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Wallis, K. F.
Wallis, Kenneth F.
Wallis, Kenneth Frank
Australian National University / Crawford School of Public Policy / Centre for Applied Macroeconomic Analysis (CAMA)
Church, Keith B
Church, Keith B.
Diebold, Francis X.
Edward Elgar Publishing
Fisher, Paul G.
Hendry, David F.
Hughes Hallett, Andrew
Jacobs, Jan (1960-)
Jacobs, Jan P. A. M.
Jacobs, Jan P.A.M.
Jacobs, Jan PAM
Jacobs, Johannes Petrus Antonius Maria (1960-)
Kreps, David M.
Kreps, David M. (1950-)
Kreps, David Marc
Kreps, David Marc (1950-)
Mitchell, Peter R.
Sault, Joanne E.
Smith, Peter N
Smith, Peter N.
Société d'économétrie, World congress 07 1995
Stanford University Graduate School of Business
Stewart, Mark B.
Tay, Anthony S.
Turner, David S
University of Warwick / Department of Economics
University of Warwick Department of Economics Affiliation (see also from)
WALLIS-, Kenneth F.
Wallis, Ken (see also from)
Wallis, Kenneth F
Wallis, Kenneth F.
Whitley, John D
WHITLEY, John D.
Advances in Economics and Econometrics: Theory and Applications 3 Volume Paperback Set
Advances in economics and econometrics : theory and applications : seventh world congress
Assessment of Bank of England and National Institute Inflation Forecast Uncertainties, An
Asymmetric density forecasts of inflation and the Bank of England's fan chart
Calculating the variance of seasonally adjusted series.
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts. -
Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
Combining Density and Interval Forecasts: A Modest Proposal
Combining forecasts - forty years later
Comparative properties of models of the UK economy
Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments., A
Comparing empirical models of the euro economy
Comparing global economic models
Comparing Macroeconometric Models: A Review Article.
Comparing SVARs and SEMs: more shocking stories
Comparing SVARs and SEMs: two models of the UK economy
Comparing Time-Series and Nonlinear Model-based Forecasts.
Contributed Comments to "Seasonal Analysis of Economic Time Series"
Decompositions of Pearson's chi-squared test
Density forecasting: a survey
Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications.
Dynamic Models and Expectations Hypotheses
Econometric evaluation of consumers' expenditure equations
Econometric Evaluation of the Exchange Rate in Models of the UK Economy
Econometric Implications of the Rational Expectations Hypothesis.
Econometrics and quantitative economics
Efficiency of the Two-Step Estimator., The
Empirical macro-models of the euro economy: an introduction
Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
Evaluating density forecasts of inflation : the survey of professional forecasters
Evaluating special employment measures with macroeconometric models
Fiscal policy rules in macroeconomic models: principles and practice
Forecasting and Signals Extraction in Autoregressive-moving Average Models
Forecasting with an Econometric Model: The 'Ragged Edge' Problem
Here is the News: Forecast Revisions in the Bank of England Survey of External Forecasters
historical tracking performance of UK macroeconometric models 1978-1985, The
historical tracking performance of UK macroeconometric models 1978-85., The
Large-Scale Econometric Models of National Economies.
Long-Run Properties of Large-Scale Macroeconometric Models
Macro-models and Macro Policy in the 1980s.
Macroeconomic Forecasting: A Survey.
Model Validation and Forecast Comparisons : Theoretical and Practical Considerations
Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments
Models of the UK Economy and the Real Wage-Employment Debate
Multiple Time Series Analysis and the Final Form of Econometric Models.
New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment.
On macroeconomic policy and macroeconometric models
On the Limitations of Comparing Mean Square Forecast Errors
Output decisions of firms again
properties of some goodness-of-fit tests, The
Scoring rules and survey density forecasts
Seasonal adjustment and Kalman filtering: Extension to periodic variances.
Seasonal Adjustment and Multiple Time Series Analysis
Seasonality in Large-Scale Macroeconometric Models
Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data, The
Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data
Signal Extraction in Nonstationary Series
Simple Explanation of the Forecast Combination Puzzle, A
Some econometric problems in the analysis of inventory cycles
Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems.
Some Recent Developments in Macroeconometric Modelling in the United Kingdom.
Statistical Demand Functions for Food in the USA and the Netherlands: Comments.
Targeting inflation: Comparative control exercises on models of the UK economy
Technical Progress and the Natural Rate in Models of the UK Economy
Temas de econometría aplicada
Testing for Fourth Order Autocorrelation in Qtrly Regression Equations.
TESTING FOR FOURTH ORDER AUTOCORRELATION IN QUARTERLY REGRESSION EQUATIONS
Time series analysis ... 1995:
'Time-series' versus 'econometric' forecasts : A non-linear regression counterexample
Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters
Unobserved-Components Models for Seasonal Adjustment Filters.
USE OF THE DURBIN-WATSON STATISTIC IN INAPPROPRIATE SITUATIONS
Wages, Prices and Incomes Policies: Some Comments.
Contributed to or performed:
ECONOMIC RECORD -MELBOURNE-
INTERNATIONAL JOURNAL OF FORECASTING
Submitted to the Graduate School of Business
Thesis (Ph. D.)--Stanford University, 1966