Econometrics in action

[1]  P. Phillips Regression Theory for Near-Integrated Time Series , 1988 .

[2]  James H. Stock,et al.  Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors , 1987 .

[3]  C. Granger,et al.  Co-integration and error correction: representation, estimation and testing , 1987 .

[4]  Gerd Gigerenzer,et al.  The Probabilistic revolution , 1987 .

[5]  Jean-Francois Richard,et al.  The encompassing principle and its application to non-nested hypotheses , 1986 .

[6]  Jean-Francois Richard,et al.  The Encompassing Principle and Its Application to Testing Non-nested Hypotheses , 1986 .

[7]  David F. Hendry,et al.  Procrustean Econometrics: Stretching and Squeezing Data , 1985 .

[8]  David F. Hendry,et al.  Monetary Economic Myth and Econometric Reality , 1985 .

[9]  Michael McAleer,et al.  What Will Take the Con out of Econometrics , 1985 .

[10]  Grayham E. Mizon,et al.  The encompassing approach in econometrics , 1984 .

[11]  R. Engle Wald, likelihood ratio, and Lagrange multiplier tests in econometrics , 1984 .

[12]  F. Black,et al.  The Rhetoric of Economics , 1986 .

[13]  David F. Hendry,et al.  The Econometric-analysis of Economic Time-series , 1983 .

[14]  Neil R. Ericsson Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses , 1983 .

[15]  Edward E. Leamer,et al.  Let's Take the Con Out of Econometrics , 1983 .

[16]  David F. Hendry,et al.  On the Formulation of Empirical-models in Dynamic Econometrics , 1982 .

[17]  A. Harvey Time series models , 1983 .

[18]  W. Fuller,et al.  LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME SERIES WITH A UNIT ROOT , 1981 .

[19]  C. Granger Some properties of time series data and their use in econometric model specification , 1981 .

[20]  Stephen F. LeRoy,et al.  Identification and Estimation of Money Demand , 1981 .

[21]  D. Hendry,et al.  Autoreg: a computer program library for dynamic econometric models with autoregressive errors , 1980 .

[22]  C. Sims MACROECONOMICS AND REALITY , 1977 .

[23]  W. Fuller,et al.  Distribution of the Estimators for Autoregressive Time Series with a Unit Root , 1979 .

[24]  Edward E. Leamer,et al.  Specification Searches: Ad Hoc Inference with Nonexperimental Data , 1980 .

[25]  James Davidson,et al.  Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom , 1978 .

[26]  R. Lucas Econometric policy evaluation: A critique , 1976 .

[27]  J. Durbin,et al.  Techniques for Testing the Constancy of Regression Relationships Over Time , 1975 .

[28]  C. Granger,et al.  Spurious regressions in econometrics , 1974 .

[29]  M. H. Pesaran,et al.  On the general problem of model selection , 1974 .

[30]  Clive W. J. Granger,et al.  The typical spectral shape of an economic variable , 1966 .

[31]  Stephen Finney Mason,et al.  A History of the Sciences , 1962 .

[32]  D. Cox Tests of Separate Families of Hypotheses , 1961 .

[33]  G. Chow Tests of equality between sets of coefficients in two linear regressions (econometrics voi 28 , 1960 .

[34]  Tjalling C. Koopmans,et al.  Studies in Econometric Method , 1954 .

[35]  W. Hood Studies in econometric method / by Wm C. Hood, Tjalling C. Koopmans; Cowles Commission Research Staff Members , 1953 .

[36]  T. Koopmans Statistical inference in dynamic economic models , 1951 .

[37]  T. Haavelmo,et al.  The probability approach in econometrics , 1944 .