On the formulation of empirical models in dynamic econometrics

DOI10.1016/0304-4076(82)90101-4zbMath0507.62096OpenAlexW2107558466MaRDI QIDQ1837512

David F. Hendry, Jean-Francois Richard

Publication date: 1982

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(82)90101-4

zbMATH Keywords

futuremodel selectionempirical modelspresentpastdynamic simulation tracking performance

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62) Probabilistic methods, stochastic differential equations (65C99)

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