Empirical Economic Model Discovery and Theory Evaluation
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- David F. Hendry, 2011. "Empirical Economic Model Discovery and Theory Evaluation," Rationality, Markets and Morals, Frankfurt School Verlag, Frankfurt School of Finance & Management, vol. 2(46), October.
References listed on IDEAS
- Engle, Robert F. & Hendry, David F., 1993.
"Testing superexogeneity and invariance in regression models,"
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- David F. Hendry & Carlos Santos, 2005.
"Regression Models with Data-based Indicator Variables,"
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Department of Economics, University of Oxford, vol. 67(5), pages 571-595, October.
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- Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2010.
"Forecasting with equilibrium-correction models during structural breaks,"
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Modelling without theory
by Economic Logician in Economic Logic on 2011-03-23 18:59:00
- Economic Logician Displaying Precisely No Logic
by James Reade in Christianity and Econometrics on 2011-03-25 01:58:00
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marçal, Emerson Fernandes & Cunha, Ronan & Merlin, Giovanni Tondin & Simões, Oscar Rodrigues, 2017. "The aftermath of 2008 turmoil on Brazilian economy: Tsunami or “Marolinha”?," Textos para discussão 459, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
- Qin, Duo & Xu, Zhong & Zhang, Xuechun, 2014. "How much informal credit lending responded to monetary policy in China? The case of Wenzhou," Journal of Asian Economics, Elsevier, vol. 31, pages 22-31.
- Hendry, David F. & Johansen, Søren, 2015. "Model Discovery And Trygve Haavelmo’S Legacy," Econometric Theory, Cambridge University Press, vol. 31(01), pages 93-114, February.
- Marçal, Emerson Fernandes & Zimmermann, Beatrice Aline & Mendonça, Diogo de Prince & Giovanni, Merlin & Simões, Oscar Rodrigues, 2016. "Assessing global economic activity linkages: an empirical exercise based on global autoregressive regression," Textos para discussão 416, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
More about this item
KeywordsEmpirical discovery; theory evaluation; model selection; Autometrics;
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- B40 - Schools of Economic Thought and Methodology - - Economic Methodology - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-02-19 (All new papers)
- NEP-CBA-2011-02-19 (Central Banking)
- NEP-CIS-2011-02-19 (Confederation of Independent States)
- NEP-ECM-2011-02-19 (Econometrics)
- NEP-EVO-2011-02-19 (Evolutionary Economics)
- NEP-HPE-2011-02-19 (History & Philosophy of Economics)
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