Details about Kajal Lahiri
E-mail: |
|
Homepage: | http://www.albany.edu/~klahiri/
|
Phone: | 518 442 4758 |
Postal address: | Department of Economics University at Albany - SUNY 1400 Washington Avenue Albany, NY 12222 |
Workplace: | |
Access statistics for papers by Kajal Lahiri.
Last updated 2022-04-19. Update your information in the RePEc Author Service.
Short-id: pla387
Jump to Journal Articles Edited books Chapters
Working Papers
2022
- Getting the ROC into Sync
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
2021
- Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York
CESifo Working Paper Series, CESifo 
See also Journal Article in International Journal of Forecasting (2022)
- Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
- Inefficiency in Social Security Trust Funds Forecasts
CESifo Working Paper Series, CESifo
- Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity
Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting 
Also in CESifo Working Paper Series, CESifo (2015) View citations (18) CESifo Working Paper Series, CESifo (2020) View citations (1)
2020
- The Nordhaus Test with Many Zeros
CESifo Working Paper Series, CESifo View citations (1)
Also in Working Papers, Towson University, Department of Economics (2020) View citations (1)
See also Journal Article in Economics Letters (2020)
2019
- Estimating macroeconomic uncertainty and discord using info-metrics
CESifo Working Paper Series, CESifo View citations (1)
2018
- Inflation Expectations in India: Learning from Household Tendency Surveys
Working Papers, Towson University, Department of Economics View citations (3)
See also Journal Article in International Journal of Forecasting (2019)
- International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts
Working Papers, Towson University, Department of Economics View citations (1)
See also Journal Article in International Journal of Forecasting (2019)
2017
- The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends
CESifo Working Paper Series, CESifo
2016
- Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers
Working Papers, Towson University, Department of Economics View citations (14)
See also Journal Article in Journal of Business Cycle Research (2016)
- Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS)
CESifo Working Paper Series, CESifo 
See also Journal Article in The Journal of the Economics of Ageing (2017)
2015
- A Non-linear Forecast Combination Procedure for Binary Outcomes
CESifo Working Paper Series, CESifo View citations (1)
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2016)
- Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
CESifo Working Paper Series, CESifo View citations (1)
See also Journal Article in Economics Letters (2016)
- Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors
Working Papers, Towson University, Department of Economics View citations (19)
See also Journal Article in Journal of Applied Econometrics (2016)
2014
- Birthweight and Academic Achievement in Childhood
CESifo Working Paper Series, CESifo View citations (13)
See also Journal Article in Health Economics (2014)
- Fetal Growth and Neurobehavioral Outcomes in Childhood
CESifo Working Paper Series, CESifo View citations (5)
See also Journal Article in Economics & Human Biology (2014)
2013
- Confidence Bands for ROC Curves with Serially Dependent Data
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (1)
See also Journal Article in Journal of Business & Economic Statistics (2018)
- Determinants of Consumer Sentiment: Evidence from Household Survey Data
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
- Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators
CESifo Working Paper Series, CESifo View citations (7)
See also Journal Article in Health Economics (2017)
- Machine Learning and Forecast Combination in Incomplete Panels
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (6)
- Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (1)
- Testing the Value of Probability Forecasts for Calibrated Combining
Discussion Papers, University at Albany, SUNY, Department of Economics 
See also Journal Article in International Journal of Forecasting (2015)
2012
- Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17
Discussion Papers, University at Albany, SUNY, Department of Economics
- Examining the Education Gradient in Chronic Illness
CESifo Working Paper Series, CESifo 
See also Journal Article in Education Economics (2015)
- Forecasting Binary Outcomes
Discussion Papers, University at Albany, SUNY, Department of Economics 
See also Chapter (2013)
- Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
- The Yield Spread Puzzle and the Information Content of SPF Forecasts
CESifo Working Paper Series, CESifo View citations (1)
Also in Discussion Papers, University at Albany, SUNY, Department of Economics (2012) View citations (5)
See also Journal Article in Economics Letters (2013)
2011
- Beware of Being Unaware: Racial Disparities in Chronic Illness in the US
Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York
- Nowcasting US GDP: The role of ISM Business Surveys
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (27)
See also Journal Article in International Journal of Forecasting (2013)
- Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics
CESifo Working Paper Series, CESifo
- Should Transportation Output be Included as Part of the Coincident Indicators System?
CESifo Working Paper Series, CESifo 
See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2012)
- The Dynamics of Income-related Health Inequality among US Children
CESifo Working Paper Series, CESifo View citations (1)
2010
- Analyzing Three-Dimensional Panel Data of Forecasts
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (15)
- Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
- Comment on `Forecasting Economic and Financial Variables with Global VARs' by M. Hashem Pesaran, Till Schuermann and L. Venessa Smith
Discussion Papers, University at Albany, SUNY, Department of Economics
- Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (4)
2009
- Early Warning System for Economic and Financial Risks in Kazakhstan
CESifo Working Paper Series, CESifo View citations (4)
- Health Inequality and Its Determinants in New York
Discussion Papers, University at Albany, SUNY, Department of Economics 
Also in Discussion Papers, University at Albany, SUNY, Department of Economics (2006)
- Learning and Heterogeneity in GDP and Inflation Forecasts
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
Also in MPRA Paper, University Library of Munich, Germany (2009) 
See also Journal Article in International Journal of Forecasting (2010)
- Measuring Forecast Uncertainty by Disagreement: The Missing Link
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (5)
Also in ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich (2008) View citations (5)
See also Journal Article in Journal of Applied Econometrics (2010)
- On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (1)
2007
- Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons
MPRA Paper, University Library of Munich, Germany
2006
- How Far Ahead Can We Forecast? Evidence From Cross-country Surveys
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (4)
See also Journal Article in International Journal of Forecasting (2007)
- How quickly do forecasters incorporate news? Evidence from cross-country surveys
MPRA Paper, University Library of Munich, Germany View citations (57)
See also Journal Article in Journal of Applied Econometrics (2006)
- Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (14)
See also Journal Article in Journal of Applied Econometrics (2006)
2005
- ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts
MPRA Paper, University Library of Munich, Germany View citations (9)
2004
- A dynamic factor model of the coincident indicators for the US transportation sector
MPRA Paper, University Library of Munich, Germany View citations (5)
See also Journal Article in Applied Economics Letters (2004)
- Bayesian Reduced Rank Regression in SEMs with Weak Identification
Econometric Society 2004 Far Eastern Meetings, Econometric Society
- Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts
Econometric Society 2004 Australasian Meetings, Econometric Society
2003
- Cycles in the Transportation Sector and the Aggregate Economy
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
- Monthly Output Index for the U.S. Transportation Sector
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (10)
2002
- A note on the double k-class estimator in simultaneous equations
MPRA Paper, University Library of Munich, Germany 
See also Journal Article in Journal of Econometrics (2002)
- An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (1)
2001
- A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (6)
Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (1)
- An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models
Discussion Papers, University at Albany, SUNY, Department of Economics 
See also Journal Article in Empirical Economics (2004)
- Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo
Discussion Papers, University at Albany, SUNY, Department of Economics View citations (3)
See also Journal Article in Journal of Econometrics (2002)
- Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process
Discussion Papers, University at Albany, SUNY, Department of Economics 
Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
1993
- An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter
Discussion Papers, University at Albany, SUNY, Department of Economics
1982
- [Book Review of] Econometrics of inflationary expectations. Amsterdam, New York. 1981., Lahiri, Kajal: The
Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel)
Journal Articles
2022
- American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study
Journal of Human Capital, 2022, 16, (1), 1 - 46
- Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York
International Journal of Forecasting, 2022, 38, (2), 545-566 
See also Working Paper (2021)
2021
- Construction of leading economic index for recession prediction using vine copulas
Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (4), 193-212
- Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health
Sankhya B: The Indian Journal of Statistics, 2021, 83, (2), 207-243
- Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge
Empirical Economics, 2021, 60, (1), 419-457
- Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis
Econometrics, 2021, 9, (2), 1-14
2020
- Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS
Journal of Quantitative Economics, 2020, 18, (3), 495-523
- The Nordhaus test with many zeros
Economics Letters, 2020, 193, (C) View citations (1)
See also Working Paper (2020)
- Value of Sample Separation Information in a Sequential Probit Model
Arthaniti: Journal of Economic Theory and Practice, 2020, 19, (2), 151-176 View citations (1)
2019
- A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments
Econometrics, 2019, 7, (3), 1-28
- Inflation expectations in India: Learning from household tendency surveys
International Journal of Forecasting, 2019, 35, (3), 980-993 View citations (4)
See also Working Paper (2018)
- International propagation of shocks: A dynamic factor model using survey forecasts
International Journal of Forecasting, 2019, 35, (3), 929-947 View citations (3)
See also Working Paper (2018)
2018
- Confidence Bands for ROC Curves With Serially Dependent Data
Journal of Business & Economic Statistics, 2018, 36, (1), 115-130 View citations (2)
See also Working Paper (2013)
2017
- Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS)
The Journal of the Economics of Ageing, 2017, 9, (C), 100-110 View citations (2)
See also Working Paper (2016)
- Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators
Health Economics, 2017, 26, (2), 184-205 View citations (25)
See also Working Paper (2013)
- Online learning and forecast combination in unbalanced panels
Econometric Reviews, 2017, 36, (1-3), 257-288 View citations (14)
2016
- A non-linear forecast combination procedure for binary outcomes
Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (4), 421-440 
See also Working Paper (2015)
- Asymptotic variance of Brier (skill) score in the presence of serial correlation
Economics Letters, 2016, 141, (C), 125-129 
See also Working Paper (2015)
- Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results
International Econometric Review (IER), 2016, 8, (1), 1-3
- Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers
Journal of Business Cycle Research, 2016, 12, (2), 187-215 View citations (18)
See also Working Paper (2016)
- Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors
Journal of Applied Econometrics, 2016, 31, (7), 1254-1275 View citations (22)
See also Working Paper (2015)
2015
- A further analysis of the conference board’s new Leading Economic Index
International Journal of Forecasting, 2015, 31, (2), 446-453 View citations (8)
- Examining the education gradient in chronic illness
Education Economics, 2015, 23, (6), 735-750 
See also Working Paper (2012)
- Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method
International Journal of Forecasting, 2015, 31, (1), 51-62 View citations (17)
- Testing the value of probability forecasts for calibrated combining
International Journal of Forecasting, 2015, 31, (1), 113-129 View citations (5)
See also Working Paper (2013)
2014
- BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD
Health Economics, 2014, 23, (9), 1013-1035 View citations (11)
See also Working Paper (2014)
- Fetal growth and neurobehavioral outcomes in childhood
Economics & Human Biology, 2014, 15, (C), 187-200 View citations (5)
See also Working Paper (2014)
- Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency
Managerial and Decision Economics, 2014, 35, (2), 172-187
2013
- Evaluating probability forecasts for GDP declines using alternative methodologies
International Journal of Forecasting, 2013, 29, (1), 175-190 View citations (50)
- Nowcasting US GDP: The role of ISM business surveys
International Journal of Forecasting, 2013, 29, (4), 644-658 View citations (41)
See also Working Paper (2011)
- THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN
Health Economics, 2013, 22, (5), 623-629 View citations (5)
- The yield spread puzzle and the information content of SPF forecasts
Economics Letters, 2013, 118, (1), 219-221 View citations (9)
See also Working Paper (2012)
2012
- BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA
Health Economics, 2012, 21, (9), 1040-1060 View citations (3)
- Should transportation output be included as part of the coincident indicators system?
OECD Journal: Journal of Business Cycle Measurement and Analysis, 2012, 2012, (1), 1-24 View citations (6)
See also Working Paper (2011)
2011
- Advances in Applied Econometrics
Journal of Probability and Statistics, 2011, 2011, 1-2
- Comment
Journal of Business & Economic Statistics, 2011, 30, (1), 20-25
- Kajal Lahiri, Transportation Indicators and Business Cycles
Business Economics, 2011, 46, (4), 260-261
2010
- Bayesian forecasting in economics
International Journal of Forecasting, 2010, 26, (2), 211-215 View citations (1)
- Learning and heterogeneity in GDP and inflation forecasts
International Journal of Forecasting, 2010, 26, (2), 265-292 View citations (24)
See also Working Paper (2009)
- Measuring forecast uncertainty by disagreement: The missing link
Journal of Applied Econometrics, 2010, 25, (4), 514-538 View citations (178)
See also Working Paper (2009)
2009
- Comments on "Forecasting economic and financial variables with global VARs"
International Journal of Forecasting, 2009, 25, (4), 689-692 View citations (2)
2008
- A model of Social Security Disability Insurance using matched SIPP/Administrative data
Journal of Econometrics, 2008, 145, (1-2), 4-20 View citations (10)
- Evolution of forecast disagreement in a Bayesian learning model
Journal of Econometrics, 2008, 144, (2), 325-340 View citations (113)
2007
- How far ahead can we forecast? Evidence from cross-country surveys
International Journal of Forecasting, 2007, 23, (2), 167-187 View citations (52)
See also Working Paper (2006)
- The value of probability forecasts as predictors of cyclical downturns
Applied Economics Letters, 2007, 14, (1), 11-14 View citations (6)
2006
- Economic indicators for the US transportation sector
Transportation Research Part A: Policy and Practice, 2006, 40, (10), 872-887 View citations (5)
- How quickly do forecasters incorporate news? Evidence from cross-country surveys
Journal of Applied Econometrics, 2006, 21, (6), 703-725 View citations (69)
Also in Journal of Applied Econometrics, 2006, 21, (6), 703-725 (2006) View citations (3)
See also Working Paper (2006)
- Modelling multi-period inflation uncertainty using a panel of density forecasts
Journal of Applied Econometrics, 2006, 21, (8), 1199-1219 View citations (30)
Also in Journal of Applied Econometrics, 2006, 21, (8), 1199-1219 (2006) View citations (3)
See also Working Paper (2006)
- Subjective Probability Forecasts for Recessions
Business Economics, 2006, 41, (2), 26-37 View citations (12)
2005
- Analysis of Panel Data
American Journal of Agricultural Economics, 2005, 87, (4), 1093-1095 View citations (99)
2004
- A dynamic factor model of the coincident indicators for the US transportation sector
Applied Economics Letters, 2004, 11, (10), 595-600 View citations (6)
See also Working Paper (2004)
- An econometric analysis of veterans’ health care utilization using two-part models
Empirical Economics, 2004, 29, (2), 431-449 View citations (5)
See also Working Paper (2001)
- The predictive power of an experimental transportation output index
Applied Economics Letters, 2004, 11, (3), 149-152 View citations (4)
2002
- A note on the double k-class estimator in simultaneous equations
Journal of Econometrics, 2002, 108, (1), 101-111 
See also Working Paper (2002)
- Bayesian analysis of nested logit model by Markov chain Monte Carlo
Journal of Econometrics, 2002, 111, (1), 103-133 View citations (12)
See also Working Paper (2001)
2001
- A Structural Model Of Social Security'S Disability Determination Process
The Review of Economics and Statistics, 2001, 83, (2), 348-361 View citations (25)
- Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.)
Indian Economic Review, 2001, 36, (1), 311
- Introduction
International Journal of Forecasting, 2001, 17, (3), 329-332 View citations (6)
- When should we care about consumer sentiment? Evidence from linear and Markov-switching models
Indian Economic Review, 2001, 36, (1), 153-169 View citations (4)
2000
- Further consequences of viewing LIML as an iterated Aitken estimator
Journal of Econometrics, 2000, 98, (2), 187-202 View citations (6)
- Interest rate spreads as predictors of German inflation and business cycles
International Journal of Forecasting, 2000, 16, (1), 39-58 View citations (31)
- MCMC algorithms for two recent Bayesian limited information estimators
Economics Letters, 2000, 66, (2), 121-126 View citations (3)
- The effect of smoking on health using a sequential self‐selection model
Health Economics, 2000, 9, (6), 491-511 View citations (27)
1999
- ET INTERVIEW: PROFESSOR G.S. MADDALA
Econometric Theory, 1999, 15, (5), 753-776 View citations (1)
- Testing for normality in a probit model with double selection
Economics Letters, 1999, 65, (1), 33-39 View citations (3)
1995
- A new framework for analyzing survey forecasts using three-dimensional panel data
Journal of Econometrics, 1995, 68, (1), 205-227 View citations (128)
- Testing for cointegration: Power versus frequency of observation -- another view
Economics Letters, 1995, 49, (2), 121-124 View citations (20)
1994
- Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge)
International Journal of Forecasting, 1994, 10, (2), 382-385
1993
- Estimation of a macroeconomic model with rational expectations and capital controls for developing countries
Journal of Development Economics, 1993, 42, (2), 337-356 View citations (3)
- Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6
International Journal of Forecasting, 1993, 9, (2), 271-272
- On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade
Journal of Applied Econometrics, 1993, 8, (1), 81-92 View citations (17)
1992
- A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data
Journal of Business & Economic Statistics, 1992, 10, (4), 391-400 View citations (42)
- A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics
Empirical Economics, 1992, 17, (1), 141-51 View citations (4)
- Leading economic indicators: "A leading indicator of inflation based on interest rates"
International Journal of Forecasting, 1992, 8, (4), 649-650
1990
- A Macroeconometric Model for Developing Countries
IMF Staff Papers, 1990, 37, (3), 537-559 View citations (18)
- A computational algorithm for multiple equation models with panel data
Economics Letters, 1990, 34, (2), 143-146 View citations (2)
- Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244
International Journal of Forecasting, 1990, 6, (2), 255-256
1989
- Dynamics of Asian Savings: The Role of Growth and Age Structure
IMF Staff Papers, 1989, 36, (1), 228-261 View citations (22)
- The Estimation and Interpretation of Urban Density Gradients
Journal of Business & Economic Statistics, 1989, 7, (2), 227-35 View citations (1)
1988
- A Comparison of Alternative Real Rate Estimates
Oxford Bulletin of Economics and Statistics, 1988, 50, (3), 303-12 View citations (1)
- Interest Rates and the Subjective Probability Distribution of Inflation Forecasts
Journal of Money, Credit and Banking, 1988, 20, (2), 233-48 View citations (59)
1987
- More Flexible Use of Survey Data on Expectations in Macroeconomic Models
Journal of Business & Economic Statistics, 1987, 5, (1), 68-76 View citations (3)
- On the normality of probability distributions of inflation and GNP forecasts
International Journal of Forecasting, 1987, 3, (2), 269-279 View citations (39)
1985
- On the distribution function of various model selection criteria with stochastic regressors
Economics Letters, 1985, 17, (1-2), 97-101 View citations (1)
1984
- A Note on "Selection of Regressors."
International Economic Review, 1984, 25, (3), 625-29 View citations (5)
- Price and income elasticities of demand for hospital care free of quality bias
Economics Letters, 1984, 16, (3-4), 387-392
- Testing the rational expectations hypothesis in a secondary materials market
Journal of Environmental Economics and Management, 1984, 11, (3), 282-291 View citations (7)
1983
- An econometric study on the dynamics of urban spatial structure
Journal of Urban Economics, 1983, 14, (1), 55-79 View citations (10)
- Specification Error Analysis with Stochastic Regressors
Econometrica, 1983, 51, (4), 1209-19 View citations (6)
1981
- An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis
Empirical Economics, 1981, 6, (2), 111-27
- Exact sampling distribution of the omitted variable estimator
Economics Letters, 1981, 8, (2), 121-127
- Joint estimation and testing for functional form and heteroskedasticity
Journal of Econometrics, 1981, 15, (2), 299-307 View citations (11)
- On the estimation of inflationary expectations from qualitative responses
Journal of Econometrics, 1981, 16, (1), 89-102 View citations (20)
1980
- An econometric model of wastepaper recycling in the USA
Resources Policy, 1980, 6, (4), 320-325 View citations (6)
- Government Policy Dynamics in Structural and Reduced Form Estimation
Empirical Economics, 1980, 5, (3/4), 205-17
- Rational expectations and the Short-Run Phillips Curve reply and further results
Journal of Macroeconomics, 1980, 2, (2), 187-192 View citations (1)
1979
- On maximum likelihood estimation of functional form and heteroskedasticity
Economics Letters, 1979, 2, (2), 155-159
- On the constancy of real interest rates
Economics Letters, 1979, 3, (1), 45-48
- Rational expectations and the short-run Phillips curves
Journal of Macroeconomics, 1979, 1, (2), 167-190
1978
- A note on a theorem by Professor Chow
Economics Letters, 1978, 1, (2), 125-127
- On the Estimation of Triangular Structural Systems
Econometrica, 1978, 46, (5), 1217-21 View citations (51)
1977
- A joint study of expectations formation and the shifting Phillips curve
Journal of Monetary Economics, 1977, 3, (3), 347-357 View citations (1)
1976
- Inflationary Expectations: Their Formation and Interest Rate Effects
American Economic Review, 1976, 66, (1), 124-31 View citations (12)
1975
- Multiperiod Predictions in Dynamic Models
International Economic Review, 1975, 16, (3), 699-711 View citations (1)
Edited books
2010
- Analysis of Panels and Limited Dependent Variable Models
Cambridge Books, Cambridge University Press
1999
- Analysis of Panels and Limited Dependent Variable Models
Cambridge Books, Cambridge University Press View citations (29)
1993
- Leading Economic Indicators
Cambridge Books, Cambridge University Press
Chapters
2013
- Forecasting Binary Outcomes
Elsevier View citations (13)
See also Working Paper (2012)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|