The Econometric Analysis of Economic Time Series

DOI10.2307/1402738MaRDI QIDQ3667826zbMATH OpenOpenAlexFDO

Authors Jean-Francois Richard, David F. Hendry

Publication date 1983

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1402738

zbMATH Keywords

conditional modelsconditioningdiagnostic testingdynamicsencompassingestimator generationexogeneityexpectationsinvariancemarginalizingmoney demandplans

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cited in

(14)

• Empirical modeling in dynamic econometrics
• Structural time series modeling: A Bayesian approach
• Identification of the long-run and the short-run structure. An application to the ISLM model
• A multicriteria approach to model specification and estimation
• Structural econometric modeling and time series analysis
• Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model
• Typologies of linear dynamic systems and models
• Clive W. J. Granger and cointegration
• Testing exogeneity in overidentified models
• Testing in econometrics: Are economic theories testable?
• J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY
• Haavelmo's probability approach and the cointegrated VAR
• Checks of model adequacy for univariate time series models and their application to econometric relationships
• Interpreting cointegrated models

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