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John Denis Sargan, 1924-1996
Desai, M.J.; Hendry, D.F.; Mizon, G.E. - In: The economic journal : the journal of the Royal … 107 (1997) 443, pp. 1121-1125
Persistent link: https://www.econbiz.de/10007546669
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Forecasting in Cointegrated Systems.
Clements, M.P.; Hendry, D.F. - Department of Economics, Oxford University - 1992
Persistent link: https://www.econbiz.de/10004970288
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A Retrospective on J. Denis Sargan
Ericsson, N.R.; Maasoumi, E.; Mizon, G.E. - In: Econometric reviews 20 (2001) 2, pp. 133-158
Persistent link: https://www.econbiz.de/10006900951
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Mutual encompassing and model equivalence
Lu, M.; Mizon, G.E. - Economics Division, University of Southampton - 1997
This paper analyses the properties of mutual encompassing and its relationship to the KLIC equivalence between statistical models. It is shown that models are KLIC equivalent if and only if they are mutually encompassing and mutually Cox-encompassing. Further, within the exponential family...
Persistent link: https://www.econbiz.de/10005124811
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The encompassing principle and specification tests
Lu, M.; Mizon, G.E. - Economics Division, University of Southampton - 1992
Persistent link: https://www.econbiz.de/10005110073
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Small-system Modelling of Real Wages, Inflation, Unemployment and Output per capita in Italy 1970-1994
Marcellino, M.; Mizon, G.E. - In: Journal of applied econometrics 16 (2001) 3, pp. 359-370
Persistent link: https://www.econbiz.de/10006978555
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Book Review: - Review of The Foundations of Econometric Analysis
Hendry, D.F.; Morgan, M.S.; Hoover, K.D. - In: Econometric reviews 18 (1999) 3, pp. 337
Persistent link: https://www.econbiz.de/10006913199
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Book Reviews - Co-integration, Error Correction, and the Econometric Analysis of Non-stationary Data
Nymoen, R.; Banerjee, A.; Dolado, J.; Galbraith, J.W.; … - In: Econometric reviews 17 (1998) 4, pp. 431
Persistent link: https://www.econbiz.de/10006916959
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Review of Drynamic Econometrics
Hendry, D.F.; Nelson, C.R. - In: Econometric reviews 17 (1998) 2, pp. 215-220
Persistent link: https://www.econbiz.de/10006919603
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An Evaluation of Forecasting Using Leading Indicators
Emerson, R.A.; Hendry, D.F. - In: Journal of forecasting 15 (1996) 4, pp. 271-292
Persistent link: https://www.econbiz.de/10006934644