LSE and the British Approach to Time Series Econometrics
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Cited by:
- Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
- Christopher L. Gilbert & Duo Qin, 2005.
"The First Fifty Years of Modern Econometrics,"
Working Papers
544, Queen Mary University of London, School of Economics and Finance.
- Christopher L. Gilbert & Duo Qin, 2005. "The First Fifty Years of Modern Econometrics," Working Papers 544, Queen Mary University of London, School of Economics and Finance.
- Ericsson, Neil R. & Campos, Julia & Tran, Hong-Anh, 1990.
"Pc-Give and David Hendry'S Econometric Methodology,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 10(1), April.
- Julia Campos & Neil R. Ericsson & Hong-Anh Tran, 1991. "PC-give and David Hendry's econometric methodology," International Finance Discussion Papers 406, Board of Governors of the Federal Reserve System (U.S.).
- D. R. Cox, 2013. "A return to an old paper: ‘Tests of separate families of hypotheses’," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 207-215, March.
- Bauwens, Luc & Sucarrat, Genaro, 2010.
"General-to-specific modelling of exchange rate volatility: A forecast evaluation,"
International Journal of Forecasting, Elsevier, vol. 26(4), pages 885-907, October.
- Luc, BAUWENS & Genaro, SUCARRAT, 2006. "General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation," Discussion Papers (ECON - Département des Sciences Economiques) 2006013, Université catholique de Louvain, Département des Sciences Economiques.
- BAUWENS, Luc & SUCARRAT, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Reprints CORE 2234, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, Luc & Sucarrat, Genaro, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," UC3M Working papers. Economics we081810, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- BAUWENS, Luc & SUCARRAT, Genaro, 2006. "General to specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Discussion Papers CORE 2006021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bernd Hayo, 2018.
"On Standard-Error-Decreasing Complementarity: Why Collinearity is Not the Whole Story,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 289-307, March.
- Bernd Hayo, 2017. "On Standard-Error-Decreasing Complementarity: Why Collinearity is Not the Whole Story," MAGKS Papers on Economics 201703, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Cook, Steven & Fosten, Jack, 2019. "Replicating rockets and feathers," Energy Economics, Elsevier, vol. 82(C), pages 139-151.
- Rascher, Daniel A. & Baehr, Matthew J. & Wolfe, Jason & Frohwerk, Steven, 2006. "An Analysis of Expansion and Relocation Sites for Major League Soccer," MPRA Paper 25742, University Library of Munich, Germany.
- Duo Qin, 2006.
"VAR Modelling Approach and Cowles Commission Heritage,"
Working Papers
557, Queen Mary University of London, School of Economics and Finance.
- Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
- Santosh K. Dash, 2016. "Structuralist vs. Post-Keynesian theory: Industrial pricing in India," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 6(7), pages 187-200, July.
- Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5.
- Genaro Sucarrat, 2010.
"Econometric reduction theory and philosophy,"
Journal of Economic Methodology, Taylor & Francis Journals, vol. 17(1), pages 53-75.
- Sucarrat, Genaro, 2009. "Econometric reduction theory and philosophy," UC3M Working papers. Economics we091005, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Steve Cook, 2008. "Cross‐data‐vintage Encompassing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 849-865, December.
- Christopher L. Gilbert & Duo Qin, 2007.
"Representation in Econometrics: A Historical Perspective,"
Working Papers
583, Queen Mary University of London, School of Economics and Finance.
- Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
- Bijou Yang & David Lester, 2005. "Gender differences in e-commerce," Applied Economics, Taylor & Francis Journals, vol. 37(18), pages 2077-2089.
- Gilbert, Christopher L., 1990. "The rational expectations hypothesis in models of primary commodity prices," Policy Research Working Paper Series 384, The World Bank.
- Duo Qin & Yanqun Zhang, 2013. "A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators," Working Papers 183, Department of Economics, SOAS University of London, UK.
- repec:hal:journl:dumas-00906285 is not listed on IDEAS
- Qin, Duo, 2014. "Resurgence of instrument variable estimation and fallacy of endogeneity," Economics Discussion Papers 2014-42, Kiel Institute for the World Economy (IfW Kiel).
- Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.).
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