relation between unemployment and the rate of change of money wage rates in the United Kingdom, 1861-1957. Economica 25, 283-299.
    • (1958) Economica , vol.25 , pp. 283-299
    • Phillips, A.W.H.1
  • 84
    • 0012843684 scopus 로고
    • Automated forecasts of Asia-Pacific economic activity
    • Phillips, P.C.B. (1995), Automated forecasts of Asia-Pacific economic activity. Asia-Pacific Economic Review 1, 92-102.
    • (1995) Asia-Pacific Economic Review , vol.1 , pp. 92-102
    • Phillips, P.C.B.1
  • 85
    • 0030374073 scopus 로고    scopus 로고
    • Econometric model determination
    • Phillips, P.C.B. (1996), Econometric model determination. Econometrica 64, 763-812.
    • (1996) Econometrica , vol.64 , pp. 763-812
    • Phillips, P.C.B.1
  • 86
    • 0000619128 scopus 로고
    • 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
  • 87
    • 17644377644 scopus 로고    scopus 로고
    • Econometric modelling of UK house prices using accelerated importance sampling
    • Richard, J.-F., Zhang, W. (1996), Econometric modelling of UK house prices using accelerated importance sampling. Oxford Bulletin of Economics and Statistics 58, 601-613.
    • (1996) Oxford Bulletin of Economics and Statistics , vol.58 , pp. 601-613
    • Richard, J.-F.1    Zhang, W.2
  • 89
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • Schwarz, G. (1978), Estimating the dimension of a model. Annals of Statistics 6, 461-464.
    • (1978) Annals of Statistics , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 91
    • 5844256393 scopus 로고
    • The relation between unemployment and the rate of change of money wage rates in the United Kingdom, 1851-1979
    • Paper presented, London School of Economics, London
    • Sleeman, A. (1981), The relation between unemployment and the rate of change of money wage rates in the United Kingdom, 1851-1979. Paper presented to the Atlantic Economic Society, London School of Economics, London.
    • (1981) The Atlantic Economic Society
    • Sleeman, A.1
  • 92
    • 0012675693 scopus 로고    scopus 로고
    • A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series
    • Engle, R.F., White, H. (Eds.), Oxford University Press, Oxford
    • Stock, J.H., Watson, M.W. (1999a), A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series. In: Engle, R.F., White, H. (Eds.), Cointegration, Causality, and Forecasting: A Festschrift in Honor of C.W.J. Granger. Oxford University Press, Oxford, pp. 1-44.
    • (1999) Cointegration, Causality, and Forecasting: A Festschrift in Honor of C.W.J. Granger , pp. 1-44
    • Stock, J.H.1    Watson, M.W.2
  • 96
    • 84896536224 scopus 로고
    • Wages and prices in the United Kingdom, 1862-1913: A reexamination of the Phillips curve
    • Paper presented, Oxford
    • Thomas, J.J. (1984),Wages and prices in the United Kingdom, 1862-1913: a reexamination of the Phillips curve. Paper presented to the ESRC Quantitative Economic History Study Group, Oxford.
    • (1984) The ESRC Quantitative Economic History Study Group
    • Thomas, J.J.1
  • 97
    • 84979381952 scopus 로고
    • The role of judgment in macroeconomic forecasting
    • Turner, D.S. (1990), The role of judgment in macroeconomic forecasting. Journal of Forecasting 9, 315-345.
    • (1990) Journal of Forecasting , vol.9 , pp. 315-345
    • Turner, D.S.1
  • 98
    • 0345388996 scopus 로고    scopus 로고
    • Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts
    • Wallis, K.F. (2003), Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts. International Journal of Forecasting 19, 165-176.
    • (2003) International Journal of Forecasting , vol.19 , pp. 165-176
    • Wallis, K.F.1
  • 99
    • 84979398682 scopus 로고
    • Sources of error in forecasts and expectations: UK economic models, 1984-1988
    • Wallis, K.F., Whitley, J.D. (1991), Sources of error in forecasts and expectations: UK economic models, 1984-1988. Journal of Forecasting 10, 231-253.
    • (1991) Journal of Forecasting , vol.10 , pp. 231-253
    • Wallis, K.F.1    Whitley, J.D.2
  • 104
    • 0001708718 scopus 로고
    • Multi-step estimation and forecasting in dynamic models
    • Weiss, A.A. (1991), Multi-step estimation and forecasting in dynamic models. Journal of Econometrics 48, 135-149.
    • (1991) Journal of Econometrics , vol.48 , pp. 135-149
    • Weiss, A.A.1
  • 105
    • 0000095552 scopus 로고
    • A heteroskedastic-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • White, H. (1980), A heteroskedastic-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48, 817-838.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.