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Exogeneity, cointegration, and economic policy analysis
Ericsson, Neil R.; Hendry, David F.; Mizon, Grayham E. - 1998
Persistent link: https://www.econbiz.de/10000669631
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
Castle, Jennifer (ed.); Hendry, David F. (honouree) - 2009 - 1. publ.
Persistent link: https://www.econbiz.de/10003734868
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Exogeneity, Cointegration, and Economic Policy Analysis
Ericsson, Neil R.; Hendry, David F.; Mizon, Grayham E. - 2003
econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in … articles in this issue's special section on "Exogeneity, Cointegration, and Economic Policy Analysis." …
Persistent link: https://www.econbiz.de/10014219439
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Chapter 12 Forecasting with Breaks
Clements, Michael P.; Hendry, David F. - 2006
present a detailed analysis for cointegrated VARs, given the popularity of such models in econometrics. We also consider the …
Persistent link: https://www.econbiz.de/10014023694
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A comment on 'Specification searches in spatial econometrics: the relevance of Hendry's methodology'
Hendry, David F. - 2006
Florax et al. [Florax, R.J.G.M., Folmer, H., Rey, S.J., 2003. Specification searches in spatial econometrics: the … 'Specification searches in spatial econometrics: the relevance of Hendry's methodology', Regional Science and Urban Economics, 36 …
Persistent link: https://www.econbiz.de/10009441389
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General-to-specific modeling: an overview and selected bibliography
Campos, Julia; Ericsson, Neil R.; Hendry, David F. - Federal Reserve Board (Board of Governors of the … - 2005
of reduction, summarizes the approach of general-to-specific modeling, and discusses the econometrics of model selection …
Persistent link: https://www.econbiz.de/10005368530
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Parallel Computation in Econometrics: A Simplified Approach
Doornik, Jurgen A.; Shephard, Neil; Hendry, David F. - Economics Group, Nuffield College, University of Oxford - 2004
Parallel computation has a long history in econometric computing, but is not at all wide spread. We believe that a major impediment is the labour cost of coding for parallel architectures. Moreover, programs for specific hardware often become obsolete quite quickly. Our approach is to take a...
Persistent link: https://www.econbiz.de/10005256829
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Exogeneity, cointegration, and economic policy analysis
Ericsson, Neil R.; Hendry, David F.; Mizon, Grayham E. - Federal Reserve Board (Board of Governors of the … - 1998
econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in … articles in this special section of the Journal of Business and Economic Statistics on "Exogeneity, Cointegration, and Economic …
Persistent link: https://www.econbiz.de/10005372535
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Computationally-intensive Econometrics using a Distributed Matrix-programming Language
Doornik, Jurgen A.; Hendry, David F.; Shephard, Neil - Economics Group, Nuffield College, University of Oxford
This paper reviews the need for powerful facilities in econometrics, focusing on concrete problems which arise in …
Persistent link: https://www.econbiz.de/10005730329
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Cointegration tests in the presence of structural breaks
Campos, Julia; Ericsson, Neil R.; Hendry, David F. - Federal Reserve Board (Board of Governors of the … - 1993
developed recursive Monte Carlo techniques, this paper investigates the properties of several cointegration tests when the …
Persistent link: https://www.econbiz.de/10005712836