IDEAS home Printed from https://ideas.repec.org/r/bla/jecsur/v1y1987i1p3-24.html
   My bibliography  Save this item

Three Econometric Methodologies: A Critical Appraisal

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Kevin D. Hoover & Stephen J. Perez, 1999. "Data mining reconsidered: encompassing and the general-to-specific approach to specification search," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 167-191.
  2. Huseynov, Salman & Mammadov, Fuad, 2016. "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," MPRA Paper 76348, University Library of Munich, Germany.
  3. Justino De La Cruz Martinez, 2001. "DEMAND SHOCKS: EVIDENCE FROM A VECTOR AUTOREGRESSION MODEL OF MEXICO'S RECESSION AND RECOVERY IN THE 1990s," International Economic Journal, Taylor & Francis Journals, vol. 17(2), pages 37-53.
  4. Kőrösi, Gábor, 1996. "Az átalakulás ökonometriája, avagy az ökonometria átalakulása [The econometrics of transition or the transformation of econometrics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 356-362.
  5. Kevin D. Hoover & Stephen J. Perez, 1999. "Data mining reconsidered: encompassing and the general-to-specific approach to specification search," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 167-191.
  6. 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.
  7. Paul Plummer & Daisaku Yamamoto, 2019. "Economic resilience of Japanese nuclear host communities: A quasi-experimental modeling approach," Environment and Planning A, , vol. 51(7), pages 1586-1608, October.
  8. Faust, Jon & Whiteman, Charles H., 1997. "General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and criti," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 121-161, December.
  9. Gediminas Adomavicius & Jesse Bockstedt & Alok Gupta, 2012. "Modeling Supply-Side Dynamics of IT Components, Products, and Infrastructure: An Empirical Analysis Using Vector Autoregression," Information Systems Research, INFORMS, vol. 23(2), pages 397-417, June.
  10. Valadkhani, Abbas, 2004. "History of macroeconometric modelling: lessons from past experience," Journal of Policy Modeling, Elsevier, vol. 26(2), pages 265-281, February.
  11. Zeinab Partow, 1995. "Una Investigación Empírica sobre el Impacto de la Inflación en el Crecimiento Económico de Colombia 1951-1992," Borradores de Economia 017, Banco de la Republica de Colombia.
  12. Juan Carlos Echeverry, 1993. "Indicadores de política y canales de transmisión monetaria. Colombia: 1975-1991," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 12(24), pages 7-41, December.
  13. Yanping Zhao & Jakob Haan & Bert Scholtens & Haizhen Yang, 2014. "Leading Indicators of Currency Crises: Are They the Same in Different Exchange Rate Regimes?," Open Economies Review, Springer, vol. 25(5), pages 937-957, November.
  14. Spanos, Aris, 1989. "On Rereading Haavelmo: A Retrospective View of Econometric Modeling," Econometric Theory, Cambridge University Press, vol. 5(3), pages 405-429, December.
  15. Duo Qin, 2010. "Modelling of the Inflation-Unemployment Tradeoff from the Perspective of the History of Econometrics," Working Papers 661, Queen Mary University of London, School of Economics and Finance.
  16. Allen, P. Geoffrey & Morzuch, Bernard J., 2006. "Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?," International Journal of Forecasting, Elsevier, vol. 22(3), pages 475-492.
  17. Douven, R.C.M.H., 1995. "Policy coordination and convergence in the EU," Other publications TiSEM d4354b51-1c72-4109-9bde-e, Tilburg University, School of Economics and Management.
  18. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
  19. Clayton Webb & Suzanna Linn & Matthew J. Lebo, 2020. "Beyond the Unit Root Question: Uncertainty and Inference," American Journal of Political Science, John Wiley & Sons, vol. 64(2), pages 275-292, April.
  20. Malley, James R. & Bell, David & Foster, John, 1991. "The specification, estimation and simulation of a small global macroeconomic model," Economic Modelling, Elsevier, vol. 8(4), pages 546-559, October.
  21. Robertson, John & Orden, David, 1988. "Cointegration And Long-Run Monetary Neutrality: A Vector Error-Correction Model Of Money And Price Dynamics In New Zealand," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270149, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  22. 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.
  23. Harris Dellas & Kevin Hoover, 2003. "Truth and Robustness in Cross-country Growth Regressions," Working Papers 11, University of California, Davis, Department of Economics.
  24. Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2013. "Using Model Selection Algorithms To Obtain Reliable Coefficient Estimates," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 269-296, April.
  25. Bernd Hayo, 2004. "Review of PcGive 10," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 525-531.
  26. Mark Wheeler, 1991. "Causality in the United Kingdom: Results from an Open Economy," Eastern Economic Journal, Eastern Economic Association, vol. 17(4), pages 439-449, Oct-Dec.
  27. Fildes, Robert & Wei, Yingqi & Ismail, Suzilah, 2011. "Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures," International Journal of Forecasting, Elsevier, vol. 27(3), pages 902-922, July.
  28. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
  29. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
  30. Albertazzi, Ugo & Gambacorta, Leonardo, 2010. "Bank profitability and taxation," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2801-2810, November.
  31. McAleer, Michael, 1992. "Modelling in econometrics: The deterrent effect of capital punishment," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 33(5), pages 519-532.
  32. Ronayne, David, 2011. "Which Impulse Response Function?," The Warwick Economics Research Paper Series (TWERPS) 971, University of Warwick, Department of Economics.
  33. Marcel Boumans & Ariane Dupont-Kieffer, 2011. "A History of the Histories of Econometrics," History of Political Economy, Duke University Press, vol. 43(5), pages 5-31, Supplemen.
  34. Katarina Juselius, 2011. "On the Role of Theory and Evidence in Macroeconomics," Chapters, in: John B. Davis & D. Wade Hands (ed.), The Elgar Companion to Recent Economic Methodology, chapter 17, Edward Elgar Publishing.
  35. P.C.B. Phillips, 1988. "Reflections on Econometric Methodology," The Economic Record, The Economic Society of Australia, vol. 64(4), pages 344-359, December.
  36. David F. Hendry & Ross Williams, 2000. "Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan," The Economic Record, The Economic Society of Australia, vol. 76(233), pages 113-115, June.
  37. Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998. "A structural cointegrating VAR approach to macroeconometric modelling," Edinburgh School of Economics Discussion Paper Series 8, Edinburgh School of Economics, University of Edinburgh.
  38. Waterman, David & Weiss, Andrew A., 1996. "The effects of vertical integration between cable television systems and pay cable networks," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 357-395.
  39. Tiffin, Richard & Balcombe, Kelvin, 2011. "The determinants of technology adoption by UK farmers using Bayesian model averaging: the cases of organic production and computer usage," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 55(4), pages 1-20.
  40. Qin, Duo & Cagas, Marie Anne & Quising, Pilipinas & He, Xin-Hua, 2006. "How much does investment drive economic growth in China?," Journal of Policy Modeling, Elsevier, vol. 28(7), pages 751-774, October.
  41. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
  42. Granger, Clive W. J. & King, Maxwell L. & White, Halbert, 1995. "Comments on testing economic theories and the use of model selection criteria," Journal of Econometrics, Elsevier, vol. 67(1), pages 173-187, May.
  43. Heather Anderson, 1999. "Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis?," Journal of Economic Methodology, Taylor & Francis Journals, vol. 6(1), pages 31-59.
  44. Kevin D. Hoover & Stephen J. Perez, 2004. "Truth and Robustness in Cross‐country Growth Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(5), pages 765-798, December.
  45. Paul Downward & Frederick Lee, "undated". "Post Keynesian Pricing Theory `Reconfirmed'(?) A Critical Review of `Asking About Prices'," Working Papers 98-13, Staffordshire University, Business School.
  46. Mark Hallerberg & Lúcio Vinhas de Souza & William Roberts Clark, 2002. "Political Business Cycles in EU Accession Countries," European Union Politics, , vol. 3(2), pages 231-250, June.
  47. Miller, Stephen M. & Russek, Frank S., 1996. "Do federal deficits affect interest rates? Evidence from three econometric methods," Journal of Macroeconomics, Elsevier, vol. 18(3), pages 403-428.
  48. Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1998. "The Demand for Broad Money in the United Kingdom, 1878–1993," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 289-324, March.
  49. 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.
  50. Christophe Rault, 2007. "Une synthèse de l'exogénéité dans les modèles vectoriels à correction d'erreurs," Post-Print halshs-00202651, HAL.
  51. Bryant, Henry L. & Davis, George C., 2003. "Information Based Model Averaging And Internal Metanalysis In Seemingly Unrelated Regressions With An Application To A Demand System," 2003 Annual meeting, July 27-30, Montreal, Canada 21918, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  52. Paolo Gorgi & Siem Jan Koopman & Julia Schaumburg, 2021. "Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors," Tinbergen Institute Discussion Papers 21-056/III, Tinbergen Institute.
  53. Gebhard Kirchgässner & Tobias Schulz, 2005. "Expected Closeness or Mobilisation: Why Do Voters Go to the Polls? Empirical Results for Switzerland, 1981 – 1999," CESifo Working Paper Series 1387, CESifo.
  54. Rahmanov, Ramiz, 2014. "A Historical Sketch of Macroeconometrics," MPRA Paper 56869, University Library of Munich, Germany.
  55. Anna Bykhovskaya & Vadim Gorin, 2022. "Asymptotics of Cointegration Tests for High-Dimensional VAR($k$)," Papers 2202.07150, arXiv.org, revised Nov 2023.
  56. John Aldrich, 2006. "When are inferences too fragile to be believed?," Journal of Economic Methodology, Taylor & Francis Journals, vol. 13(2), pages 161-177.
  57. Jacek Pawlak & John Polak, 2024. "Valuation of travel time savings in the presence of simultaneous activities," Papers 2407.08312, arXiv.org.
  58. repec:oxf:wpaper:2000-w34.2 is not listed on IDEAS
  59. Emilio Casetti, 1997. "The Expansion Method, Mathematical Modeling, and Spatial Econometrics," International Regional Science Review, , vol. 20(1-2), pages 9-33, April.
  60. Duo Qin, 2003. "Determinants of household savings in China and their role in quasi‐money supply," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 11(3), pages 513-537, September.
  61. Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011. "Evaluating Automatic Model Selection," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-33, February.
  62. Berg, Andrew & Pattillo, Catherine, 1999. "Predicting currency crises:: The indicators approach and an alternative," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 561-586, August.
  63. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
  64. Avner Offer, 2000. "Economic Welfare Measurements and Human Well-Being, [revised version, March 2000]," Economics Series Working Papers 2000-W34, University of Oxford, Department of Economics.
  65. Bryant, Henry L. & Davis, George C., 2001. "Beyond The Model Specification Problem: Model And Parameter Averaging Using Bayesian Techniques," 2001 Annual meeting, August 5-8, Chicago, IL 20689, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  66. A. Désiré Adom, 2022. "Purchasing Power Gap and Consumer Resilience: An Empirical Investigation with Australia, Germany, Japan, and the United States," Business, Management and Economics Research, Academic Research Publishing Group, vol. 8(2), pages 44-50, 06-2022.
  67. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5.
  68. Andrade, Isabel, 1992. "The relationship between inflation and relative price variability: A multivariate approach," Discussion Paper Series In Economics And Econometrics 9203, Economics Division, School of Social Sciences, University of Southampton.
  69. Baoying Lai & Nathan Lael Joseph, 2010. "Pricing-to-market and the volatility of UK export prices," Applied Financial Economics, Taylor & Francis Journals, vol. 20(18), pages 1441-1460.
  70. P. Dorian Owen, 2003. "General‐to‐Specific Modelling Using PcGets," Journal of Economic Surveys, Wiley Blackwell, vol. 17(4), pages 609-628, September.
  71. Oxley, L.T., 1995. "An expert systems approach to econometric modelling," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 379-383.
  72. Tian Xie, 2012. "Least Squares Model Averaging By Prediction Criterion," Working Paper 1299, Economics Department, Queen's University.
  73. Pinto, Hugo, 2011. "The role of econometrics in economic science: An essay about the monopolization of economic methodology by econometric methods," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(4), pages 436-443, August.
  74. Merve Arslan & Hamide Arslan & Ismail Erkan Celik, 2022. "Econometric Analysis of the Effect of Oil Price Volatility on Country Economic Indicators: The Case of Turkey," Muhasebe Enstitusu Dergisi - Journal of Accounting Institute, Istanbul University Business School, vol. 0(67), pages 71-81, July.
  75. Grahame Thompson, 1993. "Causality in economics: Rhetorical ethic or positivist empiric?," Quality & Quantity: International Journal of Methodology, Springer, vol. 27(1), pages 47-71, February.
  76. 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.).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.