- Allen, D.M. (1974) The relationship between variable selection and data augmentation and a method for prediction. Technometrics, 16, 125-127.
Paper not yet in RePEc: Add citation now
- Bates, J., and C. Granger (1969) The Combination of Forecasts, Operational Research Quarterly, 20, 451-468.
Paper not yet in RePEc: Add citation now
- Brock, William, and Steven Durlauf (2001), Growth Empirics and Reality, World Bank Economic Review, 15.2, 229-272.
Paper not yet in RePEc: Add citation now
Brock, William, Steven N. Durlauf and Kenneth West (2003), Policy Evaluation in Uncertain Economic Environments, Brookings Papers on Economic Activity, 235-322.
- Buckland, S.T., K.P. Burnham and N.H. Augustin (1997) Model selection: an integral part of inference. Biometrics 53, 603-618.
Paper not yet in RePEc: Add citation now
- Bureau of Labor Statistics (2006) Age Bias Factors Derivation Based on Unit Characteristics: 01/26/06 Internal Memo, Bureau of Labor Statistics.
Paper not yet in RePEc: Add citation now
- Campbell, Louise L. (2006) Updating the Housing Age-Bias Regression Model in the Consumer Price Index. CPI Detailed Report, November 2006.
Paper not yet in RePEc: Add citation now
Caudill, Steven B., and Randall G Holcombe (1999) Specification search and levels of significance in econometric models. Eastern Economic Journal 25.3 (Summer), 289-300.
Clemen, R.T. (1989) Combining forecasts: A Review and Annotated Bibliography. International Journal of Forecasting, 5, 559-583.
- Crone, Theodore M., Leonard I. Nakamura, and Richard Voith (2003) Regression-based estimates of rental increases. Mimeo, Federal Reserve Bank of Philadelphia.
Paper not yet in RePEc: Add citation now
Crone, Theodore, Leonard Nakamura and Richard Voith. (2006) Rents have been rising, not falling, in the postwar period. Manuscript, Federal Reserve Bank of Philadelphia.
Danilov, Dmitry, and Jan R. Magnus (2004) Forecast accuracy after pretesting with an application to the stock market. Journal of Forecasting 23, 251-274.
Diebold, Francis X. and P. Pauly (1990) The use of prior information in forecast combination, International Journal of Forecasting 6, 503-508.
- Draper, D. (1995) Assessment and propagation of model uncertainty. Journal of the Royal Statistical Society, Series B 57, 45-70.
Paper not yet in RePEc: Add citation now
Durlauf, Steven N., P. Johnson and J. Temple. (2005). Growth Econometrics, in Handbook of Economic Growth, P. Aghion and S.N. Durlauf, eds., North Holland, Amsterdam.
Eklund, Jana, and Sune Karlsson (2005) Forecast combination and model averaging using predictive measures. Mimeo, Stockholm School of Economics.
- Erickson, Timothy, and Ariel Pakes (2007) An Experimental Component Index for the CPI: From Annual Computer Data to Monthly Data on Other Goods. Mimeo, Harvard University.
Paper not yet in RePEc: Add citation now
Fernandez, C., Eduardo Ley and Mark F.J. Steel (2001) Model uncertainty in cross-country growth regressions. Journal of Applied Econometrics 16, 563-576.
- Freedman, David A. (1983) A Note on Screening Regression Equations. The American Statistician 37.2, 152-55.
Paper not yet in RePEc: Add citation now
Granger, C. W. J. , and Y. Jeon (2004), Thick modeling, Economic Modelling 21, 323-343.
- Hansen, Bruce (2006) Least squares model averaging. Mimeo, University of Wisconsin.
Paper not yet in RePEc: Add citation now
- Hendry, David F., and J. James Reade (2005) Problems in Model Averaging with Dummy Variables. Mimeo, Oxford University.
Paper not yet in RePEc: Add citation now
Hendry, David F., and Michael P. Clements (2004) Pooling of forecasts, Econometrics Journal, Royal Economic Society, vol. 7(1), pages 1-31.
- Hoeting, J. A., Madigan, D., Raftery, A. E., and Volinsky, C. T. (1999), Bayesian Model Averaging: A Tutorial (with Discussion), Statistical Science, 15, pp. 193-195.
Paper not yet in RePEc: Add citation now
- Hulten, Charles R., and Frank C.Wykoff (1981) The Measurement of Economic Depreciation. in Charles R. Hulten, Ed., Depreciation, Inflation, and the Taxation of Income from Capital. Washington DC: The Urban Institute Press.
Paper not yet in RePEc: Add citation now
- Improving the CPIs Age-Bias Adjustment Elliott, Graham (2004) Forecast combination with many forecasts, Mimeo, Department of Economics, University of California, San Diego.
Paper not yet in RePEc: Add citation now
Improving the CPIs Age-Bias Adjustment Magnus, Jan R., and J. Durbin (1999) Estimation of regression coefficients of interest when other regression coefficients are of no interest. Econometrica 67, 639-643.
- Improving the CPIs Age-Bias Adjustment van Dalen, Jan, and Ben Bode (2004) Estimation biases in quality-adjusted hedonic price indices. Mimeo, Rotterdam School of Mgmt., Erasmus University.
Paper not yet in RePEc: Add citation now
Jacobson, T., and S. Karlsson (2006) Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach, forthcoming, Journal of Forecasting.
Kabaila, P. (1995) The effect of model selection on confidence regions and prediction regions, Econometric Theory 11, 537-549.
- Kass, R. E. & Raftery, A. E. (1995). Bayes factors. Journal of the American Statistical Association, 90, 773-795.
Paper not yet in RePEc: Add citation now
- Kass, R. E. & Wasserman, L. (1995). A reference Bayesian test for nested hypotheses and its relationship to the Schwarz criterion. Journal of the American Statistical Association, 90, 928-934.
Paper not yet in RePEc: Add citation now
Koop, Gary, and Simon Potter (2003) Forecasting in large macroeconomic panels using Bayesian Model Averaging. Staff Report 163, Federal Reserve Bank of New York.
- Magnus, Jan (2006) Local sensitivity in econometrics, in Measurement in Economics, M.J. Boumans, ed., Academic Press, San Diego.
Paper not yet in RePEc: Add citation now
Makridakis, S. and R.L. Winkler (1983), Averages of forecasts: Some empirical results, Management Science 29:987-996.
- Masanjala, Winford H., and Chris Papageorgiou (2007) Initial Conditions and Post-War Growth in Sub-Saharan Africa. Manuscript, IMF.
Paper not yet in RePEc: Add citation now
Pesaran, Hashem and Allan Timmerman (2006) Selection of Estimation Window in the Presence of Breaks. Forthcoming, Journal of Econometrics.
- Poole, Robert, Frank Ptacek, and Randal Verbrugge (2005) Treatment of Owner-Occupied Housing in the CPI. Manuscript prepared for FESAC, Bureau of Labor Statistics.
Paper not yet in RePEc: Add citation now
Potscher, Benedikt M. (1991) Effects of model selection on inference, Econometric Theory 7, 163-185.
- Ptacek, Frank, and Robert M. Baskin (1996) Revision of the CPI Housing Sample and Estimators. Monthly Labor Review (December), 31-9.
Paper not yet in RePEc: Add citation now
- Raftery, Adrian E. (1995) Bayesian Model Selection in Social Research. Sociological Methodology 25, 111-163.
Paper not yet in RePEc: Add citation now
- Raftery, Adrian E., David Madigan and Jennifer A. Hoeting (1997), Bayesian model averaging for linear regression models, Journal of the American Statistical Association 92(437), 179-191.
Paper not yet in RePEc: Add citation now
Sala-i-Martin, Xavier, Gernot Doppelhofer, and Ronald I. Miller (2004), Determinants of LongTerm Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach, American Economic Review, 94.4, 813-835.
- Shtatland, Ernest S., Sara Moore, Inna Dashevsky, Irma Miroshnik, Emily Cain and Mary B. Barton (2000) How to be a Bayesian in SAS: Model Selection Uncertainty in Proc Logistic and Proc Genmod. Proceedings of the 13th Annual NorthEast SAS Users Group Conference.
Paper not yet in RePEc: Add citation now
- Stock, James H. and Mark Watson (2001) A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series. In R.F. Engle and H. White (eds). Festschrift in Honour of Clive Granger, Pages 1-44.
Paper not yet in RePEc: Add citation now
Stock, James H., and Mark Watson (2004), Combination forecasts of output growth in a seven country data set, Journal of Forecasting 23, 405-430.
Swanson, N.R., and T. Zeng (2001), Choosing among competing econometric forecasts: regressionbased forecast combination using model selection, Journal of Forecasting 6:425-440.
Temple, Jonathan (2000) Growth regressions and what the textbooks dont tell you. Bulletin of Economic Research 52.3, 181-205.
Timmermann, Allan (2005) Forecast Combinations. Mimeo, UCSD. Forthcoming, Handbook of Economic Forecasting.
- Yang, Yuhong (2003) Regression with multiple candidate models: selecting or mixing? Statistica Sinica, 13, 783-809.
Paper not yet in RePEc: Add citation now
Yang, Yuhong (2004), Combining forecasting procedures: Some theoretical results, Econometric Theory 20:176-190.
- Yang, Yuhong (2005) Consistency of Cross Validation for Comparing Regression Procedures Mimeo, University of Minnesota.
Paper not yet in RePEc: Add citation now