Automated Forecasts of Asia-Pacific Economic Activity
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Citations
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Cited by:
- Chao, John C. & Phillips, Peter C. B., 1999.
"Model selection in partially nonstationary vector autoregressive processes with reduced rank structure,"
Journal of Econometrics, Elsevier, vol. 91(2), pages 227-271, August.
- John C. Chao & Peter C.B. Phillips, 1997. "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Cowles Foundation Discussion Papers 1155, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C.B., 2005.
"Automated Discovery In Econometrics,"
Econometric Theory, Cambridge University Press, vol. 21(1), pages 3-20, February.
- Peter C.B. Phillips, 2004. "Automated Discovery in Econometrics," Cowles Foundation Discussion Papers 1469, Cowles Foundation for Research in Economics, Yale University.
- Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011.
"Evaluating Automatic Model Selection,"
Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-33, February.
- Jennifer Castle & David Hendry & Jurgen A. Doornik, 2010. "Evaluating Automatic Model Selection," Economics Series Working Papers 474, University of Oxford, Department of Economics.
- Ericsson, Neil R., 2017.
"Economic forecasting in theory and practice: An interview with David F. Hendry,"
International Journal of Forecasting, Elsevier, vol. 33(2), pages 523-542.
- Neil R. Ericsson, 2016. "Economic Forecasting in Theory and Practice: An Interview with David F. Hendry," Working Papers 2016-012, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Neil R. Ericsson, 2016. "Economic Forecasting in Theory and Practice : An Interview with David F. Hendry," International Finance Discussion Papers 1184, Board of Governors of the Federal Reserve System (U.S.).
- Phillips, Peter C.B., 2003.
"Vision And Influence In Econometrics: John Denis Sargan,"
Econometric Theory, Cambridge University Press, vol. 19(3), pages 495-511, June.
- Peter C.B. Phillips, 2003. "Vision and Influence in Econometrics: John Denis Sargan," Cowles Foundation Discussion Papers 1393, Cowles Foundation for Research in Economics, Yale University.
- Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2013.
"Using Model Selection Algorithms To Obtain Reliable Coefficient Estimates,"
Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 269-296, April.
- Jennifer Castle & Xiaochuan Qin & W. Robert Reed, 2011. "Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates," Working Papers in Economics 11/03, University of Canterbury, Department of Economics and Finance.
- Hendry, David F. & Mizon, Grayham E., 2014.
"Unpredictability in economic analysis, econometric modeling and forecasting,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 186-195.
- David Hendry, 2011. "Unpredictability in Economic Analyis, Econometric Modelling and Forecasting," Economics Series Working Papers 551, University of Oxford, Department of Economics.
- David F. Hendry & Grayham E. Mizon, 2013. "Unpredictability in Economic Analysis, Econometric Modeling and Forecasting," Economics Papers 2013-W04, Economics Group, Nuffield College, University of Oxford.
- Pesaran, Hashem & Timmermann, Allan, 2005.
"Real-Time Econometrics,"
Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
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"We Ran One Regression,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(5), pages 799-810, December.
- David F. Hendry & Hans-Martin Krolzig, 2004. "We Ran One Regression," Economics Papers 2004-W17, Economics Group, Nuffield College, University of Oxford.
- Peter C. B. Phillips, 2003.
"Laws and Limits of Econometrics,"
Economic Journal, Royal Economic Society, vol. 113(486), pages 26-52, March.
- Peter C.B. Phillips, 2003. "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.
- Aaron Schiff & Peter Phillips, 2000.
"Forecasting New Zealand's real GDP,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.
- Aaron F. Schiff & Peter C.B. Phillips, 2000. "Forecasting New Zealand's Real GDP," Cowles Foundation Discussion Papers 1278, Cowles Foundation for Research in Economics, Yale University.
- Schiff, Aaron & Phillips, Peter, 2000. "Forecasting New Zealand's Real GDP," Working Papers 186, Department of Economics, The University of Auckland.
- Ho, Paul, 2023.
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More about this item
Keywords
Automated time series model; cointegration; model selection; nonstationarity; posterior information criterion (PIC); PIC'ed model; stochastic trend; unit root;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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