-
1
-
-
0010070960
-
The choice of the degree of a polynomial regression as a multiple decision problem
-
Anderson, T.W. (1962) The choice of the degree of a polynomial regression as a multiple decision problem. Annals of Mathematical Statistics 33, 255-265.
-
(1962)
Annals of Mathematical Statistics
, vol.33
, pp. 255-265
-
-
Anderson, T.W.1
-
2
-
-
0001835047
-
Estimation of linear functional relationships: Approximate distributions and connections with simultaneous equations in econometrics
-
with discussion
-
Anderson, T.W. (1976) Estimation of linear functional relationships: Approximate distributions and connections with simultaneous equations in econometrics. Journal of the Royal Statistical Society, Series B 38, 1-20 (with discussion).
-
(1976)
Journal of the Royal Statistical Society, Series B
, vol.38
, pp. 1-20
-
-
Anderson, T.W.1
-
3
-
-
0040308587
-
-
Mimeo, Department of Economics, University of Bristol
-
Attfield, C.L.F., D, Demery, & N.W. Duck (1995) Estimating the UK Demand for Money Function: A Test of Two Approaches. Mimeo, Department of Economics, University of Bristol.
-
(1995)
Estimating the UK Demand for Money Function: A Test of Two Approaches
-
-
Attfield, C.L.F.1
Demery, D.2
Duck, N.W.3
-
7
-
-
69849092480
-
Hypothesis testing in unidentified models
-
Breusch, T.S. (1986) Hypothesis testing in unidentified models. Review of Economic Studies 53, 635-651.
-
(1986)
Review of Economic Studies
, vol.53
, pp. 635-651
-
-
Breusch, T.S.1
-
8
-
-
0001403934
-
Limiting distributions of least squares estimates of unstable auto-regressive processes
-
Chan, N.H. & C.Z. Wei (1988) Limiting distributions of least squares estimates of unstable auto-regressive processes. Annals of Statistics 16, 367-401.
-
(1988)
Annals of Statistics
, vol.16
, pp. 367-401
-
-
Chan, N.H.1
Wei, C.Z.2
-
10
-
-
0012175393
-
The ex ante prediction performance of the St. Louis and FRB-MIT-PENN econometric models and some results on composite predictors
-
Cooper, J.P. & C.R. Nelson (1975) The ex ante prediction performance of the St. Louis and FRB-MIT-PENN econometric models and some results on composite predictors. Journal of Money, Credit, and Banking 1, 1-32.
-
(1975)
Journal of Money, Credit, and Banking
, vol.1
, pp. 1-32
-
-
Cooper, J.P.1
Nelson, C.R.2
-
11
-
-
0344407622
-
Serial correlation and a Bank of England study of the demand for money: An exercise in measurement without theory
-
Courakis, A.S. (1978) Serial correlation and a Bank of England study of the demand for money: An exercise in measurement without theory. Economic Journal 88, 537-548.
-
(1978)
Economic Journal
, vol.88
, pp. 537-548
-
-
Courakis, A.S.1
-
12
-
-
0000793491
-
Further results on tests of separate families of hypotheses
-
Cox, D.R. (1962) Further results on tests of separate families of hypotheses. Journal of the Royal Statistical Society, Series B 24, 406-424.
-
(1962)
Journal of the Royal Statistical Society, Series B
, vol.24
, pp. 406-424
-
-
Cox, D.R.1
-
13
-
-
0040092626
-
Involuntary saving through unanticipated inflation
-
Deaton, A.S. (1977) Involuntary saving through unanticipated inflation. American Economic Review 67, 899-910.
-
(1977)
American Economic Review
, vol.67
, pp. 899-910
-
-
Deaton, A.S.1
-
15
-
-
84974220308
-
Maximum likelihood estimation of the parameters of a system of simultaneous regression equations
-
(paper presented to the European Meetings of the Econometric Society, Copenhagen, 1963)
-
Durbin, J. (1988) Maximum likelihood estimation of the parameters of a system of simultaneous regression equations. Econometric Theory 4, 159-170 (paper presented to the European Meetings of the Econometric Society, Copenhagen, 1963).
-
(1988)
Econometric Theory
, vol.4
, pp. 159-170
-
-
Durbin, J.1
-
16
-
-
0000013567
-
Co-integration and error correction: Representation, estimation, and testing
-
Engle, R.F. & C.W.J. Granger (1987) Co-integration and error correction: Representation, estimation, and testing. Econometrica 55, 251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
18
-
-
1242269722
-
Nonlinear error correction: The case of money demand in the United Kingdom (1878-2000)
-
Escribano, A. (2004) Nonlinear error correction: The case of money demand in the United Kingdom (1878-2000). Macroeconomic Dynamics 8, 76-116.
-
(2004)
Macroeconomic Dynamics
, vol.8
, pp. 76-116
-
-
Escribano, A.1
-
21
-
-
0002328107
-
Editorial
-
Frisch, R. (1933) Editorial. Econometrica 1, 1-4.
-
(1933)
Econometrica
, vol.1
, pp. 1-4
-
-
Frisch, R.1
-
24
-
-
0001439121
-
The case of the missing money
-
with discussion
-
Goldfeld, S.M. (1976) The case of the missing money. Brookings Papers on Economic Activity 3, 683-730 (with discussion).
-
(1976)
Brookings Papers on Economic Activity
, vol.3
, pp. 683-730
-
-
Goldfeld, S.M.1
-
26
-
-
0346002150
-
Monetary Trends in the United States and the United Kingdom: A British Review
-
Goodhart, C.A.E. (1982) Monetary Trends in the United States and the United Kingdom: A British Review. Journal of Economic Literature 20, 1540-1551.
-
(1982)
Journal of Economic Literature
, vol.20
, pp. 1540-1551
-
-
Goodhart, C.A.E.1
-
27
-
-
49149136839
-
Some properties of time series data and their use in econometric model specification
-
Granger, C.W.J. (1981) Some properties of time series data and their use in econometric model specification. Journal of Econometrics 16, 121-130.
-
(1981)
Journal of Econometrics
, vol.16
, pp. 121-130
-
-
Granger, C.W.J.1
-
28
-
-
84981566273
-
Developments in the study of cointegrated economic variables
-
Granger, C.W.J. (1986) Developments in the study of cointegrated economic variables. Oxford Bulletin of Economics and Statistics 48, 213-228.
-
(1986)
Oxford Bulletin of Economics and Statistics
, vol.48
, pp. 213-228
-
-
Granger, C.W.J.1
-
29
-
-
0003164094
-
Time series analysis of error-correction models
-
S. Karlin, T. Amemiya, and L.A. Goodman (eds.), Academic Press
-
Granger, C.W.J. & A.A. Weiss (1983) Time series analysis of error-correction models. In S. Karlin, T. Amemiya, and L.A. Goodman (eds.), Studies in Econometrics, Time Series, and Multivariate Statistics: In Honor of Theodore W. Anderson, pp. 255-278. Academic Press.
-
(1983)
Studies in Econometrics, Time Series, and Multivariate Statistics: In Honor of Theodore W. Anderson
, pp. 255-278
-
-
Granger, C.W.J.1
Weiss, A.A.2
-
30
-
-
0002556498
-
The probability approach in econometrics
-
Haavelmo, T. (1944) The probability approach in econometrics. Econometrica 12, supplement, i-viii, 1-118.
-
(1944)
Econometrica
, vol.12
, Issue.SUPPL.
-
-
Haavelmo, T.1
-
31
-
-
0040308505
-
The demand for money in the United Kingdom: Experience since 1971
-
Hacche, G. (1974) The demand for money in the United Kingdom: Experience since 1971. Bank of England Quarterly Bulletin 14, 284-305.
-
(1974)
Bank of England Quarterly Bulletin
, vol.14
, pp. 284-305
-
-
Hacche, G.1
-
32
-
-
0000155749
-
Stochastic implications of the life cycle-permanent income hypothesis: Theory and evidence
-
Hall, R.E. (1978) Stochastic implications of the life cycle-permanent income hypothesis: Theory and evidence. Journal of Political Economy 86, 971-987.
-
(1978)
Journal of Political Economy
, vol.86
, pp. 971-987
-
-
Hall, R.E.1
-
36
-
-
0345193023
-
Assertion without empirical basis: An econometric appraisal of "Monetary Trends in . The United Kingdom" by Milton Friedman and Anna Schwartz
-
Bank of England Panel of Academic Consultants, Panel paper 22, Bank of England
-
Hendry, D.F. & N.R. Ericsson (1983) Assertion without empirical basis: An econometric appraisal of "Monetary Trends in . the United Kingdom" by Milton Friedman and Anna Schwartz. In Monetary Trends in the United Kingdom, Bank of England Panel of Academic Consultants, Panel paper 22, Bank of England, pp. 45-101.
-
(1983)
Monetary Trends in the United Kingdom
, pp. 45-101
-
-
Hendry, D.F.1
Ericsson, N.R.2
-
38
-
-
0000077729
-
Data mining reconsidered: Encompassing and the general-to-specific approach to specification search
-
with discussion
-
Hoover, K.D. & S.J. Perez (1999) Data mining reconsidered: Encompassing and the general-to-specific approach to specification search. Econometrics Journal 2, 167-191 (with discussion).
-
(1999)
Econometrics Journal
, vol.2
, pp. 167-191
-
-
Hoover, K.D.1
Perez, S.J.2
-
40
-
-
84887139510
-
The unbiasedness of Zellner's seemingly unrelated regression equations estimators
-
Kakwani, N.C. (1967) The unbiasedness of Zellner's seemingly unrelated regression equations estimators. Journal of the American Statistical Association 62, 141-142.
-
(1967)
Journal of the American Statistical Association
, vol.62
, pp. 141-142
-
-
Kakwani, N.C.1
-
46
-
-
58149405892
-
Econometric policy evaluation: A critique
-
K. Brunner and A.H. Meltzer (eds.), The Phillips Curve and Labor Markets, Carnegie-Rochester Conference Series on Public Policy, (with discussion)
-
Lucas, R.E., Jr. (1976) Econometric policy evaluation: A critique. In K. Brunner and A.H. Meltzer (eds.), The Phillips Curve and Labor Markets, Carnegie-Rochester Conference Series on Public Policy, vol. 1. Journal of Monetary Economics, supplement, 19-46 (with discussion).
-
(1976)
Journal of Monetary Economics
, vol.1
, Issue.SUPPL.
, pp. 19-46
-
-
Lucas Jr., R.E.1
-
49
-
-
22444455170
-
Assessing the reliability of statistical software: Part I
-
McCullough, B.D. (1998) Assessing the reliability of statistical software: Part I. American Statistician 52, 358-366.
-
(1998)
American Statistician
, vol.52
, pp. 358-366
-
-
McCullough, B.D.1
-
50
-
-
0345987383
-
Inferential procedures in nonlinear models: An application in a UK industrial cross section study of factor substitution and returns to scale
-
Mizon, G.E. (1977) Inferential procedures in nonlinear models: An application in a UK industrial cross section study of factor substitution and returns to scale. Econometrica 45, 1221-1242.
-
(1977)
Econometrica
, vol.45
, pp. 1221-1242
-
-
Mizon, G.E.1
-
51
-
-
0002548279
-
Progressive modeling of macroeconomic time series: The LSE methodology
-
K.D. Hoover (ed.), (with discussion). Kluwer Academic Publishers
-
Mizon, G.E. (1995) Progressive modeling of macroeconomic time series: The LSE methodology. In K.D. Hoover (ed.), Macroeconometrics: Developments, Tensions, and Prospects, pp. 107-170 (with discussion). Kluwer Academic Publishers.
-
(1995)
Macroeconometrics: Developments, Tensions, and Prospects
, pp. 107-170
-
-
Mizon, G.E.1
-
52
-
-
0000496306
-
The encompassing principle and its application to testing non-nested hypotheses
-
Mizon, G.E. & J.-F. Richard (1986) The encompassing principle and its application to testing non-nested hypotheses. Econometrica 54, 657-678.
-
(1986)
Econometrica
, vol.54
, pp. 657-678
-
-
Mizon, G.E.1
Richard, J.-F.2
-
54
-
-
0001281286
-
Rational expectations and the theory of price movements
-
Muth, J.F. (1961) Rational expectations and the theory of price movements. Econometrica 29, 315-335.
-
(1961)
Econometrica
, vol.29
, pp. 315-335
-
-
Muth, J.F.1
-
55
-
-
84986409273
-
Seasonality and habit persistence in a life cycle model of consumption
-
Osborn, D.R. (1988) Seasonality and habit persistence in a life cycle model of consumption. Journal of Applied Econometrics 3, 255-266.
-
(1988)
Journal of Applied Econometrics
, vol.3
, pp. 255-266
-
-
Osborn, D.R.1
-
56
-
-
44949279807
-
The implications of periodically varying coefficients for seasonal time-series processes
-
Osborn, D.R. (1991) The implications of periodically varying coefficients for seasonal time-series processes. Journal of Econometrics 48, 373-384.
-
(1991)
Journal of Econometrics
, vol.48
, pp. 373-384
-
-
Osborn, D.R.1
-
57
-
-
84946321787
-
On the general problem of model selection
-
Pesaran, M.H. (1974) On the general problem of model selection. Review of Economic Studies 41, 153-171.
-
(1974)
Review of Economic Studies
, vol.41
, pp. 153-171
-
-
Pesaran, M.H.1
-
58
-
-
0000206217
-
Stabilisation policy in a closed economy
-
Phillips, A.W. (1954) Stabilisation policy in a closed economy. Economic Journal 64, 290-323.
-
(1954)
Economic Journal
, vol.64
, pp. 290-323
-
-
Phillips, A.W.1
-
59
-
-
0004381892
-
Some notes on the estimation of time-forms of reactions in interdependent dynamic systems
-
Phillips, A.W. (1956) Some notes on the estimation of time-forms of reactions in interdependent dynamic systems. Economica 23, 99-113.
-
(1956)
Economica
, vol.23
, pp. 99-113
-
-
Phillips, A.W.1
-
60
-
-
0000994763
-
Stabilisation policy and the time-forms of lagged responses
-
Phillips, A.W. (1957) Stabilisation policy and the time-forms of lagged responses. Economic Journal 67, 265-277.
-
(1957)
Economic Journal
, vol.67
, pp. 265-277
-
-
Phillips, A.W.1
-
61
-
-
4344639580
-
Estimation of systems of difference equations with moving average disturbances
-
R. Leeson (ed.), Cambridge University Press. (Walras-Bowley Lecture, Econometric Society Meeting, San Francisco, December 1966.)
-
Phillips, A.W. (2000) Estimation of systems of difference equations with moving average disturbances. In R. Leeson (ed.), A.W.H. Phillips: Collected Works in Contemporary Perspective, pp. 423-444. Cambridge University Press. (Walras-Bowley Lecture, Econometric Society Meeting, San Francisco, December 1966.)
-
(2000)
A.W.H. Phillips: Collected Works in Contemporary Perspective
, pp. 423-444
-
-
Phillips, A.W.1
-
62
-
-
33745248740
-
Understanding spurious regressions in econometrics
-
Phillips, P.C.B. (1986) Understanding spurious regressions in econometrics. Journal of Econometrics 33, 311-340.
-
(1986)
Journal of Econometrics
, vol.33
, pp. 311-340
-
-
Phillips, P.C.B.1
-
63
-
-
0000308535
-
Time series regression with a unit root
-
Phillips, P.C.B. (1987) Time series regression with a unit root. Econometrica 55, 277-301.
-
(1987)
Econometrica
, vol.55
, pp. 277-301
-
-
Phillips, P.C.B.1
-
64
-
-
0030374073
-
Econometric model determination
-
Phillips, P.C.B. (1996) Econometric model determination. Econometrica 64, 763-812.
-
(1996)
Econometrica
, vol.64
, pp. 763-812
-
-
Phillips, P.C.B.1
-
65
-
-
85011519557
-
The et interview: Professor Clive Granger
-
Phillips, P.C.B. (1997) The ET interview: Professor Clive Granger. Econometric Theory 13, 253-303.
-
(1997)
Econometric Theory
, vol.13
, pp. 253-303
-
-
Phillips, P.C.B.1
-
67
-
-
84925927337
-
Models with several regimes and changes in exogeneity
-
Richard, J.-F. (1980) Models with several regimes and changes in exogeneity. Review of Economic Studies 47, 1-20.
-
(1980)
Review of Economic Studies
, vol.47
, pp. 1-20
-
-
Richard, J.-F.1
-
68
-
-
85015529711
-
Denis Sargan: Some perspectives
-
Robinson, P.M. (2003) Denis Sargan: Some perspectives. Econometric Theory 19, 481-494.
-
(2003)
Econometric Theory
, vol.19
, pp. 481-494
-
-
Robinson, P.M.1
-
71
-
-
0002402756
-
Wages and prices in the United Kingdom: A study in econometric methodology
-
P.E. Hart, G. Mills, and J.K. Whitaker (eds.), Colston Papers, (with discussion). Butterworths
-
Sargan, J.D. (1964) Wages and prices in the United Kingdom: A study in econometric methodology. In P.E. Hart, G. Mills, and J.K. Whitaker (eds.), Econometric Analysis for National Economic Planning, Colston Papers, vol. 16, pp. 25-54 (with discussion). Butterworths.
-
(1964)
Econometric Analysis for National Economic Planning
, vol.16
, pp. 25-54
-
-
Sargan, J.D.1
-
72
-
-
0010702923
-
Asymptotic theory and large models
-
Sargan, J.D. (1975) Asymptotic theory and large models. International Economic Review 16, 75-91.
-
(1975)
International Economic Review
, vol.16
, pp. 75-91
-
-
Sargan, J.D.1
-
73
-
-
0000906851
-
Some tests of dynamic specification for a single equation
-
Sargan, J.D. (1980) Some tests of dynamic specification for a single equation. Econometrica 48, 879-897.
-
(1980)
Econometrica
, vol.48
, pp. 879-897
-
-
Sargan, J.D.1
-
74
-
-
0346532088
-
The Bonferroni and the Scheffé multiple comparison procedures
-
Savin, N.E. (1980) The Bonferroni and the Scheffé multiple comparison procedures. Review of Economic Studies 47, 255-273.
-
(1980)
Review of Economic Studies
, vol.47
, pp. 255-273
-
-
Savin, N.E.1
-
77
-
-
0000769775
-
Asymptotic properties of least squares estimators of cointegrating vectors
-
Stock, J.H. (1987) Asymptotic properties of least squares estimators of cointegrating vectors. Econometrica 55, 1035-1056.
-
(1987)
Econometrica
, vol.55
, pp. 1035-1056
-
-
Stock, J.H.1
-
78
-
-
0000507404
-
The scientific illusion in empirical macroeconomics
-
Summers, L.H. (1991) The scientific illusion in empirical macroeconomics. Scandinavian Journal of Economics 93, 129-148.
-
(1991)
Scandinavian Journal of Economics
, vol.93
, pp. 129-148
-
-
Summers, L.H.1
-
81
-
-
84916301932
-
The relation between the order-delivery lag and the rate of capacity utilization in the engineering industry in the United Kingdom, 1958-1967
-
Trivedi, P.K. (1970) The relation between the order-delivery lag and the rate of capacity utilization in the engineering industry in the United Kingdom, 1958-1967. Economica 37, 54-67.
-
(1970)
Economica
, vol.37
, pp. 54-67
-
-
Trivedi, P.K.1
-
82
-
-
0003159825
-
Koopmans on the choice of variables to be studied and of methods of measurement
-
Vining, R. (1949) Koopmans on the choice of variables to be studied and of methods of measurement. Review of Economics and Statistics 31, 77-86.
-
(1949)
Review of Economics and Statistics
, vol.31
, pp. 77-86
-
-
Vining, R.1
-
83
-
-
0003243160
-
Asymptotic normality, when regressors have a unit root
-
West, K.D. (1988) Asymptotic normality, when regressors have a unit root. Econometrica 56, 1397-1417.
-
(1988)
Econometrica
, vol.56
, pp. 1397-1417
-
-
West, K.D.1
-
84
-
-
0003352259
-
A consistent model selection procedure based on m-testing
-
C.W.J. Granger (ed.). Oxford University Press
-
White, H. (1990) A consistent model selection procedure based on m-testing. In C.W.J. Granger (ed.), Modelling Economic Series: Readings in Econometric Methodology, pp. 369-383. Oxford University Press.
-
(1990)
Modelling Economic Series: Readings in Econometric Methodology
, pp. 369-383
-
-
White, H.1
|