TESTS FOR PREDICTIVE RELATIONSHIPS BETWEEN TIME-SERIES VARIABLES - A MONTE-CARLO INVESTIGATION

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[22] Pierce DA, 1977, J ECONOMETRICS, V5, P265, DOI DOI 10.1016/0304-4076(77)90039-2

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[24] SCHWERT GW, 1979, J MONETARY EC S, V10, P55

[25] SIMS CA, 1977, J AM STAT ASSOC, V72, P23, DOI 10.1080/01621459.1977.10479901

[26] SIMS CA, 1972, AM ECON REV, V62, P540

[27] MULTIPLE TIME-SERIES ANALYSIS AND FINAL FORM OF ECONOMETRIC-MODELS [J]. ECONOMETRICA, 1977, 45 (06) : 1481 - 1497

[28] ZELLNER A, 1979, J MONETARY EC S, V10, P9

[29] Zellner A., 1974, J ECONOMETRICS, V2, P17, DOI [10.1016/0304-4076(74)90028-1, DOI 10.1016/0304-4076(74)90028-1]

[21] PIERCE DA, 1977, J AM STAT ASSOC, V72, P11, DOI 10.2307/2286901

[22] Pierce DA, 1977, J ECONOMETRICS, V5, P265, DOI DOI 10.1016/0304-4076(77)90039-2

[23] CLASSICAL MACROECONOMETRIC MODEL FOR UNITED-STATES [J]. JOURNAL OF POLITICAL ECONOMY, 1976, 84 (02) : 207 - 237

[24] SCHWERT GW, 1979, J MONETARY EC S, V10, P55

[25] SIMS CA, 1977, J AM STAT ASSOC, V72, P23, DOI 10.1080/01621459.1977.10479901

[26] SIMS CA, 1972, AM ECON REV, V62, P540

[27] MULTIPLE TIME-SERIES ANALYSIS AND FINAL FORM OF ECONOMETRIC-MODELS [J]. ECONOMETRICA, 1977, 45 (06) : 1481 - 1497

[28] ZELLNER A, 1979, J MONETARY EC S, V10, P9

[29] Zellner A., 1974, J ECONOMETRICS, V2, P17, DOI [10.1016/0304-4076(74)90028-1, DOI 10.1016/0304-4076(74)90028-1]