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Econometrics – Alchemy or Science?
16 references·6 citing·26 second hop
Econometrics – Alchemy or Science? (2000)Econometrics – Alchemy or Science?Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Econometric Models and Economic Forecasts (1990)Econometric Models and Econom…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Specification Tests in Econometrics (1978)Specification Tests in Econom…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…A General Equilibrium Approach To Monetary Theory (1969)A General Equilibrium Approac…THE STRUCTURE OF SCIENTIFIC REVOLUTIONS (1963)THE STRUCTURE OF SCIENTIFIC R…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Monetary Policy Committee Transparency: Measurement, Determinants, and Economic Effects (2013)Monetary Policy Committee Tra…Gravity and Culture in Foreign Portfolio Investment (2011)Gravity and Culture in Foreig…A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia (2005)A comparison of linear foreca…The ET Interview: Professor David F. Hendry (2004)The ET Interview: Professor D…Estimating A European Demand For Money (1999)Estimating A European Demand …The demand for English league football: a club-level analysis (1996)The demand for English league…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Does the Stock Market Overreact? (1985)Introduction: epistemic communities and international policy coordination (1992)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1978Specification Tests in Econometrics18,788 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1963THE STRUCTURE OF SCIENTIFIC REVOLUTIONS8,424 cited
  • 1977Time Series Analysis: Forecasting and Control6,446 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1969A General Equilibrium Approach To Monetary Theory5,340 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

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5,336 cited
  • 1990Econometric Models and Economic Forecasts4,945 cited
  • Cited by

    • 1996The demand for English league football: a club-level analysis128 cited
    • 2005A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia86 cited
    • 1999Estimating A European Demand For Money57 cited
    • 2011Gravity and Culture in Foreign Portfolio Investment45 cited
    • 2004The ET Interview: Professor David F. Hendry25 cited
    • 2013Monetary Policy Committee Transparency: Measurement, Determinants, and Economic Effects15 cited