Chapter 1: A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series Chapter 2: A Multivariate Time Series Analysis of the Data Revision Process for Industrial Production and the Composite Leading Indicator Chapter 3: Evaluating Density Forecasts: The Survey of Professional Forecasters Chapter 4: Ranking Competing Multi-step Forecasts Chapter 5: The Pervasiveness of Granger Causality in Econometrics Chapter 6: A Class for Tests for Integration and Cointegration Chapter 7: Order Selection in Testing for the Cointegration Rank of a VAR Process Chapter 8: Granger's Representation Theorem and Multicointegration Chapter 9: Dimensionality Effect in Cointegration Analysis Chapter 10: Testing DHSY as a Restricted Conditional Model of a Trivariate Seasonally Integrated System Chapter 11: A Unit Root Test in the Presence of Structural Changes in I(1) and I(0) Models Chapter 12: Investigating Inflation Transmission by Stages of Processing Chapter 13: Price Convergence in the Medium and Long Run: an I(2) Analysis of Six Price Indices Chapter 14: M-testing using Finite and Infinite Dimensional Parameter Estimators Chapter 15: Asymptotic Properties of Some Specification Tests in Linear Models with Integrated Processes Chapter 16: Residual Variance Estimates and Order Determination in Panels of Intercorrelated Autoregressive Time Series Chapter 17: Partial Pooling: a Possible Answer to 'To Pool or not to Pool' Chapter 18: A Simultaneous Binary Choice/Count Model with an Application to Credit Card Approvals Chapter 19: Statistical Properties of the Asymmetric Power ARCH Process Chapter 20: A Long-run and Short-run Component Model of Stock Return Volatility
Stored only when both papers are in the corpus — 313 citations exist upstream.
Imported from OpenAlex (CC0) — nothing here is generated.