IDEAS home Printed from https://ideas.repec.org/h/nbr/nberch/9434.html
   My bibliography  Save this book chapter

Criteria for Evaluation of Econometric Models

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

Author

Listed:
  • 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

Abstract

No abstract is available for this item.

Suggested Citation

  • 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, 1972. "Criteria for Evaluation of Econometric Models," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 1, number 3, pages 291-324 National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberch:9434
    as

    Download full text from publisher

    File URL: http://www.nber.org/chapters/c9434.pdf
    Download Restriction: no

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    3. 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.
    4. 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.).
    5. Duncan, Steven Scott, 1986. "Accounting for recent changes in beef and pork marketing margins," ISU General Staff Papers 1986010108000017532, Iowa State University, Department of Economics.
    6. 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.
    7. John W. Freebairn, 1975. "Forecasting For Australian Agriculture," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 19(3), pages 154-174, December.
    8. Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
    9. repec:spr:fininn:v:1:y:2015:i:1:d:10.1186_s40854-015-0011-8 is not listed on IDEAS
    10. 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.
    11. 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.
    12. Calzolari, Giorgio & Corsi, Paolo, 1977. "Stochastic simulation as a validation tool for econometric models," MPRA Paper 21226, University Library of Munich, Germany.
    13. Palm, F.C., 1981. "Structural econometric modelling and time series analysis towards an integrated approach," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    14. 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.
    15. 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.
    16. 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.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:9434. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://edirc.repec.org/data/nberrus.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.