PRACTITIONERS’ CORNER: Unit Roots and Survey Data*
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.1989.mp51004006.x/fullpdf
Reference28 articles.
1. ‘The Money Supply Announcements Puzzle: Review and Interpretation’;Cornell;American Economic Review,1983
2. ‘Several Tests for Model Specification in the Presence of Alternative Hypotheses’;Davidson;Econometrica,1981
3. ‘The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The Puzzle of Anticipated Money’;Deaves;Journal of Monetary Economics,1987
4. ‘Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root’;Dickey;Econometrica,1981
5. ‘Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of the UK Inflation’;Engle;Econometrica,1982
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1. Are business forecasts of the construction sector rational? Survey-based evidence from Malaysia;Economic Research-Ekonomska Istraživanja;2017-01
2. TESTING RATIONAL EXPECTATIONS HYPOTHESIS IN THE MANUFACTURING SECTOR IN MALAYSIA;Journal of Business Economics and Management;2013-05-07
3. Cointegration and forecast evaluation: Some lessons from National Institute Forecasts;Journal of Forecasting;2009-07-20
4. FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS;Journal of Economic Surveys;2008-02
5. References;Exchange Rate Economics;2007-05-10
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