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Some tests for unbiasedness in the long run using survey data

Lahiri, Kajal - In: International economic journal 3 (1989) 2, pp. 27-42

Persistent link: https://www.econbiz.de/10001067497

Analysis of panels and limited dependent variable models : in honour of G. S. Maddala

Lahiri, Kajal; Lee, Lung-fei - 1999 - 1. publ.

Persistent link: https://www.econbiz.de/10000668001

Quantifying survey expectations : a critical review and generalization of the Carlson-Parkin method

Lahiri, Kajal; Zhao, Yongchen - In: International journal of forecasting 31 (2015) 1, pp. 51-62

Persistent link: https://www.econbiz.de/10011327118

Testing the value of probability forecasts for calibrated combining

Lahiri, Kajal; Peng, Huaming; Zhao, Yongchen - In: International journal of forecasting 31 (2015) 1, pp. 113-129

Persistent link: https://www.econbiz.de/10011327410

Asymptotic variance of Brier (skill) score in the presence of serial correlation

Lahiri, Kajal; Yang, Liu - 2015

We propose autocorrelation-robust asymptotic variances of the Brier score and Brier skill score, which are generally applicable in circumstances with weak serial correlation. An empirical application in macroeconomics underscores the importance of taking care of serial correlation. We find that...

Persistent link: https://www.econbiz.de/10010503468