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1
Econometric disequilibrium models
Quandt, Richard E.
;
Hendry, David F.
;
Monfort, Alain
- In:
Econometric reviews
1
(
1982
)
1
,
pp. 1-63
Persistent link: https://www.econbiz.de/10002666391
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2
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
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3
On the interactions of unit roots and exogeneity
Hendry, David F.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 385-419
Persistent link: https://www.econbiz.de/10001189080
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4
Misspecification testing : non-invariance of expectations models of inflation
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
; …
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 553-574
Persistent link: https://www.econbiz.de/10010360791
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5
Testing the Lucas critique : a review
Favero, Carlo A.
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
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6
The impact of integrated measurement errors on modeling long-run macroeconomic time series
Duffy, James A.
;
Hendry, David F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 568-587
Persistent link: https://www.econbiz.de/10011795283
Saved in:
7
Modelling the persistence of conditional variances
Engle, Robert F.
- In:
Econometric reviews
5
(
1986
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
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