Similar Search Results - EconBiz

Cointegration tests in the presence of structural breaks

Campos, Julia; Ericsson, Neil R.; Hendry, David F. - In: Journal of Econometrics 70 (1996) 1, pp. 187-220

Persistent link: https://www.econbiz.de/10005238978

The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors

Hendry, David F. - In: Journal of Econometrics 9 (1979) 3, pp. 295-314

Persistent link: https://www.econbiz.de/10005239078

Model selection in under-specified equations facing breaks

Castle, Jennifer L.; Hendry, David F. - In: Journal of Econometrics 178 (2014) P2, pp. 286-293

When a model under-specifies the data generation process, model selection can improve over estimating a prior specification, especially if location shifts occur. Impulse-indicator saturation (IIS) can ‘correct’ non-constant intercepts induced by location shifts in omitted variables, which...

Persistent link: https://www.econbiz.de/10010730127

Autoreg: a computer program library for dynamic econometric models with autoregressive errors

Hendry, David F.; Srba, Frank - In: Journal of Econometrics 12 (1980) 1, pp. 85-102

Persistent link: https://www.econbiz.de/10005285538

Robustifying forecasts from equilibrium-correction systems

Hendry, David F. - In: Journal of Econometrics 135 (2006) 1-2, pp. 399-426

Persistent link: https://www.econbiz.de/10005285701

Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares

Hendry, David F.; Harrison, Robin W. - In: Journal of Econometrics 2 (1974) 2, pp. 151-174

Persistent link: https://www.econbiz.de/10005052719

Achievements and challenges in econometric methodology

Hendry, David F. - In: Journal of Econometrics 100 (2001) 1, pp. 7-10

Persistent link: https://www.econbiz.de/10005052731

Econometric analysis of small linear systems using PC-FIML

Hendry, David F.; Neale, Adrian J.; Srba, Frank - In: Journal of Econometrics 38 (1988) 1-2, pp. 203-226

Persistent link: https://www.econbiz.de/10005192622

A reply to Professors Maasoumi and Phillips

Hendry, David F. - In: Journal of Econometrics 19 (1982) 2-3, pp. 203-213

Persistent link: https://www.econbiz.de/10005192698

An analogue model of phase-averaging procedures

Campos, Julia; Ericsson, Neil R.; Hendry, David F. - In: Journal of Econometrics 43 (1990) 3, pp. 275-292

Persistent link: https://www.econbiz.de/10005192704

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