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Credibility of confidence sets in nonstandard econometric problems

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Temporal instability of the unemployment-inflation relationship

King, Robert G. - In: Economic perspectives 19 (1995) 3, pp. 2-12

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Econometric forecasting : special issue

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Introduction to econometrics

Stock, James H.; Watson, Mark W. - 2003

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Vector autoregressions

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Introduction to econometrics

Stock, James H.; Watson, Mark W. - 2003 - Internat. ed.

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Applications of Kalman filter models in econometrics

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Chapter 17 Time series and spectral methods in econometrics

Granger, C.W.J.; Watson, Mark W. - In: Handbook of econometrics : volume 2, (pp. 979-1022). 1984

This chapter discusses two alternative approaches to the analysis of economic data, which is time series and the classical econometric approaches. The time series approach is based on experience from many fields, but that of the econometrician has been viewed as applicable only to economic data...

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Introduction to econometrics

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