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FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1).

MAGNUS, J.R.; PESARAN, B. - CentER for Economic Research, Universiteit van Tilburg - 1990

Persistent link: https://www.econbiz.de/10005775428

On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach.

McKensie, C.R.; McAleer, M. - Research School of Pacific and Asian Studies, College … - 1990

Persistent link: https://www.econbiz.de/10005478374

Essential econometric methods of forecasting agricultural commodity prices

Hamulczuk, Mariusz; Grudkowska, Sylwia; Gędek, Stanisław - Instytut Ekonomiki Rolnictwa i Gospodarki … - 2013

Factors determining agricultural commodity prices. Time series forecasting. X-12-ARIMA and TRAMO/SEATS procedures. Causal forecasting methods. Partial equilibrium models of the agricultural sector.

Persistent link: https://www.econbiz.de/10011078069

Estimiting Conditional Expectations when Volatility Fluctuates.

Stambaugh, R.F. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245335

Impact of Expectation Formation on Dynamic Investment Decisions: an application to U.S. agriculture

Karp, Larry; Fawson, Christopher; Shumway, C. Richard - Department of Agricultural and Resource Economics, … - 1985

Persistent link: https://www.econbiz.de/10010537459

The case for higher frequency inflation expectations

Guzman, Giselle C. - Volkswirtschaftliche Fakultät, … - 2011

I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of … inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused … collection of 37 different measures of inflation expectations, including many previously unexploited monthly and real …

Persistent link: https://www.econbiz.de/10009650037