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ECONOMETRIC MODELLING: THE “CONSUMPTION FUNCTION” IN RETROSPECT* · Study

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ArticleECONOMETRIC MODELLING: THE “CONSUMPTION FUNCTION” IN RETROSPECT*

David Forbes Hendry1983

Article1983

ECONOMETRIC MODELLING: THE “CONSUMPTION FUNCTION” IN RETROSPECT*

David Forbes Hendry

220 citations·0/0 files stored·Scottish Journal of Political Economy

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Economic Theory and Policy Monetary Policy and Economic Impact Economic Theory and Institutions

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1936The General Theory of Employment, Interest and Money.1971Time Series Analysis Forecasting and Control.1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence 1963CONJECTURES AND REFUTATIONS 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England

Cited by

1998Tourism and economic development: A survey 1986PRACTITIONERS' CORNER: Professor Hendry's Econometric Methodology 2005Hedonic Price Models and Sun-and-Beach Package Tours: The Norwegian Case 2002Exploring Competitiveness in Mediterranean Resorts 2000Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Money

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2013Econometric Modelling: The ‘Consumption Function’ In Retrospectarticle · 11 shared references 2000Econometrics – Alchemy or Science?chapter · 11 shared references 2000Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Moneychapter · 10 shared references 2000Dynamic Specificationchapter · 10 shared references 2000An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specificationchapter · 10 shared references 2000Stochastic Specification in an Aggregate Demand Model of the United Kingdomchapter · 10 shared references

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Year1983

Typearticle

Published1983-08-01

VenueScottish Journal of Political Economy

ISSN-L0036-9292

Languageen

Citations220

Files0 public / 0

ShelfEconomic Theory and Policy

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doi10.1111/j.1467-9485.1983.tb01014.x

openalex_workW2248040980

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2000Dynamic Specification

1988Reflections on Econometric Methodology*

1992EXACT SIMILAR TESTS FOR UNIT ROOTS AND COINTEGRATION