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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

Predictor-corrector interior-point algorithm for sufficient linear complementarity problems based on a new type of algebraic equivalent transformation technique

Darvay, Zsolt; Illés, Tibor; Rigó, Petra Renáta - 2020

We propose a new predictor-corrector (PC) interior-point algorithm (IPA) for solving linear complementarity problem (LCP) with P_* (κ)-matrices. The introduced IPA uses a new type of algebraic equivalent transformation (AET) on the centering equations of the system defining the central path....

Persistent link: https://www.econbiz.de/10012288114

New predictor-corrector interior-point algorithm for symmetric cone horizontal linear complementarity problems

Darvay, Zsolt; Rigó, Petra Renáta - 2021

In this paper we propose a new predictor-corrector interior-point algorithm for solving P_* (κ) horizontal linear complementarity problems defined on a Cartesian product of symmetric cones, which is not based on a usual barrier function. We generalize the predictor-corrector algorithm...

Persistent link: https://www.econbiz.de/10012488273