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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
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Co-breaking : recent advances and a synopsis of the literature
Hendry, David F.; Massmann, Michael - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 33-51
Persistent link: https://www.econbiz.de/10003410141
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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