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There are 11482 results for: content related to: MODELLING LINEAR DYNAMIC ECONOMETRIC SYSTEMS

  1. The Implications for Econometric Modelling of Forecast Failure

    Scottish Journal of Political Economy

    Volume 44, Issue 4, September 1997, Pages: 437–461, David F. Hendry and Jurgen A. Doornik

    Article first published online : 7 JAN 2003, DOI: 10.1111/1467-9485.t01-1-00065

  2. Inference in Cointegrating Models: UK M1 Revisited

    Journal of Economic Surveys

    Volume 12, Issue 5, December 1998, Pages: 533–572, Jurgen A. Doornik, David F. Hendry and Bent Nielsen

    Article first published online : 16 DEC 2002, DOI: 10.1111/1467-6419.00067

  3. The Demand for Broad Money in the United Kingdom, 1878–1993

    The Scandinavian Journal of Economics

    Volume 100, Issue 1, March 1998, Pages: 289–324, Neil R. Ericsson, David F. Hendry and Kevin M. Prestwich

    Article first published online : 17 DEC 2002, DOI: 10.1111/1467-9442.00103

  4. Model Selection in Equations with Many ‘Small’ Effects

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 6–22, Jennifer L. Castle, Jurgen A. Doornik and David F. Hendry

    Article first published online : 8 OCT 2012, DOI: 10.1111/j.1468-0084.2012.00727.x

  5. Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 5, October 2012, Pages: 716–735, Genaro Sucarrat and Alvaro Escribano

    Article first published online : 24 OCT 2011, DOI: 10.1111/j.1468-0084.2011.00669.x

  6. USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES

    Journal of Economic Surveys

    Volume 27, Issue 2, April 2013, Pages: 269–296, Jennifer L. Castle, Xiaochuan Qin and W. Robert Reed

    Article first published online : 5 SEP 2011, DOI: 10.1111/j.1467-6419.2011.00704.x

  7. General-to-Specific Modelling Using PcGets

    Journal of Economic Surveys

    Volume 17, Issue 4, September 2003, Pages: 609–628, P. Dorian Owen

    Article first published online : 21 JUL 2003, DOI: 10.1111/1467-6419.00206

  8. Distributions of error correction tests for cointegration

    The Econometrics Journal

    Volume 5, Issue 2, December 2002, Pages: 285–318, Neil R. Ericsson and James G. MacKinnon

    Article first published online : 17 JAN 2003, DOI: 10.1111/1368-423X.00085

  9. Encompassing and Automatic Model Selection

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue s1, December 2008, Pages: 915–925, Jurgen A. Doornik

    Article first published online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00536.x

  10. The Fragility of Sensitivity Analysis: An Encompassing Perspective

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue s1, December 2008, Pages: 895–914, Neil R. Ericsson

    Article first published online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00535.x

  11. Consistency, Value Relevance and Sufficiency of Book for Market Values in Five Japanese Conglomerates Over the Period 1950–2004

    Abacus

    Volume 45, Issue 1, March 2009, Pages: 88–123, TERENCE COOKE, TERUYO OMURA and ROGER WILLETT

    Article first published online : 26 FEB 2009, DOI: 10.1111/j.1467-6281.2009.00279.x

  12. The Nobel Memorial Prize for Clive W. J. Granger

    The Scandinavian Journal of Economics

    Volume 106, Issue 2, June 2004, Pages: 187–213, David F. Hendry

    Article first published online : 16 AUG 2004, DOI: 10.1111/j.0347-0520.2004.00361.x

  13. An evaluation of forecasting using leading indicators

    Journal of Forecasting

    Volume 15, Issue 4, July 1996, Pages: 271–291, Rebecca A. Emerson and David F. Hendry

    Article first published online : 4 DEC 1998, DOI: 10.1002/(SICI)1099-131X(199607)15:4<271::AID-FOR623>3.0.CO;2-7

  14. APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS

    Journal of Economic Surveys

    Volume 12, Issue 5, December 1998, Pages: 573–593, Jurgen A. Doornik

    Article first published online : 16 DEC 2002, DOI: 10.1111/1467-6419.00068

  15. Applied Econometrics without Sinning

    Journal of Economic Surveys

    Volume 16, Issue 4, September 2002, Pages: 591–604, David F. Hendry

    Article first published online : 16 DEC 2002, DOI: 10.1111/1467-6419.00180

  16. Seasonality, Cointegration, and Forecasting UK Residential Energy Demand

    Scottish Journal of Political Economy

    Volume 46, Issue 2, May 1999, Pages: 185–206, Michael P. Clements and Reinhard Madlener

    Article first published online : 7 JAN 2003, DOI: 10.1111/1467-9485.00128

  17. THE ECONOMETRICS OF MACROECONOMIC FORECASTING

    The Economic Journal

    Volume 107, Issue 444, September 1997, Pages: 1330–1357, David F. Hendry

    Article first published online : 27 JAN 2012, DOI: 10.1111/j.1468-0297.1997.tb00051.x

  18. You have free access to this content
    Modelling a century and a half of UK macroeconomic data using general to specific methodology

    Oxonomics

    Volume 2, Issue 1-2, June 2007, Pages: 21–26, Jennifer L. Castle

    Article first published online : 27 NOV 2007, DOI: 10.1111/j.1752-5209.2007.00014.x

  19. FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION

    Bulletin of Economic Research

    George Bagdatoglou, Alexandros Kontonikas and Mark E. Wohar

    Article first published online : 14 FEB 2015, DOI: 10.1111/boer.12041

  20. Equilibrium Unemployment Dynamics in a Panel of OECD Countries

    Oxford Bulletin of Economics and Statistics

    Volume 77, Issue 2, April 2015, Pages: 164–190, Ragnar Nymoen and Victoria Sparrman

    Article first published online : 20 MAR 2014, DOI: 10.1111/obes.12061