Shazam: A response

The recent SHAZAM Review by Ray Byron (1987) in this journal raised a number of issues which require clarification. Byron was fortunate in having access to a preliminary version of SHAZAM Version 6, which is now publicly available. Several features have been added since the preliminary version which...

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Veröffentlicht in:Journal of Applied Econometrics (1986-1998) 1988-07, Vol.3 (3), p.245-247
1. Verfasser: White, K. J.
Format: Artikel
Sprache:eng
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Zusammenfassung:The recent SHAZAM Review by Ray Byron (1987) in this journal raised a number of issues which require clarification. Byron was fortunate in having access to a preliminary version of SHAZAM Version 6, which is now publicly available. Several features have been added since the preliminary version which I think reduce or eliminate Byron's concerns. These issues are outlined below.
ISSN:0883-7252
1099-1255
DOI:10.1002/jae.3950030309