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Empirical tests for identifying leading indicators of ENR Construction Cost Index
12 references·10 citing·31 second hop
Empirical tests for identifying leading indicators of ENR Construction Cost Index (2012)Empirical tests for identifying leading i…Time Series Analysis of ENR Construction Cost Index (2010)Time Series Analysis of ENR C…Modeling Cost Escalation in Large Infrastructure Projects (2006)Modeling Cost Escalation in L…Price discovery and volatility spillovers in the DJIA index and futures markets (1999)Price discovery and volatilit…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…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…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…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…Predicting City-Level Construction Cost Index Using Linear Forecasting Models (2020)Predicting City-Level Constru…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…Analysis of the Variability of Submitted Unit Price Bids for Asphalt Line Items in Highway Projects (2019)Analysis of the Variability o…Role of Predisaster Construction Market Conditions in Influencing Postdisaster Demand Surge (2018)Role of Predisaster Construct…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…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)THE POWER OF COINTEGRATION TESTS (1992)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)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)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Investment under Uncertainty (1994)Stochastic Forecast of Construction Cost Index Using a Cointegrated Vector Autoregression Model (2011)Estimation and prediction of construction cost index using neural networks, time series, and regression (2019)Neural network-based interval forecasting of construction material prices (2021)Measuring and Testing the Impact of News on Volatility (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico (2004)Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis (2011)Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre (2020)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)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)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Taking Time Seriously (2008)
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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
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 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
  • 1999Price discovery and volatility spillovers in the DJIA index and futures markets284 cited
  • 2010Time Series Analysis of ENR Construction Cost Index152 cited
  • 1994Predicting Changes in Construction Cost Indexes Using Neural Networks116 cited
  • 2006Modeling Cost Escalation in Large Infrastructure Projects114 cited

Cited by

  • 2018Forecasting Construction Material Prices Using Vector Error Correction Model74 cited
  • 2020Neural Networks Model for Prediction of Construction Material Prices in Egypt Using Macroeconomic Indicators

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70 cited
  • 2021Improving Accuracy in Predicting City-Level Construction Cost Indices by Combining Linear ARIMA and Nonlinear ANNs65 cited
  • 2016Predicting ENR Construction Cost Index Using Machine-Learning Algorithms56 cited
  • 2020Predicting City-Level Construction Cost Index Using Linear Forecasting Models43 cited
  • 2020Cost Index Predictions for Construction Engineering Based on LSTM Neural Networks41 cited
  • 2021Pipeline Construction Cost Forecasting Using Multivariate Time Series Methods41 cited
  • 2019Analysis of the Variability of Submitted Unit Price Bids for Asphalt Line Items in Highway Projects33 cited
  • 2021Identifying impact of variables in deep learning models on bankruptcy prediction of construction contractors28 cited
  • 2018Role of Predisaster Construction Market Conditions in Influencing Postdisaster Demand Surge14 cited