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Testing the independence of forecast errors in the forward foreign exchange market using Markov chains : a cross-country comparison
Gregory, Allan W. - In: International journal of forecasting 3 (1987) 1, pp. 97-113
Persistent link: https://www.econbiz.de/10001034071
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The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time-series models
Sampson, Michael J. - In: Journal of applied econometrics 6 (1991) 1, pp. 67-76
Persistent link: https://www.econbiz.de/10001100785
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Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics
Gregory, Allan W.; Zhu, Hui - In: Applied financial economics 24 (2014) 7/9, pp. 505-514
Persistent link: https://www.econbiz.de/10010402794
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The evolution of consensus in macroeconomic forecasting
Gregory, Allan W.; Yetman, James - In: International journal of forecasting 20 (2004) 3, pp. 461-473
Persistent link: https://www.econbiz.de/10002169213