MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
From MaRDI portal
Publication:5177925
DOI10.1017/S0266466614000218zbMath1329.62470MaRDI QIDQ5177925
Søren Glud Johansen, David F. Hendry
Publication date: 9 March 2015
Published in: Econometric Theory (Search for Journal in Brave)
62P20: Applications of statistics to economics
Related Items
Misspecification Testing: Non-Invariance of Expectations Models of Inflation, Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector, Unnamed Item
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robustifying forecasts from equilibrium-correction systems
- Model selection when there are multiple breaks
- On adding over-identifying instrumental variables to simultaneous equations
- Forecasting with equilibrium-correction models during structural breaks
- Understanding spurious regressions in econometrics
- Statistical analysis of cointegration vectors
- WRITING “THE PROBABILITY APPROACH” WITH NOWHERE TO GO: HAAVELMO IN THE UNITED STATES, 1939–1944
- Inference in Linear Time Series Models with some Unit Roots
- Exogeneity
- Optimal Inference in Cointegrated Systems
- Alternative Tests of Independence between Stochastic Regressors and Disturbances
- Specification Tests in Econometrics
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Vector Autoregressions and Causality
- MODEL BUILDING AND DATA MINING
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- The Choice of the Degree of a Polynomial Regression as a Multiple Decision Problem
- Errors in Variables
- A Mathematical Theory of the Incidence of Taxation