Testing macroeconometric models : Ray C. Fair, (Harvard University Press, Cambridge, MA, 1994) ISBN 0-674-87503-6
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Fair, Ray C, 1979.
"An Analysis of a Macro-Econometric Model with Rational Expectations in the Bond and Stock Markets,"
American Economic Review, American Economic Association, vol. 69(4), pages 539-552, September.
- Ray C. Fair, 1977. "An Analysis of a Macroeconometric Model with Rational Expectationsin the Bond and Stock Markets," Cowles Foundation Discussion Papers 459, Cowles Foundation for Research in Economics, Yale University.
- repec:bla:scandj:v:93:y:1991:i:2:p:129-48 is not listed on IDEAS
- Mizon, Grayham E., 1995. "A simple message for autocorrelation correctors: Don't," Journal of Econometrics, Elsevier, vol. 69(1), pages 267-288, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Peterson, Steven, 2005. "Factors Influencing Inter-Modal Facility Location Decisions: Comparison of Different Empirical Estimation Procedures," 46th Annual Transportation Research Forum, Washington, D.C., March 6-8, 2005 208177, Transportation Research Forum.
- Arunatilake, Nisha & Jayasuriya, Sisira & Kelegama, Saman, 2001.
"The Economic Cost of the War in Sri Lanka,"
World Development, Elsevier, vol. 29(9), pages 1483-1500, September.
- Nisha Arunatilake & Sisira Kumara Jayasuriya & Saman Kelegama, 1999. "The Economic Cost of the War in Sri Lanka," Working Papers 1999.10, School of Economics, La Trobe University.
- Nisha Arunatilake & Sisira Kumara Jayasuriya & Saman Kelegama, 1999. "The Economic Cost of the War in Sri Lanka," Working Papers 1999.10, School of Economics, La Trobe University.
- John T. Cuddington & Leila Dagher, 2015.
"Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications,"
The Energy Journal, , vol. 36(1), pages 185-210, January.
- John T. Cuddington and Leila Dagher, 2015. "Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
- Cuddington, John & Dagher, Leila, 2013. "Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications," MPRA Paper 116122, University Library of Munich, Germany.
- David F. Hendry & Grayham E. Mizon, 2016.
"Improving the teaching of econometrics,"
Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1170096-117, December.
- David Hendry & Grayham E. Mizon, 2016. "Improving the Teaching of Econometrics," Economics Series Working Papers 785, University of Oxford, Department of Economics.
- Thomas Neise & Franziska Sohns & Moritz Breul & Javier Revilla Diez, 2022. "The effect of natural disasters on FDI attraction: a sector-based analysis over time and space," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 110(2), pages 999-1023, January.
- David F. Hendry & Massimiliano Marcellino & Chiara Monfardini, 2008. "Foreword," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 711-714, December.
- Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412.
- de Mendonça, Helder Ferreira & de Oliveira, Diego S.P., 2019. "Firms' confidence and Okun's law in OECD countries," Economic Modelling, Elsevier, vol. 78(C), pages 98-107.
- Ebba Mark & Ryan Rafaty & Moritz Schwarz, 2022. "Spatial-temporal dynamics of employment shocks in declining coal mining regions and potentialities of the 'just transition'," Papers 2211.12619, arXiv.org.
- Paul A. Anderson, 1978. "Rational expectations forecasts from nonrational models," Staff Report 19, Federal Reserve Bank of Minneapolis.
- Elhorst, J.P., 2000. "Dynamic models in space and time," Research Report 00C16, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2023.
"Robust Discovery of Regression Models,"
Econometrics and Statistics, Elsevier, vol. 26(C), pages 31-51.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020. "Robust Discovery of Regression Models," Economics Papers 2020-W04, Economics Group, Nuffield College, University of Oxford.
- repec:zbw:bofrdp:1989_023 is not listed on IDEAS
- Murphy, C W, 1988. "An Overview of the Murphy Model," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 175-199, Supplemen.
- repec:zbw:bofrdp:1988_005 is not listed on IDEAS
- David Lipton & James M. Poterba & Jeffrey Sachs & Lawrence H. Summers, 1983. "Multiple Shooting in Rational Expectations Models," NBER Technical Working Papers 0003, National Bureau of Economic Research, Inc.
- Dixon, Peter B. & Pearson, K.R. & Picton, Mark R. & Rimmer, Maureen T., 2005. "Rational expectations for large CGE models: A practical algorithm and a policy application," Economic Modelling, Elsevier, vol. 22(6), pages 1001-1019, December.
- Deschamps, Philippe J., 1998.
"Full maximum likelihood estimation of dynamic demand models,"
Journal of Econometrics, Elsevier, vol. 82(2), pages 335-359, February.
- Deschamps, P. J., 1997. "Full maximum likelihood estimation of dynamic demand models," LIDAM Reprints CORE 1291, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- J. Paul Elhorst, 1998. "A note on the linear, logit and probit functional form of the labour force participation rate equation," ERSA conference papers ersa98p111, European Regional Science Association.
- Brandt, Nicola, 2007. "Mark-ups, economies of scale and the role of knowledge spillovers in OECD industries," European Economic Review, Elsevier, vol. 51(7), pages 1708-1732, October.
- Elhorst, J. Paul, 2000.
"The Mystery Of Regional Unemployment Differentialsa Survey Of Theoretical And Empirical Explanations,"
ERSA conference papers
ersa00p60, European Regional Science Association.
- Elhorst, J. Paul, 2001. "The mystery of regional unemployment differentials : a survey of theoretical and empirical explanations," Research Report 00C06, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Thomas Farole & Esteban Ferro & Veronica Michel Gutierrez, 2017. "Job Creation in the Private Sector," World Bank Publications - Reports 28370, The World Bank Group.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:dyncon:v:20:y:1996:i:9-10:p:1809-1813. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jedc .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.