A new framework for analyzing survey forecasts using three-dimensional panel data
type: Item
instance of: scholarly article
title: A new framework for analyzing survey forecasts using three-dimensional panel data
zbMATH Open document ID: 0831.62095
DOI: 10.1016/0304-4076(94)01649-K
author: Anthony Davies
author: Kajal Lahiri
published in: Journal of Econometrics
publication date: 1996-02-13T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 803340
zbMATH Keywords: generalized method of moments estimation
zbMATH Keywords: news
zbMATH Keywords: Blue Chip Survey
zbMATH Keywords: rational expectations
zbMATH Keywords: forecast errors
zbMATH Keywords: panel data
zbMATH Keywords: test for forecast rationality
zbMATH Keywords: idiosyncratic errors
zbMATH Keywords: aggregate shocks
zbMATH Keywords: volatility
Wikidata QID: Q57310548
MaRDI profile type: Publication
cites work: Testing the adequacy of a time series model
cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
full work available at URL: 0304-4076(94)01649-k
OpenAlex ID: W1982731704
description: scientific article; zbMATH DE number 803340