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Evaluating the reliability of macro-economic models
0 references·16 citing·48 second hopsampled
Evaluating the reliability of macro-economic models (1983)Evaluating the reliability of macro-econo…Chapter 12 Forecasting with Breaks (2006)Chapter 12 Forecasting with B…Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Serial Correlation as a Conve…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 …The Implications for Econometric Modelling of Forecast Failure (1997)The Implications for Economet…ARCH and Bilinearity as Competing Models for Nonlinear Dependence (1997)ARCH and Bilinearity as Compe…Dynamic Econometrics (1995)Dynamic EconometricsTesting superexogeneity and invariance in regression models (1993)Testing superexogeneity and i…Forecasting monthly cotton price (1990)Forecasting monthly cotton pr…Statistical analysis of “structural change”: An annotated bibliography (1989)Statistical analysis of “stru…Aggregate imports and expenditure components in Italy: an econometric analysis (1989)Aggregate imports and expendi…Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches (1988)Model Validation in Spatial E…Chapter 33 Evaluating the predictive accuracy of models (1986)Chapter 33 Evaluating the pre…Chapter 30 Demand analysis (1986)Chapter 30 Demand analysisChapter 1 Labor supply of men: A survey (1986)Chapter 1 Labor supply of men…The emergence of countercyclical US fertility: A reassessment of the evidence (1983)The emergence of countercycli…The Combination of Forecasts (1969)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Platinum and palladium price forecasting through neural networks (2024)Forecasts of wholesale food price indices through Gaussian process regressions (2025)Machine learning platinum price predictions (2025)Econometric policy evaluation: A critique (1976)Specification Tests in Econometrics (1978)Macroeconomics and Reality (1980)SCREENING FOR SPATIAL DEPENDENCE IN REGRESSION ANALYSIS (1990)Hot Spot Analysis versus Cluster and Outlier Analysis: An Enquiry into the Grouping of Rural Accommodation in Extremadura (Spain) (2019)Policies for carbon-zero targets: Examining the spillover effects of renewable energy and patent applications on environmental quality in Europe (2023)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Econometric Forecasting (2001)Forecasting Volatility in Financial Markets: A Review (2003)Statistical analysis of cointegration vectors (1988)Differences in housing price forecastability across US states (2009)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Combining inflation density forecasts (2010)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for parameter instability in linear models (1992)Export-led growth: a survey of the empirical literature and some non-causality results. 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  • 1995Dynamic Econometrics1,199 cited
  • 1986Chapter 1 Labor supply of men: A survey451 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England438 cited
  • 1993Testing superexogeneity and invariance in regression models346 cited
  • 2006Chapter 12 Forecasting with Breaks144 cited
  • 1988Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches121 cited
  • 1997The Implications for Econometric Modelling of Forecast Failure110 cited
  • 1986Chapter 30 Demand analysis83 cited
  • 1997ARCH and Bilinearity as Competing Models for Nonlinear Dependence66 cited
  • 1990Forecasting monthly cotton price56 cited
  • 1989Aggregate imports and expenditure components in Italy: an econometric analysis55 cited
  • 1989Statistical analysis of “structural change”: An annotated bibliography42 cited
  • 1983The emergence of countercyclical US fertility: A reassessment of the evidence26 cited
  • 2000Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom26 cited

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  • 2000On the Time‐Series Approach to Econometric Model Building25 cited
  • 1986Chapter 33 Evaluating the predictive accuracy of models25 cited