Similar Search Results

Hendry, David F.; Mizon, Grayham E. - In: Cogent economics & finance 4 (2016) 1, pp. 1-26

We recommend a major shift in the Econometrics curriculum for both graduate and undergraduate teaching. It is essential … conducting empirical macroeconomic research. We focus on a new approach to macro-econometrics teaching, since even undergraduate … econometrics courses must include analytical methods for time series that exhibit both evolution from stochastic trends and abrupt …

Persistent link: https://www.econbiz.de/10011487537

Improving the teaching of econometrics

Hendry, David F.; Mizon, Grayham E. - 2016

Persistent link: https://www.econbiz.de/10011451569

A retrospective on J. Denis Sargan and his contributions to econometrics

Ericsson, Neil R.; Maasoumi, Esfandiar; Mizon, Grayham E. - 2001

Persistent link: https://www.econbiz.de/10001566256

A retrospective on J. Denis Sargan and his contributions to econometrics

Ericsson, Neil R.; Maasoumi, Esfandiar; Mizon, Grayham E. - 2001

Persistent link: https://www.econbiz.de/10001568007

Reformulating empirical macro-econometric modelling

Hendry, David F.; Mizon, Grayham E. - 2001

Persistent link: https://www.econbiz.de/10001554384

Econometric modelling of changing time series

Hendry, David F.; Mizon, Grayham E. - 2010

Persistent link: https://www.econbiz.de/10003942770

Exogeneity, Cointegration, and Economic Policy Analysis

Ericsson, Neil R.; Hendry, David F.; Mizon, Grayham E. - 2003

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/10014219439

A Retrospective on J. Denis Sargan and His Contributions to Econometrics

Ericsson, Neil R.; Maasoumi, Esfandiar; Mizon, Grayham E. - 2003

econometrics, emphasizing the breadth of his work in both theoretical and applied econometrics. We include a complete bibliography …

Persistent link: https://www.econbiz.de/10014133092

Exogeneity, cointegration, and economic policy analysis

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

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

A retrospective on J. Denis Sargan and his contributions to econometrics

Ericsson, Neil R.; Maasoumi, Esfandiar; Mizon, Grayham E. - Federal Reserve Board (Board of Governors of the … - 2001

econometrics, emphasizing the breadth of his work in both theoretical and applied econometrics. We include a complete bibliography …

Persistent link: https://www.econbiz.de/10005372638