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Criteria For Evaluation Of Econometric Models

In: Annals of Economic and Social Measurement, Volume 1, number 3

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  • Phoebus J. Dhrymes
  • E. Philip Howrey
  • Saul H. Hymans
  • Jan Kmenta
  • Edward E. Leamer
  • Richard E. Quandt
  • James B. Ramsey
  • Harold T. Shapiro
  • Victor Zarnowitz

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This chapter was published in:

  • Sanford V. Berg, editor, 1972. "Annals of Economic and Social Measurement, Volume 1, number 3," NBER Books, National Bureau of Economic Research, Inc, number aesm72-3, October.
    This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 9434.

    Handle: RePEc:nbr:nberch:9434

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    Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.
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    Web page: http://www.nber.org
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    Cited by:
    1. Hendry, David F. & Clements, Michael P., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 0082, European Central Bank.
    2. Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-63, July.
    3. Achour, Dominique, 1976. "Le secteur résidentiel (bloc 3) de CANDIDE," L'Actualité Economique, Société Canadienne de Science Economique, vol. 52(1), pages 20-52, janvier.
    4. Palm, F.C., 1981. "Structural econometric modelling and time series analysis : an integrated approach," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    5. Castle, Jennifer L. & Hendry, David F., 2010. "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, vol. 158(2), pages 231-245, October.
    6. Calzolari, Giorgio & Corsi, Paolo, 1977. "Stochastic simulation as a validation tool for econometric models," MPRA Paper 21226, University Library of Munich, Germany.
    7. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Simulation properties of alternative methods of estimation: an application to a model of the Italian economy," MPRA Paper 22965, University Library of Munich, Germany, revised 1976.
    8. Bernard, Jean-Thomas & Idoudi, Nadhem & Khalaf, Lynda & Yelou, Clement, 2007. "Finite sample multivariate structural change tests with application to energy demand models," Journal of Econometrics, Elsevier, vol. 141(2), pages 1219-1244, December.
    9. Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008. "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document 172, CPB Netherlands Bureau for Economic Policy Analysis.
    10. Christopher L. Gilbert & Duo Qin, 2005. "The First Fifty Years of Modern Econometrics," Working Papers 544, Queen Mary, University of London, School of Economics and Finance.
    11. Freebairn, John W., 1975. "Forecasting For Australian Agriculture," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 19(03), December.
    12. Gellatly, Colin, 1979. "Forecasting N.S.W. Beef Production: An Evaluation of Alternative Techniques," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 47(02), August.
    13. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "Some results on the stochastic simulation of a nonlinear model of the Italian economy," MPRA Paper 22684, University Library of Munich, Germany.
    14. Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.).

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