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A re-examination of the excess smoothness puzzle when consumers estimate the income process
Banerjee, Anurag Narayan; Basu, Parantap - In: Journal of forecasting 20 (2001) 5, pp. 357-366
Persistent link: https://www.econbiz.de/10001611420
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Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan - In: Journal of forecasting 20 (2001) 3, pp. 203-229
Persistent link: https://www.econbiz.de/10001570838
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Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan - 1997
Persistent link: https://www.econbiz.de/10000972600
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A re-examination of excess sensitivity puzzle when consumers forecast the incomes process
Banerjee, Anurag Narayan; Basu, Parantap - 1998
Persistent link: https://www.econbiz.de/10001408424
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Probabilistic forecasting of bubbles and flash crashes
Banerjee, Anurag Narayan; Chewillon, Guillaume; Kratz, Marie - In: The econometrics journal 23 (2020) 2, pp. 297-315
Persistent link: https://www.econbiz.de/10012236246