On the formulation of empirical models in dynamic econometrics
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Cited in
(20)- Empirical modeling in dynamic econometrics
- Testing strategies for model specification
- Structural time series modeling: A Bayesian approach
- Prediction tests in limited dependent variable models
- On the role of simulation in the statistical evaluation of econometric models
- Encompassing in stationary linear dynamic models
- Structural econometric modeling and time series analysis
- Comments on testing economic theories and the use of model selection criteria
- Granger causality, exogeneity, cointegration, and economic policy analysis
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
- Granger causality
- Clive W. J. Granger and cointegration
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
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- A Bayesian encompassing test using combined value-at-risk estimates
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- Nonnested testing for competing autoregressive dynamic models estimated by instrumental variables
- Checks of model adequacy for univariate time series models and their application to econometric relationships
- Encompassing tests for nonparametric regressions
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