Narrow search
Showing 1 - 5 of 5
Cover Image
Ranking leading econometrics journals using citations data from ISI and RePEc
Chang, Chia-Lin; McAleer, Michael - In: Econometrics : open access journal 1 (2013) 3, pp. 217-235
econometrics journals taken from the Thomson Reuters ISI Web of Science (ISI) Category of Economics, using citations data from ISI …
Persistent link: https://www.econbiz.de/10010236715
Cover Image
Modelling non-stationary "Big Data"
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: International journal of forecasting 37 (2021) 4, pp. 1556-1575
Persistent link: https://www.econbiz.de/10013274313
Cover Image
Forecasting from misspecified Models in the Presence of Unanticipated Location Shifts
Clements, Michael P.; Hendry, David F. - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882021
Cover Image
Chapter 20. Wanting Robustness in Macroeconomics
Hansen, Lars Peter; Sargent, Thomas J. - In: Handbook of monetary economics : volume 3, (pp. 1097-1157). 2010
Robust control theory is a tool for assessing decision rules when a decision maker distrusts either the specification of transition laws or the distribution of hidden state variables or both. Specification doubts inspire the decision maker to want a decision rule to work well for a ∅ of models...
Persistent link: https://www.econbiz.de/10014025622
Cover Image
Econometric Modeling : A Likelihood Approach
Hendry, David F.; Nielsen, Bent - 2007
Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue … introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each …, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self …
Persistent link: https://www.econbiz.de/10014482579