-
2
-
-
84981566782
-
Professor Hendry's methodology
-
Reprinted Granger (1990
-
Gilbert, C. L., 1986. Professor Hendry's methodology. Oxford Bulletin of Economics and Statistics, 48: 283–307. Reprinted in Granger (1990)
-
(1986)
Oxford Bulletin of Economics and Statistics
, vol.48
, pp. 283-307
-
-
Gilbert, C.L.1
-
4
-
-
0002556498
-
The probability approach in econometrics
-
supplement
-
Haavelmo, T., 1943. The probability approach in econometrics. Econometrics, 12: 1–118. supplement
-
(1943)
Econometrics
, vol.12
, pp. 1-118
-
-
Haavelmo, T.1
-
5
-
-
85066171443
-
A common trends analysis of Danish unemployment
-
Hansen, H. and Warne, A. (1995) ‘A common trends analysis of Danish unemployment’, University of Copenhagen, Institute of Economics, Working paper No. 95–03.
-
(1995)
University of Copenhagen, Institute of Economics, Working paper No
, pp. 95-103
-
-
Hansen, H.1
Warne, A.2
-
7
-
-
0001771824
-
An econometric analysis of UK money demand’ in ‘Monetary trends in the United States and the United Kingdom’ by Milton Friedman and Anna J. Schwartz
-
Hendry, D. F., and Ericsson, N. R., 1991. An econometric analysis of UK money demand’ in ‘Monetary trends in the United States and the United Kingdom’ by Milton Friedman and Anna J. Schwartz. American Economic Review, 81: 8–38.
-
(1991)
American Economic Review
, vol.81
, pp. 8-38
-
-
Hendry, D.F.1
Ericsson, N.R.2
-
8
-
-
0001637683
-
Evaluating econometric models by encompassing the VAR
-
Phillips P.C., (ed), Oxford: Basil Blackwell, and,. Edited by
-
Hendry, D. F., and Mizon, G. E., 1993. “ Evaluating econometric models by encompassing the VAR ”. In Models, Methods and Applications of Econometrics, Edited by: Phillips, P. C., Oxford: Basil Blackwell.
-
(1993)
Models, Methods and Applications of Econometrics
-
-
Hendry, D.F.1
Mizon, G.E.2
-
10
-
-
0000158117
-
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
-
Johansen, S., 1991. Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. Econometrica, 59: 1551–1581.
-
(1991)
Econometrica
, vol.59
, pp. 1551-1581
-
-
Johansen, S.1
-
11
-
-
84974099493
-
A statistical analysis of cointegration for I(2) variables
-
Johansen, S., 1995a. A statistical analysis of cointegration for I(2) variables. Econometric Theory, 11: 25–59.
-
(1995)
Econometric Theory
, vol.11
, pp. 25-59
-
-
Johansen, S.1
-
12
-
-
58149362781
-
Identifying restrictions of linear equations: with applications to simultaneous equations and cointegration
-
Johansen, S., 1995b. Identifying restrictions of linear equations: with applications to simultaneous equations and cointegration. Journal of Econometrics, 69: 111–132.
-
(1995)
Journal of Econometrics
, vol.69
, pp. 111-132
-
-
Johansen, S.1
-
14
-
-
17944364250
-
A small sample correction for tests of hypotheses on the cointegrating vectors
-
Johansen, S., 1999. A small sample correction for tests of hypotheses on the cointegrating vectors. submitted to Journal of Econometrics.
-
(1999)
submitted to Journal of Econometrics
-
-
Johansen, S.1
-
15
-
-
0040168297
-
A Bartlett correction factor for tests on the cointegrating relations
-
Johansen, S., 1999. A Bartlett correction factor for tests on the cointegrating relations. forthcoming in Econometric Theory.
-
(1999)
forthcoming in Econometric Theory
-
-
Johansen, S.1
-
16
-
-
44049117018
-
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
-
Johansen, S., and Juselius, K., 1992. Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK. Journal of Econometrics, 53: 211–244.
-
(1992)
Journal of Econometrics
, vol.53
, pp. 211-244
-
-
Johansen, S.1
Juselius, K.2
-
17
-
-
43949150447
-
Identification of the long-run and the short-run structure, an application to the ISLM model
-
Johansen, S., 1994. Identification of the long-run and the short-run structure, an application to the ISLM model. Journal of Econometrics, 63: 7–36.
-
(1994)
Journal of Econometrics
, vol.63
, pp. 7-36
-
-
Johansen, S.1
-
20
-
-
0009978995
-
VAR models and Haavelmo's probability approach to macroeconomic modelling
-
Juselius, K., 1993. VAR models and Haavelmo's probability approach to macroeconomic modelling. Empirical Economics, 18: 595–622.
-
(1993)
Empirical Economics
, vol.18
, pp. 595-622
-
-
Juselius, K.1
-
21
-
-
17644418464
-
An empirical analysis of the changing role of the German Bundesbank after 1983
-
Juselius, K., 1996. An empirical analysis of the changing role of the German Bundesbank after 1983. Oxford Bulletin of Economics and Statistics, 58: 791–819.
-
(1996)
Oxford Bulletin of Economics and Statistics
, vol.58
, pp. 791-819
-
-
Juselius, K.1
-
22
-
-
0031724236
-
Changing monetary transmission mechanisms within the EU
-
Juselius, K., 1998a. Changing monetary transmission mechanisms within the EU. Empirical Economics, 23: 455–481.
-
(1998)
Empirical Economics
, vol.23
, pp. 455-481
-
-
Juselius, K.1
-
26
-
-
0000573656
-
Stochastic trends and economic fluctuations
-
King, R. G., Plosser, C. I., Stock, J. H., and Watson, M. W., 1991. Stochastic trends and economic fluctuations. American Economic Review, 81: 819–840.
-
(1991)
American Economic Review
, vol.81
, pp. 819-840
-
-
King, R.G.1
Plosser, C.I.2
Stock, J.H.3
Watson, M.W.4
-
27
-
-
0032442956
-
Shocking stories
-
Levtchenkova, S., Pagan, A., and Robertson, J., 1998. Shocking stories. Journal of Economic Surveys, 12: 507–532.
-
(1998)
Journal of Economic Surveys
, vol.12
, pp. 507-532
-
-
Levtchenkova, S.1
Pagan, A.2
Robertson, J.3
-
28
-
-
84986397972
-
Stochastic trends and economic fluctuations in a small open economy
-
Mellander, E., Vredin, A., and Warne, A., 1992. Stochastic trends and economic fluctuations in a small open economy. Journal of Applied Econometrics, 7: 369–394.
-
(1992)
Journal of Applied Econometrics
, vol.7
, pp. 369-394
-
-
Mellander, E.1
Vredin, A.2
Warne, A.3
-
29
-
-
84993845578
-
Three econometric methodologies: a critical appraisal
-
Pagan, A. R., 1987. Three econometric methodologies: a critical appraisal. Journal of Economic Surveys, 1: 3–24.
-
(1987)
Journal of Economic Surveys
, vol.1
, pp. 3-24
-
-
Pagan, A.R.1
-
30
-
-
0000769135
-
On the determination of integration indices in 1(2) systems
-
Paruolo, P., 1996. On the determination of integration indices in 1(2) systems. Journal of Econometrics, 72: 313–356.
-
(1996)
Journal of Econometrics
, vol.72
, pp. 313-356
-
-
Paruolo, P.1
-
31
-
-
0000627818
-
Trend-stationarity in the 1(2) cointegration model
-
Rahbek, A., Kongsted, H. C., and Jorgensen, C., 1999. Trend-stationarity in the 1(2) cointegration model. Journal of Econometrics, 90: 265–289.
-
(1999)
Journal of Econometrics
, vol.90
, pp. 265-289
-
-
Rahbek, A.1
Kongsted, H.C.2
Jorgensen, C.3
-
33
-
-
85066223140
-
-
Institute of Economics, University of Copenhagen
-
Rubin, J. 1998 ‘On the permanent-transitory decomposition in the cointegrated VAR’, in ‘Econometric Studies of a European Economic and Monetary Union’, Ph.d. thesis, Nr 45–1998, Institute of Economics, University of Copenhagen.
-
(1998)
‘On the permanent-transitory decomposition in the cointegrated VAR’, in ‘Econometric Studies of a European Economic and Monetary Union’, Ph.d. thesis, Nr 45–1998
-
-
Rubin, J.1
|