IDEAS home Printed from https://ideas.repec.org/r/oxf/wpaper/476.html
   My bibliography  Save this item

An Automatic Test of Super Exogeneity

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Ericsson, Neil R., 2017. "Economic forecasting in theory and practice: An interview with David F. Hendry," International Journal of Forecasting, Elsevier, vol. 33(2), pages 523-542.
  2. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2012. "Model selection when there are multiple breaks," Journal of Econometrics, Elsevier, vol. 169(2), pages 239-246.
  3. Hildegart Ahumada & Magdalena Cornejo, 2015. "Explaining commodity prices by a cointegrated time series-cross section model," Empirical Economics, Springer, vol. 48(4), pages 1667-1690, June.
  4. Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2022. "The historical role of energy in UK inflation and productivity and implications for price inflation in 2022," Economics Series Working Papers 983, University of Oxford, Department of Economics.
  5. Bent Nielsen & Xiyu Jiao, 2016. "Asymptotic Analysis of Iterated 1-step Huber-skip M-estimators with Varying Cut-offs," Economics Papers 2016-W08, Economics Group, Nuffield College, University of Oxford.
  6. Kurita, Takamitsu, 2011. "An empirical model for Japan's business fixed investment," Journal of Economics and Business, Elsevier, vol. 63(2), pages 107-120, March.
  7. David Hendry & Jurgen A. Doornik & Felix Pretis, 2013. "Step-indicator Saturation," Economics Series Working Papers 658, University of Oxford, Department of Economics.
  8. Dzmitry Kruk, 2011. "The Impact of Directed Lending on Long-run Growth in Belarus," BEROC Working Paper Series 14, Belarusian Economic Research and Outreach Center (BEROC).
  9. Ericsson, Neil R., 2017. "How biased are U.S. government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, vol. 33(2), pages 543-559.
  10. Ericsson, Neil R., 2016. "Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis," International Journal of Forecasting, Elsevier, vol. 32(2), pages 571-583.
  11. Hendry, David F. & Pretis, Felix, 2023. "Analysing differences between scenarios," International Journal of Forecasting, Elsevier, vol. 39(2), pages 754-771.
  12. Andrew B. Martinez, 2020. "Forecast Accuracy Matters for Hurricane Damage," Econometrics, MDPI, vol. 8(2), pages 1-24, May.
  13. Hendry, David F. & Mizon, Grayham E., 2014. "Unpredictability in economic analysis, econometric modeling and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 186-195.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.