THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson

DOI10.1017/S0266466604204078MaRDI QIDQ5719161zbMATH OpenFDO

Authors Neil R. Ericsson

Publication date 17 January 2006

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466604204078

zbMATH Keywords

BibliographyInterview

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) History of game theory, economics, and finance (91-03)

Cites work

• Asymptotic Normality, When Regressors Have a Unit Root
• Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
• Asymptotic Theory and Large Models
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Econometric Model Determination
• Limiting distributions of least squares estimates of unstable autoregressive processes
• Models with Several Regimes and Changes in Exogeneity
• On the General Problem of Model Selection
• Some Tests of Dynamic Specification for a Single Equation
• Statistical analysis of cointegration vectors
• The Bonferroni and the Scheffe Multiple Comparison Procedures
• The Choice of the Degree of a Polynomial Regression as a Multiple Decision Problem
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
• The implications of periodically varying coefficients for seasonal time- series processes
• The Lagrangian Multiplier Test
• The Probability Approach in Econometrics
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Time Series Regression with a Unit Root
• Understanding spurious regressions in econometrics

Cited in

(1)

• Autoregressive distributed lag models and cointegration

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