IDEAS home Printed from https://ideas.repec.org/p/tiu/tiurem/6899f84d-9ca3-4987-8bdf-cc31b5c952a1.html
   My bibliography  Save this paper

A natural approach to optimal forecasting in case of preliminary observations

Author

Listed:
  • Nijman, T.E.

    (Tilburg University, Faculty of Economics)

Abstract

No abstract is available for this item.

Suggested Citation

  • Nijman, T.E., 1989. "A natural approach to optimal forecasting in case of preliminary observations," Research Memorandum FEW 404, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiurem:6899f84d-9ca3-4987-8bdf-cc31b5c952a1
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1137538/NT5617824.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Glombowski, J., 1989. "Cyclical interactions of politics and economics in an abstract capitalist economy," Other publications TiSEM c8a06078-1093-4600-b79f-d, Tilburg University, School of Economics and Management.
    2. Glombowski, J., 1989. "Cyclical interactions of politics and economics in an abstract capitalist economy," Research Memorandum FEW 367, Tilburg University, School of Economics and Management.
    3. Sargent, Thomas J, 1989. "Two Models of Measurements and the Investment Accelerator," Journal of Political Economy, University of Chicago Press, vol. 97(2), pages 251-287, April.
    4. Stock, James H, 1987. "Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors," Econometrica, Econometric Society, vol. 55(5), pages 1035-1056, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nijman, T.E., 1989. "A natural approach to optimal forecasting in case of preliminary observations," Other publications TiSEM 6899f84d-9ca3-4987-8bdf-c, Tilburg University, School of Economics and Management.
    2. Gradus, R.H.J.M., 1989. "About Tobin's marginal and average q : A note," Research Memorandum FEW 396, Tilburg University, School of Economics and Management.
    3. Herrera, Santiago, 2000. "Determinantes y composición del endeudamiento público en Colombia," IDB Publications (Working Papers) 2110, Inter-American Development Bank.
    4. Yih-Ing Hser & Haikang Shen & Chih-Ping Chou & Stephen C. Messer & M. Douglas Anglin, 2001. "Analytic Approaches for Assessing Long-Term Treatment Effects," Evaluation Review, , vol. 25(2), pages 233-262, April.
    5. Baillie, Richard T & Bollerslev, Tim, 1994. "Cointegration, Fractional Cointegration, and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 49(2), pages 737-745, June.
    6. Apostolos Serletis & Ricardo Rangel-Ruiz, 2007. "Testing for Common Features in North American Energy Markets," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 14, pages 172-187, World Scientific Publishing Co. Pte. Ltd..
    7. repec:zbw:rwirep:0557 is not listed on IDEAS
    8. Croushore, Dean & Evans, Charles L., 2006. "Data revisions and the identification of monetary policy shocks," Journal of Monetary Economics, Elsevier, vol. 53(6), pages 1135-1160, September.
    9. Harrison, Richard & Kapetanios, George & Yates, Tony, 2005. "Forecasting with measurement errors in dynamic models," International Journal of Forecasting, Elsevier, vol. 21(3), pages 595-607.
    10. Dierk Herzer & Philipp Hühne & Peter Nunnenkamp, 2014. "FDI and Income Inequality—Evidence from Latin American Economies," Review of Development Economics, Wiley Blackwell, vol. 18(4), pages 778-793, November.
    11. Marin, Dalia, 1992. "Is the Export-Led.Growth Hypothesis Valid for Industrialized Countries?," The Review of Economics and Statistics, MIT Press, vol. 74(4), pages 678-688, November.
    12. Tang, Chor Foon & Tan, Eu Chye, 2015. "Does tourism effectively stimulate Malaysia's economic growth?," Tourism Management, Elsevier, vol. 46(C), pages 158-163.
    13. Postel-Vinay, Fabien & Jolivet, Grégory & Borowczyk-Martins, Daniel, 2011. "Accounting For Endogenous Search Behavior in Matching Function Estimation," CEPR Discussion Papers 8471, C.E.P.R. Discussion Papers.
    14. Ireland, Peter N., 2004. "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March.
    15. Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
    16. Clements, Michael P. & Beatriz Galvao, Ana, 2010. "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," Economic Research Papers 270771, University of Warwick - Department of Economics.
    17. Mr. Alejandro D Guerson, 2015. "Inflation Dynamics and Monetary Policy in Bolivia," IMF Working Papers 2015/266, International Monetary Fund.
    18. Yao, Fang, 2009. "Real and nominal rigidities in price setting: A bayesian analysis using aggregate data," SFB 649 Discussion Papers 2009-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    19. Mario Forni & Luca Gambetti & Luca Sala, 2014. "No News in Business Cycles," Economic Journal, Royal Economic Society, vol. 124(581), pages 1168-1191, December.
    20. Ekaterini Panopoulou, 2005. "A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators," The Institute for International Integration Studies Discussion Paper Series iiisdp067, IIIS.
    21. Arai, Yoichi, 2016. "Testing For Linearity In Regressions With I(1) Processes," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 57(1), pages 111-138, June.

    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:tiu:tiurem:6899f84d-9ca3-4987-8bdf-cc31b5c952a1. See general information about how to correct material in RePEc.

    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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.