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- W1618446511 abstract "1. An analysis of the indicator saturation estimator as a robust regression estimator 2. Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2 3. Retrospective Estimation of Causal Effects Through Time 4. Autometrics 5. High Dimenson Dynamic Correlations 6. Pitfalls in Modeling Dependence Structures: Explorations with Copulas 7. Forecasting in Dynamic Factor Models Subject to Structural Instability 8. Internal consistency of survey respondents forecasts: Evidence based on the Survey of Professional Forecasters 9. Factor-augmented Error Correction Models 10. In Praise Of Pragmatic In Econometrics 11. On Efficient Simulations In Dynamic Models 12. Simple Wald Tests of the Fractional Integration Parameter: An Overview of New Results 13. When is a Time Series I(0)? 14. Model Identification and Non-unique Structure 15. Does it matter how to measure aggregates? The case of monetary transmission mechanisms in the Euro area 16. U.S. natural rate dynamics reconsidered 17. Constructive Data Mining: Modeling Argentine Broad Money Demand" @default.
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- W1618446511 date "2009-01-01" @default.
- W1618446511 modified "2023-09-27" @default.
- W1618446511 title "The methodology and practice of econometrics : a festschrift in honour of David F. Hendry" @default.
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