Measurement Errors and Tests for RationalityJeong, Jinook; Maddala, G. S. · Journal of Business & Economic Statistics · 1991

Testing the Rationality of Survey Data Using the Weighted Double-Bootstrapped Method of MomentsJinook Jeong and G. S. Maddala · The Review of Economics and Statistics · 1996

Production Frontiers and Panel DataPeter Schmidt and Robin C. Sickles · Journal of Business & Economic Statistics · 1984

A Test for Superior Predictive AbilityPeter Reinhard Hansen · Journal of Business & Economic Statistics · 2005

CAViaREngle, Robert F; Manganelli, Simone · Journal of Business & Economic Statistics · 2004

Calculating Interval ForecastsChatfield, Chris · Journal of Business & Economic Statistics · 1993

All Forecasters Are EqualBatchelor, R. A. · Journal of Business & Economic Statistics · 1990

A Test for Superior Predictive AbilityHansen, Peter Reinhard · Journal of Business & Economic Statistics · 2005

Business Cycle AsymmetriesClements, Michael P; Krolzig, Hans-Martin · Journal of Business & Economic Statistics · 2003

Dynamic Conditional CorrelationEngle, Robert · Journal of Business & Economic Statistics · 2002