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Risky habits : on risk sharing, habit formation, and the interpretation of international consumption correlations
Fuhrer, Jeffrey C.; Klein, Michael W. - 1998
Persistent link: https://www.econbiz.de/10000676545
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Unit root tests are useful for selecting forecasting models
Diebold, Francis X.; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001365329
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Estimating distribution lags in short panels with an application to the specification of depreciation patterns and capital stock constructs
Pakes, Ariel; Griliches, Zvi - 1982
Persistent link: https://www.econbiz.de/10002625430
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Seasonal adjustment with measurement error present
Hausman, Jerry; Watson, Mark - 1983
Persistent link: https://www.econbiz.de/10002741938
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Operational time and seasonality in distributed lag estimation
Clark, Peter K. - 1974
Persistent link: https://www.econbiz.de/10002001361
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Estimating sectoral cycles using cointegration and common features
Engle, Robert F.; Issler, João Victor - 1993
Persistent link: https://www.econbiz.de/10000885426
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Remeasuring business cycles
Romer, Christina - 1992
Persistent link: https://www.econbiz.de/10000136746
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The leading indicator approach to economic forecasting : retrospect and prospect
Klein, Philip A.; Moore, Geoffrey H. - 1982
Persistent link: https://www.econbiz.de/10002230779
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The accuracy of individual and group forecasts from business outlook surveys
Zarnowitz, Victor - 1982
Persistent link: https://www.econbiz.de/10003040872
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Expectations and forecasts from business outlook surveys
Zarnowitz, Victor - 1982
Persistent link: https://www.econbiz.de/10003040937