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A brief look on the literature on deseasonalization

Campos, Julia - In: Revista de econometria 11 (1991) 2, pp. 217-236

Persistent link: https://www.econbiz.de/10001133311

PC-GIVE and David Hendry's econometric methodology

Ericsson, Neil R. - In: Revista de econometria 10 (1990) 1, pp. 7-117

Persistent link: https://www.econbiz.de/10001140026

Confidence intervals for linear combinations of forecasts from dynamic econometric models

Campos, Julia - In: Journal of policy modeling : JPMOD ; a social science … 14 (1992) 4, pp. 535-560

Persistent link: https://www.econbiz.de/10001130449

Consistent model selection by an automatic Gets approach

Campos, Julia; Hendry, David F.; Krolzig, Hans-Martin - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 803-819

Persistent link: https://www.econbiz.de/10001860174

General-to-specific modeling : an overview and selected bibliography

Campos, Julia; Ericsson, Neil R.; Hendry, David F. - 2005

Persistent link: https://www.econbiz.de/10003127200

General-to-Specific Modeling : An Overview and Selected Bibliography

Campos, Julia; Ericsson, Neil R.; Hendry, David F. - 2005

aspects of this approach include the theory of reduction, dynamic specification, model selection procedures, model selection … criteria, model comparison, encompassing, computer automation, and empirical implementation. This paper thus reviews the theory …

Persistent link: https://www.econbiz.de/10014062671