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Preface to Econometric Modeling: A Likelihood Approach

In: Econometric Modeling: A Likelihood Approach

Citations

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Cited by:

  1. Steven F. Lehrer & Tian Xie, 2018. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," NBER Working Papers 24755, National Bureau of Economic Research, Inc.
  2. Monique Reid & Gideon Rand, 2015. "A Sticky Information Phillips Curve for South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 506-526, December.
  3. Bec, Frédérique & Mogliani, Matteo, 2015. "Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1021-1042.
  4. Soyer, Emre & Hogarth, Robin M., 2012. "The illusion of predictability: How regression statistics mislead experts," International Journal of Forecasting, Elsevier, vol. 28(3), pages 695-711.
  5. Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
  6. Jonas Harnau, 2018. "Log-Normal or Over-Dispersed Poisson?," Risks, MDPI, Open Access Journal, vol. 6(3), pages 1-37, July.
  7. Steven Lehrer & Tian Xie, 2017. "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 749-755, December.
  8. Tian Xie, 2012. "Least Squares Model Averaging By Prediction Criterion," Working Paper 1299, Economics Department, Queen's University.
  9. Owen, P. Dorian, 2018. "Replication to assess statistical adequacy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW), vol. 12, pages 1-16.
  10. Francesco Grigoli & José M. Mota, 2017. "Interest rate pass-through in the Dominican Republic," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-25, December.
  11. David F. Hendry & Grayham E. Mizon, 2016. "Improving the teaching of econometrics," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1170096-117, December.
  12. Antonia Lòpez-Villavicencio & Luis Antonio Reyes Ortiz, 2018. "Is globalisation taking away jobs? An empirical assessment for advanced economies," CEPN Working Papers halshs-01895223, HAL.
  13. Clements Michael P. & Hendry David F., 2008. "Economic Forecasting in a Changing World," Capitalism and Society, De Gruyter, vol. 3(2), pages 1-20, October.
  14. P. Dorian Owen, 2017. "Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development," Econometrics, MDPI, Open Access Journal, vol. 5(3), pages 1-33, September.
  15. Vassili Bazinas & Bent Nielsen, 2015. "Causal transmission in reduced-form models," Economics Papers 2015-W07, Economics Group, Nuffield College, University of Oxford.
  16. Mr. Andrew J Swiston, 2011. "Official Dollarization As a Monetary Regime: Its Effectson El Salvador," IMF Working Papers 2011/129, International Monetary Fund.
  17. 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.
  18. W H Boshoff, 2012. "Gasoline, Diesel Fuel And Jet Fuel Demand In South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 36(1), pages 43-78, April.
  19. Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Post-Print halshs-00917797, HAL.
  20. Antonia Lòpez-Villavicencio & Luis Antonio Reyes Ortiz, 2018. "Is globalisation taking away jobs? An empirical assessment for advanced economies," Working Papers halshs-01895223, HAL.
  21. Escribano, Álvaro & Pena, Jorge & Guasch, J. Luis, 2019. "Investment Climate Effects on Alternative Firm-Level Productivity Measures," UC3M Working papers. Economics 28639, Universidad Carlos III de Madrid. Departamento de Economía.
  22. Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013. "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne 13080, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  23. Mauleón, Ignacio & Hamoudi, Hamid, 2017. "Photovoltaic and wind cost decrease estimation: Implications for investment analysis," Energy, Elsevier, vol. 137(C), pages 1054-1065.
  24. Durevall, Dick & Loening, Josef L. & Ayalew Birru, Yohannes, 2013. "Inflation dynamics and food prices in Ethiopia," Journal of Development Economics, Elsevier, vol. 104(C), pages 89-106.
  25. Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917797, HAL.
  26. Takamitsu Kurita, 2019. "A Recursive Monte Carlo Study of Structural-Break Sensitivity of Adjustment Coefficients in Cointegrated VAR Systems," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 251-270, June.
  27. Paul Plummer & Michael Taylor, 2011. "Enterprise and Competitive Advantage in the Australian Context: A Spatial Econometric Perspective," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(3), pages 311-330, January.
  28. Jurgen A. Doornik & David F. Hendry & Steve Cook, 2015. "Statistical model selection with “Big Data”," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1045216-104, December.
  29. D. Kuang & B. Nielsen, 2018. "Generalized Log-Normal Chain-Ladder," Papers 1806.05939, arXiv.org.
  30. Muhammad Akhtaruzzaman & Christopher Hajzler & P. Dorian Owen, 2018. "Does institutional quality resolve the Lucas Paradox?," Applied Economics, Taylor & Francis Journals, vol. 50(5), pages 455-474, January.
  31. Ahumada, Hildegart A. & Garegnani, Maria Lorena, 2012. "Forecasting a monetary aggregate under instability: Argentina after 2001," International Journal of Forecasting, Elsevier, vol. 28(2), pages 412-427.
  32. D. Kuang & B. Nielsen, 2018. "Generalized Log-Normal Chain-Ladder," Economics Papers 2018-W02, Economics Group, Nuffield College, University of Oxford.
  33. Paweł Kaczmarczyk, 2017. "Ekonometryczne modelowanie i prognozowanie rozwoju polskiego sektora ICT z uwzględnieniem wskaźników makroekonomicznych," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 45, pages 259-272.
  34. Fullerton, Thomas M., Jr. & Ceballos, Alejandro & Walke, Adam G., 2015. "Short-Term Forecasting Analysis for Municipal Water Demand," MPRA Paper 78259, University Library of Munich, Germany, revised 04 Aug 2015.
  35. Mrs. Swarnali A Hannan, 2015. "If the Fed Acts, How Do You React? The Liftoff Effect on Capital Flows," IMF Working Papers 2015/256, International Monetary Fund.
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