Conditional econometric modelling: an application to new house prices in the United Kingdom

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

[2]  Jan F. Kiviet,et al.  On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships , 1986 .

[3]  Arnold Zellner,et al.  Applied Time Series Analysis of Economic Data. , 1985 .

[4]  D. Hendry,et al.  Econometrics and Quantitative Economics. , 1985 .

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

[6]  Adrian Pagan,et al.  Chapter 18 Dynamic specification , 1984 .

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

[8]  J. B. Ramsey,et al.  Large-Scale Macro-Econometric Models. , 1983 .

[9]  Naorayex K. Dastoor,et al.  Some aspects of testing non-nested hypotheses , 1983 .

[10]  Samuel Karlin,et al.  Studies in econometrics, time series, and multivariate statistics , 1983 .

[11]  James G. MacKinnon,et al.  Model specification tests against non-nested alternatives , 1983 .

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

[13]  H. White,et al.  Misspecified models with dependent observations , 1982 .

[14]  R. Engle Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation , 1982 .

[15]  Alasdair Smith A mathematical introduction to economics , 1982 .

[16]  C. Bean An Econometric Model of Manufacturing Investment in the UK , 1981 .

[17]  J. Nellis,et al.  An Empirical Analysis of the Determination of House Prices in the United Kingdom , 1981 .

[18]  W. D. Ray,et al.  The Econometric Analysis of Time Series. , 1981 .

[19]  James Davidson,et al.  Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK☆ , 1981 .

[20]  H. White A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity , 1980 .

[21]  Anil K. Bera,et al.  Efficient tests for normality, homoscedasticity and serial independence of regression residuals , 1980 .

[22]  J. Florens,et al.  Initial and Sequential Reduction of Bayesian Experiments , 1980 .

[23]  O. Barndorff-Nielsen Information and Exponential Families in Statistical Theory , 1980 .

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

[25]  L. Godfrey TESTING AGAINST GENERAL AUTOREGRESSIVE AND MOVING AVERAGE ERROR MODELS WHEN THE REGRESSORS INCLUDE LAGGED DEPENDENT VARIABLES , 1978 .

[26]  G. Schwarz Estimating the Dimension of a Model , 1978 .

[27]  Rand R. Wilcox,et al.  The statistical implications of pre-test and Stein-rule estimators in econometrics , 1978 .

[28]  Andrew Harvey,et al.  The econometric analysis of time series , 1991 .

[29]  Kenneth F. Wallis,et al.  Modelling Macroeconomic Time Series , 1976 .

[30]  I. Lakatos Falsification and the Methodology of Scientific Research Programmes , 1976 .

[31]  David F. Hendry,et al.  Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom , 1975 .

[32]  A. Zellner,et al.  Time series analysis and simultaneous equation econometric models , 1974 .

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

[34]  Thomas H. Naylor,et al.  Box-Jenkins Methods: An Alternative to Econometric Models , 1972 .

[35]  Imre Lakatos,et al.  Criticism and the Growth of Knowledge , 1972 .

[36]  C. Nelson The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy , 1972 .

[37]  G. Box,et al.  Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models , 1970 .

[38]  Anthony C. Atkinson,et al.  A Method for Discriminating between Models , 1970 .

[39]  I. Lakatos,et al.  Criticism and the Growth of Knowledge: Falsification and the Methodology of Scientific Research Programmes , 1970 .

[40]  Maurice G. Kendall,et al.  Lagged Relationships in Economic Forecasting , 1969 .

[41]  H. L. Le Roy,et al.  Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability; Vol. IV , 1969 .

[42]  H. Theil,et al.  Optimal Decision Rules for Government and Industry , 1965 .

[43]  David R. Cox,et al.  Further Results on Tests of Separate Families of Hypotheses , 1962 .

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

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

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

[47]  Calyampudi R. Rao Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation , 1948, Mathematical Proceedings of the Cambridge Philosophical Society.

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

[49]  Richard Swedberg,et al.  The Common Sense of Econometrics : Reprinted from Econometrica, Jan. 1933, 5–12. , 1933 .