Empirical modeling in dynamic econometrics

DOI10.1016/0096-3003(86)90006-8zbMATH Open0603.90040OpenAlexW2023759353MaRDI QIDQ1083014FDOQ1083014

Authors: David F. Hendry 

Publication date: 1986

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(86)90006-8

Recommendations

• Dynamic Econometrics for Empirical Macroeconomic Modelling
• Dynamic Econometrics
• Continuous-Tme Econometrics of Structural Models
• Estimation of dynamic econometric models with errors in variables
• scientific article; zbMATH DE number 3870460
• scientific article; zbMATH DE number 3872528
• scientific article; zbMATH DE number 1324089
• scientific article; zbMATH DE number 3873033
• Models for dynamic macroeconomics

zbMATH Keywords

evaluationintertemporal optimizationdiscoverydynamized static equilibriamodeling economic time seriestaxonomy of information sets

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Exogeneity
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
• On the formulation of empirical models in dynamic econometrics
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some Tests of Dynamic Specification for a Single Equation
• Title not available (Why is that?)
• Selection of Subsets of Regression Variables
• Title not available (Why is that?)
• Dynamic Adjustment when the Target is Nonstationary
• The Econometric Analysis of Economic Time Series
• Title not available (Why is that?)
• Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study

Cited In (4)

• Making a match: combining theory and evidence in policy-oriented macroeconomic modeling
• Title not available (Why is that?)
• Title not available (Why is that?)
• Dynamic Econometrics

This page was built for publication: Empirical modeling in dynamic econometrics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1083014)