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Reformulating empirical macroeconometric modelling

Hendry, David F.; Mizon, Grayham E. - In: Oxford review of economic policy 16 (2000) 4, pp. 138-159

Persistent link: https://www.econbiz.de/10001588307

Unpredictability in economic analysis, econometric modeling and forecasting

Hendry, David F.; Mizon, Grayham E. - In: Journal of econometrics 182 (2014) 1, pp. 186-195

Persistent link: https://www.econbiz.de/10010497091

Exogeneity, cointegration, and economic policy analysis

Ericsson, Neil R.; Hendry, David F.; Mizon, Grayham E. - Federal Reserve Board (Board of Governors of the … - 1998

This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in general; and these concepts are then applied to...

Persistent link: https://www.econbiz.de/10005372535

Guest Editors' Introduction to Special Issue on Encompassing

Hendry, David F.; Marcellino, Massimiliano; Mizon, … - In: Oxford bulletin of economics and statistics 70 (2008) 6, pp. 715-720

Persistent link: https://www.econbiz.de/10008159201

Special Section on Exogeneity, Cointegration, and Economic Policy - Exogeneity, Cointegration, and Economic Policy Analysis

Ericsson, Neil R.; Hendry, David F.; Mizon, Grayham E. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 370-387

Persistent link: https://www.econbiz.de/10008218983

Reformulating Empirical Macroeconometric Modelling

Hendry, David F.; Mizon, Grayham E. - In: Oxford review of economic policy 16 (2000) 4, pp. 138

Persistent link: https://www.econbiz.de/10007673500

Econometric modelling of time series with outlying observations

Hendry, David F.; Mizon, Grayham E. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10010029880

Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK

Hendry, David F.; Mizon, Grayham E. - In: Empirical economics : a journal of the Institute for … 23 (1998) 3, pp. 267-294

Persistent link: https://www.econbiz.de/10006305201

Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK

Hendry, David F.; Mizon, Grayham E. - In: Empirical economics : a journal of the Institute for … 23 (1998) 3, pp. 267-294

Persistent link: https://www.econbiz.de/10006305215

The Econometric Analysis of Economic Policy

Banerjee, Anindya; Hendry, David F.; Mizon, Grayham E. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 573-600

Persistent link: https://www.econbiz.de/10006480078