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Econometric analysis of small linear systems using PC-FIML

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  • Hendry, David F.
  • Neale, Adrian J.
  • Srba, Frank

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File URL: http://www.sciencedirect.com/science/article/B6VC0-45828ST-38/2/d684860d60a4421edca486a7218140e0
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 38 (1988)
Issue (Month): 1-2 ()
Pages: 203-226

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Handle: RePEc:eee:econom:v:38:y:1988:i:1-2:p:203-226

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Bårdsen, Gunnar & Nymoen, Ragnar, 2006. "U.S. natural rate dynamics reconsidered," Memorandum 13/2006, Oslo University, Department of Economics.
  2. Erlandsen, Solveig & Nymoen, Ragnar, 2005. "Consumption and population age structure," Memorandum 27/2004, Oslo University, Department of Economics.
  3. David Hendry & Grayham E. Mizon, 2012. "Forecasting from Structural Econometric Models," Economics Series Working Papers 597, University of Oxford, Department of Economics.
  4. Andre Jungmittag & Paul J.J. Welfens, 2004. "Politikberatung und empirische Wirtschaftsforschung: Entwicklungen, Probleme, Optionen für mehr Rationalität in der Wirtschaftspolitik," EIIW Discussion paper disbei121, Universitätsbibliothek Wuppertal, University Library.
  5. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.).
  6. In, Francis & Batten, Jonathan & Kim, Sangbae, 2003. "What drives the term and risk structure of Japanese bonds?," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(3), pages 518-541.
  7. David F. Hendry & Neil R. Ericsson, 1989. "An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 355, Board of Governors of the Federal Reserve System (U.S.).
  8. Solveig K. Erlandsen & Ragnar Nymoen, 2004. "Consumption and population age structure," Working Paper 2004/22, Norges Bank.

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