The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
Econometrica: Jan, 1979, Volume 47, Issue 1
https://doi.org/0012-9682(197901)47:1<101:LREAPO>2.0.CO;2-3
p. 101-114
Salih N. Neftci
This paper investigates the degree to which a "leading" time series improves the prediction of coincident series. The theory of covariance-stationary processes is used as the theoretical framework and empirical tests dealing with the predictive ability of "leading" series are supplied.
November 16, 2023
I am delighted to welcome a new member to the Quantitative Economics editorial board. Effective July 1, 2024, Chao Fu (University of Wisconsin-Madison) will become a Co-Editor. Chao is a distinguished scholar with broad expertise in applied economics. Her knowledge and insight will be of great value to the journal.
