Hendry, David F. (contributor); Johansen, Søren (contributor) - 2007
Saturated by Indicators
David F. Hendry, Søren Johansen,
and Carlos Santos
Studiestræde 6, DK-1455 …)
Selecting a Regression Saturated by Indicators
David F. Hendry, Economics Department, Oxford University
Søren Johansen …. In this setting, the initial general unrestricted
model (GUM) cannot be estimated at the outset. Instead, Hendry and …