A new framework for analyzing survey forecasts using three-dimensional panel data
DOI10.1016/0304-4076(94)01649-KzbMATH Open0831.62095OpenAlexW1982731704WikidataQ57310548 ScholiaQ57310548MaRDI QIDQ1899231FDOQ1899231
Authors: Anthony Davies, Kajal Lahiri 
Publication date: 13 February 1996
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)01649-k
Recommendations
panel datarational expectationsvolatilityforecast errorsaggregate shocksnewsgeneralized method of moments estimationBlue Chip Surveyidiosyncratic errorstest for forecast rationality
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Testing the adequacy of a time series model
Cited In (8)
- Evolution of forecast disagreement in a Bayesian learning model
- ARCH models for multi-period forecast uncertainty: a reality check using a panel of density forecasts
- On aggregation bias in fixed-event forecast efficiency tests
- A panel data approach to economic forecasting: the bias-corrected average forecast
- Comparing forecasting performance in cross-sections
- Analysis of a panel of UK macroeconomic forecasts
- Re-examining the rational expectations hypothesis using panel data on multi-period forecasts
- Quantifying noise in survey expectations
This page was built for publication: A new framework for analyzing survey forecasts using three-dimensional panel data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1899231)
