Present Position and Potential Developments: Some Personal Views: Time- Series Econometrics

DOI10.2307/2981687MaRDI QIDQ3339146zbMATH OpenOpenAlexFDO

Authors David F. Hendry

Publication date 1984

Published in Journal of the Royal Statistical Society. Series A (General) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2981687

zbMATH Keywords

computingencompassing tests for model evaluationKalman filterlatent variablelikelihood functions of dynamic latent-variables modelsmodellingsimulationtime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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