Sargan Lecture of the Royal Economic Society, 2004. We are indebted to Julia Campos, Dorian Owen and Jon Temple for helpful comments and suggestions. Financial support to the first author from the UK Economic and Social Research Council under a Professorial Research Fellowship, RES 015 270035, and grant RES 000 230539, is gratefully acknowledged.
The Properties of Automatic GETS Modelling*
Article first published online: 2 MAR 2005
The Economic Journal
Volume 115, Issue 502, pages C32–C61, March 2005
How to Cite
Hendry, D. F. and Krolzig, H.-M. (2005), The Properties of Automatic GETS Modelling. The Economic Journal, 115: C32–C61. doi: 10.1111/j.0013-0133.2005.00979.x
- Issue published online: 2 MAR 2005
- Article first published online: 2 MAR 2005
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