Unit Roots and Survey Data.

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 1989
Volume: 51
Issue: 4
Pages: 451-63

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Several necessary conditions regarding the order of integration are stated for survey data, which optimally forecast variables with unit roots. The necessary conditions can be easily tested within the cointegration framework, and have applications for modeling the expectations structure. If the survey data is rational, adaptive influences must enter the expectations structure through the error correction mechanism. Copyright 1989 by Blackwell Publishing Ltd

Technical Details

RePEc Handle
repec:bla:obuest:v:51:y:1989:i:4:p:451-63
Journal Field
General
Author Count
1
Added to Database
2026-01-25