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Inference in Cointegrating Models: UK M1 Revisited

Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Journal of Economic Surveys 12 (1998) 5, pp. 533-572

Persistent link: https://www.econbiz.de/10010728733

Inference in cointegration models : UK M1 revisited

Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Journal of economic surveys 12 (1998) 5, pp. 533-572

Persistent link: https://www.econbiz.de/10001400862

Inference in cointegrating models : UK M1 revisited

Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Practical issues in cointegration analysis, (pp. 117-156). 1999

Persistent link: https://www.econbiz.de/10001550932

ARTICLES - Inference in Cointegrating Models: UK M1 Revisited

Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Journal of economic surveys 12 (1998) 5, pp. 533-572

Persistent link: https://www.econbiz.de/10007691284

The Influence of Var Dimensions on Estimator Biases: Comment

Doornik, Jurgen A.; Nielsen, Bent; Rothenberg, Thomas J. - In: Econometrica 71 (2003) 1, pp. 377-383

Persistent link: https://www.econbiz.de/10005231854

The influence of VAR dimensions on estimator biases : comment

Doornik, Jurgen A.; Nielsen, Bent; Rothenberg, Thomas J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 377-383

Persistent link: https://www.econbiz.de/10001731136

Rejoinder to comment Doornik, Nielsen, and Rothenberg

Abadir, Karim Maher; Hadri, Kaddour; Tzavalis, Elias - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 385-386

Persistent link: https://www.econbiz.de/10001731138

NOTES AND COMMENTS - The Influence of VAR Dimensions on Estimator Biases: Comment

Doornik, Jurgen A.; Nielsen, Bent; Rothenberg, Thomas J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 377-384

Persistent link: https://www.econbiz.de/10006764269

The Bernoulli model, from <i>Econometric Modeling: A Likelihood Approach</i>

Hendry, David F.; Nielsen, Bent - Princeton University Press

<i>Econometric Modeling</i> provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based...

Persistent link: https://www.econbiz.de/10005453782

Preface to Econometric Modeling: A Likelihood Approach

Hendry, David F.; Nielsen, Bent - Princeton University Press

Persistent link: https://www.econbiz.de/10005453801