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LSE and the British Approach to Time Series Econometrics

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  • Gilbert, Christopher L

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Suggested Citation

  • Gilbert, Christopher L, 1989. "LSE and the British Approach to Time Series Econometrics," Oxford Economic Papers, Oxford University Press, vol. 41(1), pages 108-128, January.
  • Handle: RePEc:oup:oxecpp:v:41:y:1989:i:1:p:108-28
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    Citations

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    Cited by:

    1. Bauwens, Luc & Sucarrat, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: A forecast evaluation," International Journal of Forecasting, Elsevier, vol. 26(4), pages 885-907, October.
    2. Rascher, Daniel A. & Baehr, Matthew J. & Wolfe, Jason & Frohwerk, Steven, 2006. "An Analysis of Expansion and Relocation Sites for Major League Soccer," MPRA Paper 25742, University Library of Munich, Germany.
    3. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
    4. Bernd Hayo, 2017. "On Standard-Error-Decreasing Complementarity: Why Collinearity is Not the Whole Story," MAGKS Papers on Economics 201703, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    5. Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
    6. Santosh K. Dash, 2016. "Structuralist vs. Post-Keynesian theory: Industrial pricing in India," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 6(7), pages 187-200, July.
    7. repec:sbe:breart:v:10:y:1990:i:1:a:3021 is not listed on IDEAS
    8. Gilbert, Christopher L., 1990. "The rational expectations hypothesis in models of primary commodity prices," Policy Research Working Paper Series 384, The World Bank.
    9. D. R. Cox, 2013. "A return to an old paper: ‘Tests of separate families of hypotheses’," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 207-215, March.
    10. Duo Qin & Yanqun Zhang, 2013. "A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators," Working Papers 183, Department of Economics, SOAS, University of London, UK.
    11. Christopher L. Gilbert & Duo Qin, 2005. "The First Fifty Years of Modern Econometrics," Working Papers 544, Queen Mary University of London, School of Economics and Finance.
    12. repec:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-017-0092-5 is not listed on IDEAS
    13. Steve Cook, 2008. "Cross-data-vintage Encompassing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 849-865, December.
    14. Ericsson, Neil R. & Campos, Julia & Tran, Hong-Anh, 1990. "Pc-Give and David Hendry'S Econometric Methodology," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 10(1), April.
    15. Qin, Duo, 2014. "Resurgence of instrument variable estimation and fallacy of endogeneity," Economics Discussion Papers 2014-42, Kiel Institute for the World Economy (IfW).
    16. Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.).

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