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Model selection in equations with many "small" effects
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Oxford bulletin of economics and statistics 75 (2013) 1, pp. 6-22
Persistent link: https://www.econbiz.de/10009733532
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What a puzzle! : unravelling why UK Phillips curves were unstable
Castle, Jennifer; Hendry, David F. - In: Oxford bulletin of economics and statistics 86 (2024) 4, pp. 743-760
Persistent link: https://www.econbiz.de/10015130477
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Encompassing and automatic model selection
Doornik, Jurgen A. - In: Oxford bulletin of economics and statistics 70 (2008), pp. 915-925
Persistent link: https://www.econbiz.de/10003787681
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An omnibus test for unvariate and multivariate normality
Doornik, Jurgen A.; Hansen, Henrik - In: Oxford bulletin of economics and statistics 70 (2008), pp. 927-939
Persistent link: https://www.econbiz.de/10003787682
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Model Selection in Equations with Many ‘Small’ Effects*
Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. - In: Oxford bulletin of economics and statistics 75 (2013) 1, pp. 6-22
Persistent link: https://www.econbiz.de/10010059213
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Evaluating PcGets and RETINA as automatic model selection algorithms
Castle, Jennifer L. - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 837-880
Persistent link: https://www.econbiz.de/10003229054
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An Omnibus Test for Univariate and Multivariate Normality
Doornik, Jurgen A.; Hansen, Henrik - In: Oxford bulletin of economics and statistics 70 (2008) 6, pp. 927
Persistent link: https://www.econbiz.de/10008159191
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Encompassing and Automatic Model Selection
Doornik, Jurgen A. - In: Oxford bulletin of economics and statistics 70 (2008) 6, pp. 915-926
Persistent link: https://www.econbiz.de/10008159192
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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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Using PC-GIVE in econometrics teaching
Hendry, David F. - In: Oxford bulletin of economics and statistics 48 (1986) 1, pp. 87-98
Persistent link: https://www.econbiz.de/10001035747