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Dynamic econometrics in action: a biography of David F. Hendry
Ericsson, Neil R., (2021)
The impact of COVID-19 infections on money demand : a cointegration analysis in the euro area
Zangelidis, Leonidas, (2023)
Monetary trends in the UK and the USA from 1874 to 2020 : a nonlinear approach to money demand
Escribano, Álvaro, (2023)
On estimators of the disturbance variance in econometric models : some general small-sample results on Bias and the existence of moments
Dufour, Jean-Marie, (1985)
Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie, (2006)
Dufour, Jean-Marie, (2004)