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Forecasting economic processes
16 references·12 citing·39 second hop
Forecasting economic processes (1998)Forecasting economic processesTime Series Models in Econometrics, Finance and Other Fields (1997)Time Series Models in Econome…The Implications for Econometric Modelling of Forecast Failure (1997)The Implications for Economet…Monitoring Structural Change (1996)Monitoring Structural ChangeIntercept corrections and structural change (1996)Intercept corrections and str…The Impact of Empirical Accuracy Studies on Time Series Analysis and Forecasting (1995)The Impact of Empirical Accur…THE ASSESSMENT: CONSUMER EXPENDITURE (1994)THE ASSESSMENT: CONSUMER EXPE…MODELLING LINEAR DYNAMIC ECONOMETRIC SYSTEMS (1994)MODELLING LINEAR DYNAMIC ECON…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…On the limitations of comparing mean square forecast errors (1993)On the limitations of compari…Testing for parameter instability in linear models (1992)Testing for parameter instabi…Macroeconomic Forecasting: A Survey (1989)Macroeconomic Forecasting: A …Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (1978)Testing for Higher Order Seri…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Forecasting in Economics and Finance (2016)Forecasting in Economics and …The Role of Asset Prices in Forecasting Inflation and Output in South Africa (2013)The Role of Asset Prices in F…MONETARY POLICY AND HOUSING SECTOR DYNAMICS IN A LARGE-SCALE BAYESIAN VECTOR AUTOREGRESSIVE MODEL / PINIGŲ POLITIKA IR BŪSTO SEKTORIAUS DINAMIKA TAIKANT PLATAUS MASTO BAJESO VEKTORINĮ AUTOREGRESINĮ MODELĮ (2012)MONETARY POLICY AND HOUSING S…Does age structure forecast economic growth? (2007)Does age structure forecast e…Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years? (2006)Twenty-five years of progress…The ET Interview: Professor David F. Hendry (2004)The ET Interview: Professor D…Structural breaks, ARIMA model and Finnish inflation forecasts (2001)Structural breaks, ARIMA mode…Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdom (2000)Testing Dynamic Specification…On the Time‐Series Approach to Econometric Model Building (2000)On the Time‐Series Approach t…Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (2000)Econometric Modelling of the …On winning forecasting competitions in economics (1999)On winning forecasting compet…An empirical study of seasonal unit roots in forecasting (1997)An empirical study of seasona…Income, Saving and the Theory of Consumer Behavior. 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(2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Forecasting in cointegrated systems (1995)Forecasting economic and financial time-series with non-linear models (2004)Comparing forecast accuracy: A Monte Carlo investigation (2012)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)The stochastic conditional duration model: a latent variable model for the analysis of financial durations (2003)Univariate and multivariate stochastic volatility models: estimation and diagnostics (2003)A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour (2004)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)
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References

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  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1978Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables786 cited
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  • 1994THE ASSESSMENT: CONSUMER EXPENDITURE

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118 cited
  • 1997The Implications for Econometric Modelling of Forecast Failure110 cited
  • Cited by

    • 1997An empirical study of seasonal unit roots in forecasting100 cited
    • 2007Does age structure forecast economic growth?92 cited
    • 1999On winning forecasting competitions in economics78 cited
    • 2016Forecasting in Economics and Finance69 cited
    • 2001Structural breaks, ARIMA model and Finnish inflation forecasts55 cited
    • 2013The Role of Asset Prices in Forecasting Inflation and Output in South Africa46 cited
    • 2006Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?42 cited
    • 2012MONETARY POLICY AND HOUSING SECTOR DYNAMICS IN A LARGE-SCALE BAYESIAN VECTOR AUTOREGRESSIVE MODEL / PINIGŲ POLITIKA IR BŪSTO SEKTORIAUS DINAMIKA TAIKANT PLATAUS MASTO BAJESO VEKTORINĮ AUTOREGRESINĮ MODELĮ33 cited
    • 2000Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom26 cited
    • 2004The ET Interview: Professor David F. Hendry25 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