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The information in diffusion indexes for forecasting related economic aggregates - MaRDI portal

The information in diffusion indexes for forecasting related economic aggregates

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Publication:1327901

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DOI10.1016/0165-1765(93)00331-HzbMath0800.90227OpenAlexW2059495461MaRDI QIDQ1327901

James E. Kennedy

Publication date: 25 July 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)00331-h

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Cites Work

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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