SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume
2 references·6 citing·19 second hop
Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume (1980)Finite Sample Theory and the Distribution…A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators (1977)A General Theorem in the Theo…First Order Autoregression: Inference, Estimation, and Prediction (1969)First Order Autoregression: I…Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdom (2000)Testing Dynamic Specification…Stochastic Specification in an Aggregate Demand Model of the United Kingdom (2000)Stochastic Specification in a…On the Time‐Series Approach to Econometric Model Building (2000)On the Time‐Series Approach t…Liquidity and Inflation Effects on Consumers' Expenditure (2000)Liquidity and Inflation Effec…Econometrics – Alchemy or Science? (2000)Econometrics – Alchemy or Sci…Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (2000)Econometric Modelling of the …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Structure of Scientific Revolutions (1963)Singapore: a Case Study in Rapid Development (1995)Housing Wealth, Credit Conditions and Consumption (2007)Dynamic panel estimation and homogeneity testing under cross section dependence (2003)Measuring and modeling systematic risk in factor pricing models using high-frequency data (2003)Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (2006)The sampling distribution of forecasts from a first-order autoregression (1979)An Asymptotic Expansion in the GARCH(l, 1) Model (1997)Multivariate moments expansion density: Application of the dynamic equicorrelation model (2016)The Determination of Expenditure On Consumer Durables (1980)The demand for English league football: a club-level analysis (1996)A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia (2005)Identifying the determinants of aggregate judicial performance: taxpayers’ money well spent? (2014)The Relationship between Interest Rates and Metal Price Movements (1980)Quantitative Forecasting-The State of the Art: Econometric Models (1985)Forecasting economic processes (1998)
this work references cited by second hop

References

  • 1969First Order Autoregression: Inference, Estimation, and Prediction192 cited
  • 1977A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators105 cited

Cited by

  • 2000Econometrics – Alchemy or Science?60 cited
  • 2000Stochastic Specification in an Aggregate Demand Model of the United Kingdom56 cited
  • 2000Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom26 cited
  • 2000On the Time‐Series Approach to Econometric Model Building25 cited
  • 2000Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdom19 cited
  • 2000Liquidity and Inflation Effects on Consumers' Expenditure14 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work