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Forecasting Economic Time Series
Abstract
Forecasting Economic Time Series Get access By (Michael P.) Clements and (David F.) Hendry. (Cambridge and New York: Cambridge University Press, 1998. Pp. Fxxi+F368. £45.00 hardback, US $69.95 hardback, £15.95 paperback, US $24.95 paperback. ISBN 0 521 63242 0, 0 521 63480 6.) The Economic Journal, Volume 110, Issue 461, February 2000, Pages F187–F280, https://doi.org/10.1111/1468-0297.00513 Published: 28 June 2008
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Citations
Cited by
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90063-1 · Cited by 22,254
Granger, C. W. J. (1980) · Journal of Economic Dynamics and Control · doi:10.1016/0165-1889(80)90069-x · Cited by 1,746
Tests of Conditional Predictive Ability
Giacomini, R., & White, H. (2006) · Econometrica · doi:10.1111/j.1468-0262.2006.00718.x · Cited by 1,646
Error analysis of continuous GPS position time series
Williams, S. D. P., Bock, Y., Fang, P., Jamason, P., Nikolaidis, R. M., Prawirodirdjo, L., Miller, M., & Johnson, D. J. (2004) · Journal of Geophysical Research: Solid Earth · doi:10.1029/2003jb002741 · Cited by 734
Modeling Multiple Time Series with Applications
Tiao, G. C., & Box, G. E. P. (1981) · Journal of the American Statistical Association · doi:10.1080/01621459.1981.10477728 · Cited by 626
Metadata
- Venue
- The Economic Journal
- Publisher
- Oxford University Press (OUP)
- Published
- 2000-02-01
- Volume
- 110
- Issue
- 461
- Pages
- F187-F280
- ISSN
- 0013-0133 (ISSN-L)
- 1468-0297
- OpenAlex
- W2270864342
- Cited by
- 1,768
- References
- 0
- FWCI
- 90.74
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
