A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
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Publication:5697635
DOI10.1017/S0266466605050164zbMATH Open1161.62453MaRDI QIDQ5697635FDOQ5697635
Authors: Clive W. J. Granger, David F. Hendry 
Publication date: 18 October 2005
Published in: Econometric Theory (Search for Journal in Brave)
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Cites Work
- Estimating the dimension of a model
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Fitting autoregressive models for prediction
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- The Focused Information Criterion
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- Inference in Linear Time Series Models with some Unit Roots
- Econometric Model Determination
- Dangers of data mining: The case of calendar effects in stock returns
Cited In (7)
- Achievements and challenges in econometric methodology
- Testing regression coefficients after model selection through sign restrictions
- Sir Clive W. J. Granger model selection
- A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
- Review of PcGets 1 for Windows
- Model selection in under-specified equations facing breaks
- Sir Clive W. J. Granger memorial special issue on econometrics: an introduction
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