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Forecasting in dynamic models with stochastic regressors

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  • Pierce, David A.

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  • Pierce, David A., 1975. "Forecasting in dynamic models with stochastic regressors," Journal of Econometrics, Elsevier, vol. 3(4), pages 349-374, November.
    • Handle: RePEc:eee:econom:v:3:y:1975:i:4:p:349-374
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    Cited by:

    1. E. Philip Howrey, 1980. "The Role of Time Series Analysis in Econometric Model Evaluation," NBER Chapters, in: Evaluation of Econometric Models, pages 275-307, National Bureau of Economic Research, Inc.
    2. Burton, Diana M. & Love, H. Alan, 1996. "A Review of Alternative Expectations Regimes in Commodity Markets: Specification, Estimation, and Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Cambridge University Press, vol. 25(2), pages 213-231, October.
    3. McNulty, Mark S., 1985. "Information usage in the formation of price expectations: theory and econometric tests," ISU General Staff Papers 1985010108000013085, Iowa State University, Department of Economics.
    4. Nidhal Mgadmi & Houssem Rachdi & Hichem Saidi & Khaled Guesmi, 2019. "On the Instability of Tunisian Money Demand: Some Empirical Issues with Structural Breaks," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(1), pages 153-165, March.
    5. Salamaliki, Paraskevi K. & Venetis, Ioannis A., 2013. "Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock," Energy Economics, Elsevier, vol. 39(C), pages 108-121.
    6. Toyin Clottey, 2016. "Development and evaluation of a rolling horizon purchasing policy for cores," International Journal of Production Research, Taylor & Francis Journals, vol. 54(9), pages 2780-2790, May.
    7. Nerlove, Marc & Fornari, Ilaria, 1998. "Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 129-161.
    8. Moore, Kevin Clare, 1985. "Predictive econometric modeling of the United States farmland market: an empirical test of the rational expectations hypothesis," ISU General Staff Papers 198501010800008872, Iowa State University, Department of Economics.
    9. Mui, H.W. & Bradford, Garnett L. & Ali, Mukhtar M., 1986. "Modeling The Demand For Durable Inputs: Distributed Lags And Causality," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(2), pages 1-8, December.
    10. Uri, Noel D., 1999. "Energy and the use of conservation tillage in US agriculture," Energy Policy, Elsevier, vol. 27(5), pages 299-306, May.
    11. Uri, Noel D., 1996. "Changing crude oil price effects on US agricultural employment," Energy Economics, Elsevier, vol. 18(3), pages 185-202, July.
    12. Uri, Noel D., 1998. "Impact of the price of energy on the use of conservation tillage in agriculture in the USA," Applied Energy, Elsevier, vol. 60(4), pages 225-240, August.
    13. Uri, Noel D., 1996. "Crude-oil price volatility and agricultural employment in the USA," Applied Energy, Elsevier, vol. 54(4), pages 355-373, August.

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