Combining competing forecasts of inflation using a bivariate arch model
- 1 November 1984
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 8 (2), 151-165
- https://doi.org/10.1016/0165-1889(84)90031-9
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982
- The Lagrange Multiplier Test and its Applications to Model Specification in EconometricsThe Review of Economic Studies, 1980
- Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United KingdomThe Economic Journal, 1978
- Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent VariablesEconometrica, 1978