A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
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Publication:5697635
DOI10.1017/S0266466605050164zbMath1161.62453MaRDI QIDQ5697635
Clive W. J. Granger, David F. Hendry
Publication date: 18 October 2005
Published in: Econometric Theory (Search for Journal in Brave)
Related Items (4)
Unnamed Item ⋮ Unnamed Item ⋮ Testing regression coefficients after model selection through sign restrictions ⋮ Model selection in under-specified equations facing breaks
Uses Software
Cites Work
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Estimating the dimension of a model
- Fitting autoregressive models for prediction
- Inference in Linear Time Series Models with some Unit Roots
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- The Focused Information Criterion
- Econometric Model Determination
- Dangers of data mining: The case of calendar effects in stock returns
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