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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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Output growth, the real wage, and employment fluctuations
Hercowitz, Zvi - In: The American economic review 81 (1991) 5, pp. 1215-1237
Persistent link: https://www.econbiz.de/10001115584
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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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Testing interest rate parity and rational expectations for Canada and the United States
Gregory, Allan W. - In: The Canadian journal of economics 20 (1987) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10001043681
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Testing for forecast consensus
Gregory, Allan W.; Smith, Gregor W.; Yetman, James - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 34-43
Persistent link: https://www.econbiz.de/10001543435
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Measuring business cycles with business-cycle models
Gregory, Allan W. - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1007-1025
Persistent link: https://www.econbiz.de/10001200772
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Risk premiums in the term structure : evidence from artificial economies
Backus, David - In: Journal of monetary economics 24 (1989) 3, pp. 371-399
Persistent link: https://www.econbiz.de/10001075534
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Information-theoretic estimation of preference parameters : macroeconomic applications and simulation evidence
Gregory, Allan W.; Lamarche, Jean-François; Smith, … - In: Journal of econometrics 107 (2002) 1/2, pp. 213-233
Persistent link: https://www.econbiz.de/10001651284
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Risk premiums in the term structure : evidence from artificial economies
Backus, David K.; Gregory, Allan W.; Zin, Stanley E. - 1986 - Rev.
Persistent link: https://www.econbiz.de/10003478954