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Forecasting Construction Material Prices Using Vector Error Correction Model
16 references·8 citing·24 second hop
Forecasting Construction Material Prices Using Vector Error Correction Model (2018)Forecasting Construction Material Prices …Energy consumption and GDP in Tunisia: Cointegration and causality analysis (2009)Energy consumption and GDP in…Predicting Construction Cost Using Multiple Regression Techniques (2006)Predicting Construction Cost …Analysis of Financial Time Series (2005)Analysis of Financial Time Se…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Long-Run Economic Relationships (1991)Long-Run Economic Relationshi…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…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…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…Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)Testing Against General Autor…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Forecasting principles and practiceForecasting principles and pr…Predicting Scrap Steel Prices Through Machine Learning for South China (2025)Predicting Scrap Steel Prices…Steel price index forecasts through machine learning for northwest China (2024)Steel price index forecasts t…Scrap steel price forecasting with neural networks for east, north, south, central, northeast, and southwest China and at the national level (2023)Scrap steel price forecasting…Pipeline Construction Cost Forecasting Using Multivariate Time Series Methods (2021)Pipeline Construction Cost Fo…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…Impact of Dynamic Workforce and Workplace Variables on the Productivity of the Construction Industry: New Gross Construction Productivity Indicator (2020)Impact of Dynamic Workforce a…Building material prices forecasting based on least square support vector machine and improved particle swarm optimization (2018)Building material prices fore…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)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)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)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)
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References

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  • n.d.Forecasting principles and practice4,364 cited
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  • 1991Long-Run Economic Relationships760 cited
  • 2009

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Energy consumption and GDP in Tunisia: Cointegration and causality analysis
465 cited
  • 2006Predicting Construction Cost Using Multiple Regression Techniques292 cited
  • Cited by

    • 2020Neural Networks Model for Prediction of Construction Material Prices in Egypt Using Macroeconomic Indicators70 cited
    • 2023Scrap steel price forecasting with neural networks for east, north, south, central, northeast, and southwest China and at the national level68 cited
    • 2020Impact of Dynamic Workforce and Workplace Variables on the Productivity of the Construction Industry: New Gross Construction Productivity Indicator51 cited
    • 2020Predicting City-Level Construction Cost Index Using Linear Forecasting Models43 cited
    • 2025Predicting Scrap Steel Prices Through Machine Learning for South China42 cited
    • 2021Pipeline Construction Cost Forecasting Using Multivariate Time Series Methods41 cited
    • 2024Steel price index forecasts through machine learning for northwest China39 cited
    • 2018Building material prices forecasting based on least square support vector machine and improved particle swarm optimization37 cited