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ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW · Study

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ArticleECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW

David Forbes Hendry1986

Article1986

ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW

David Forbes Hendry

631 citations·0/0 files stored·Oxford Bulletin of Economics and Statistics

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Monetary Policy and Economic Impact Spatial and Panel Data Analysis Diverse Scientific and Economic Studies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1977Time Series Analysis: Forecasting and Control 1982Trends and random walks in macroeconmic time series 1986Understanding spurious regressions in econometrics 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom 1987Towards a Unified Asymptotic Theory for Autoregression 1986Multiple Time Series Regression with Integrated Processes

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Year1986

Typearticle

Published1986-08-01

VenueOxford Bulletin of Economics and Statistics

ISSN-L0305-9049

Languageen

Citations631

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1111/j.1468-0084.1986.mp48003001.x

openalex_workW1960127097

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2002

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