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Consistent model selection by an automatic Gets approach
Campos, Julia; Hendry, David F.; Krolzig, Hans-Martin - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 803-819
Persistent link: https://www.econbiz.de/10001860174
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We ran one regression
Hendry, David F.; Krolzig, Hans-Martin - In: Oxford bulletin of economics and statistics 66 (2004) 5, pp. 799-810
Persistent link: https://www.econbiz.de/10002460753
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General-to-specific model selection procedures for structural vector autoregressions
Krolzig, Hans-Martin - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 769-801
Persistent link: https://www.econbiz.de/10001860171
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We Ran One Regression
Hendry, David F.; Krolzig, Hans-Martin - In: Oxford bulletin of economics and statistics 66 (2004) 5, pp. 799-810
Persistent link: https://www.econbiz.de/10006427420
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Consistent Model Selection by an Automatic Gets Approach
Campos, Julia; Hendry, David F.; Krolzig, Hans-Martin - In: Oxford bulletin of economics and statistics 65 (2003), pp. 803-820
Persistent link: https://www.econbiz.de/10006431523
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General-to-Specific Model Selection Procedures for Structural Vector Autoregressions
Krolzig, Hans-Martin - In: Oxford bulletin of economics and statistics 65 (2003), pp. 769-802
Persistent link: https://www.econbiz.de/10006431524
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Econometric modelling with cointegrated variables : an overview
Hendry, David F. - In: Oxford bulletin of economics and statistics 48 (1986) 3, pp. 201-307
Persistent link: https://www.econbiz.de/10001267244
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Multi-step estimation for forecasting
Clements, Michael P. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 657-684
Persistent link: https://www.econbiz.de/10001334930
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The econometric analysis of economic policy
Banerjee, Anindya - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 573-600
Persistent link: https://www.econbiz.de/10001334934
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Testing integration and cointegration : an overview
Banerjee, Anindya - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 225-255
Persistent link: https://www.econbiz.de/10001330275