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Forecasting Engineering News-Record Construction Cost Index Using Multivariate Time Series Models
16 references·10 citing·23 second hop
Forecasting Engineering News-Record Construction Cost Index Using Multivariate Time Series Models (2013)Forecasting Engineering News-Record Const…Time Series Analysis of ENR Construction Cost Index (2010)Time Series Analysis of ENR C…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Investigating Causal Relation…Bureau of Labor Statistics Web Site (2000)Bureau of Labor Statistics We…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Predicting Changes in Construction Cost Indexes Using Neural Networks (1994)Predicting Changes in Constru…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (1978)Testing for Higher Order Seri…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Bibliometric Analysis of Granger Causality Studies (2023)Bibliometric Analysis of Gran…Pipeline Construction Cost Forecasting Using Multivariate Time Series Methods (2021)Pipeline Construction Cost Fo…Improving Accuracy in Predicting City-Level Construction Cost Indices by Combining Linear ARIMA and Nonlinear ANNs (2021)Improving Accuracy in Predict…Identifying impact of variables in deep learning models on bankruptcy prediction of construction contractors (2021)Identifying impact of variabl…Neural Networks Model for Prediction of Construction Material Prices in Egypt Using Macroeconomic Indicators (2020)Neural Networks Model for Pre…Cost Index Predictions for Construction Engineering Based on LSTM Neural Networks (2020)Cost Index Predictions for Co…Business Failure Prediction of Construction Contractors Using a LSTM RNN with Accounting, Construction Market, and Macroeconomic Variables (2019)Business Failure Prediction o…Forecasting Construction Material Prices Using Vector Error Correction Model (2018)Forecasting Construction Mate…Predicting ENR Construction Cost Index Using Machine-Learning Algorithms (2016)Predicting ENR Construction C…Hybrid Computational Model for Forecasting Taiwan Construction Cost Index (2014)Hybrid Computational Model fo…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Causal Ordering and Identifiability (1977)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Testing for Granger non-causality in heterogeneous panels (2012)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Oil and the Macroeconomy since World War II (1983)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 1978Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables786 cited

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2000
Bureau of Labor Statistics Web Site
181 cited
  • 2010Time Series Analysis of ENR Construction Cost Index152 cited
  • 1994Predicting Changes in Construction Cost Indexes Using Neural Networks116 cited
  • Cited by

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    • 2021Improving Accuracy in Predicting City-Level Construction Cost Indices by Combining Linear ARIMA and Nonlinear ANNs65 cited
    • 2014Hybrid Computational Model for Forecasting Taiwan Construction Cost Index57 cited
    • 2016Predicting ENR Construction Cost Index Using Machine-Learning Algorithms56 cited
    • 2019Business Failure Prediction of Construction Contractors Using a LSTM RNN with Accounting, Construction Market, and Macroeconomic Variables47 cited
    • 2020Cost Index Predictions for Construction Engineering Based on LSTM Neural Networks41 cited
    • 2021Pipeline Construction Cost Forecasting Using Multivariate Time Series Methods41 cited
    • 2021Identifying impact of variables in deep learning models on bankruptcy prediction of construction contractors28 cited
    • 2023Bibliometric Analysis of Granger Causality Studies16 cited