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Econometrics: Retrospect and prospect

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  • Diebold, Francis X.

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  • Diebold, Francis X., 2001. "Econometrics: Retrospect and prospect," Journal of Econometrics, Elsevier, vol. 100(1), pages 73-75, January.
    • Handle: RePEc:eee:econom:v:100:y:2001:i:1:p:73-75
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    References listed on IDEAS

    as
    1. Ryan Sullivan & Allan Timmermann & Halbert White, 1999. "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, vol. 54(5), pages 1647-1691, October.
    2. Francis X. Diebold, 1998. "The Past, Present, and Future of Macroeconomic Forecasting," Journal of Economic Perspectives, American Economic Association, vol. 12(2), pages 175-192, Spring.
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    Cited by:

    1. Allen, P. Geoffrey & Morzuch, Bernard J., 2006. "Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?," International Journal of Forecasting, Elsevier, vol. 22(3), pages 475-492.
    2. Taylor, James W., 2004. "Volatility forecasting with smooth transition exponential smoothing," International Journal of Forecasting, Elsevier, vol. 20(2), pages 273-286.

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