THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson (Q5719161): Difference between revisions

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+The Bonferroni and the Scheffe Multiple Comparison Procedures
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+Some Tests of Dynamic Specification for a Single Equation
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+Asymptotic Theory and Large Models
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+The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Statistical analysis of cointegration vectors
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+Models with Several Regimes and Changes in Exogeneity
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+The Choice of the Degree of a Polynomial Regression as a Multiple Decision Problem
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+Econometric Model Determination
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+Time Series Regression with a Unit Root
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+Understanding spurious regressions in econometrics
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+The Probability Approach in Econometrics
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+On the General Problem of Model Selection
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+The implications of periodically varying coefficients for seasonal time- series processes
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+The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
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+Asymptotic Normality, When Regressors Have a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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+The Lagrangian Multiplier Test
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+Publication:5719161