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Econometric modelling of changing time series

Hendry, David F.; Mizon, Grayham E. - 2010

Persistent link: https://www.econbiz.de/10003942770

Hendry, David F.; Mizon, Grayham E. - In: Cogent economics & finance 4 (2016) 1, pp. 1-26

We recommend a major shift in the Econometrics curriculum for both graduate and undergraduate teaching. It is essential … conducting empirical macroeconomic research. We focus on a new approach to macro-econometrics teaching, since even undergraduate … econometrics courses must include analytical methods for time series that exhibit both evolution from stochastic trends and abrupt …

Persistent link: https://www.econbiz.de/10011487537

Improving the teaching of econometrics

Hendry, David F.; Mizon, Grayham E. - 2016

Persistent link: https://www.econbiz.de/10011451569

Reformulating empirical macro-econometric modelling

Hendry, David F.; Mizon, Grayham E. - 2001

Persistent link: https://www.econbiz.de/10001554384

A retrospective on J. Denis Sargan and his contributions to econometrics

Ericsson, Neil R.; Maasoumi, Esfandiar; Mizon, Grayham E. - 2001

Persistent link: https://www.econbiz.de/10001566256

A retrospective on J. Denis Sargan and his contributions to econometrics

Ericsson, Neil R.; Maasoumi, Esfandiar; Mizon, Grayham E. - 2001

Persistent link: https://www.econbiz.de/10001568007

Exogeneity, Cointegration, and Economic Policy Analysis

Ericsson, Neil R.; Hendry, David F.; Mizon, Grayham E. - 2003

This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in general; and these concepts are then applied to...

Persistent link: https://www.econbiz.de/10014219439

A Retrospective on J. Denis Sargan and His Contributions to Econometrics

Ericsson, Neil R.; Maasoumi, Esfandiar; Mizon, Grayham E. - 2003

econometrics, emphasizing the breadth of his work in both theoretical and applied econometrics. We include a complete bibliography …

Persistent link: https://www.econbiz.de/10014133092

Computer aided licence selection

Forgó, Ferenc; Temesi, József - 1987

A model of multiple criteria decision making is presented for selecting the “best” of a finite number of alternatives. Techniques of scoring the alternatives and weighting the criteria are combined with different evaluating procedures and amalgamated in an interactive algorithm. Application...

Persistent link: https://www.econbiz.de/10010124015

A generalization of correlated equilibrium: A new protocol

Forgó, Ferenc - 2010

A new correlation scheme (leading to a special equilibrium called “soft” correlated equilibrium) is introduced for finite games. After randomization over the outcome space, players have the choice either to follow the recommendation of an umpire blindly or freely choose some other action...

Persistent link: https://www.econbiz.de/10010124422