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Encompassing and rational expectations : how sequential corroboration can imply refutation
Ericsson, Neil R.; Hendry, David F. - 1997
Persistent link: https://www.econbiz.de/10000975923
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Cointegration tests in the presence of structural breaks
Campos, Julia; Ericsson, Neil R.; Hendry, David F. - 1993
Persistent link: https://www.econbiz.de/10000854458
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Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom
Ericsson, Neil R.; Hendry, David F.; Tran, Hong-anh - 1993
Persistent link: https://www.econbiz.de/10000873721
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Multi-step estimation for forecasting
Clements, Michael P.; Hendry, David F. - 1996
Persistent link: https://www.econbiz.de/10000928387
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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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Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
Hendry, David F. - In: Empirical economics : a journal of the Institute for … 23 (1998) 3, pp. 267-294
Persistent link: https://www.econbiz.de/10001338283
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Dynamic specification
Hendry, David F.; Pagan, Adrian R.; Sargan, John Denis - 1992
Persistent link: https://www.econbiz.de/10001327467
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Monte Carlo experimentation in econometrics
Hendry, David F. - 1992
Persistent link: https://www.econbiz.de/10001327469
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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