Present Position and Potential Developments: Some Personal Views: Time- Series Econometrics

DOI10.2307/2981687zbMath0547.62074OpenAlexW2796112902MaRDI QIDQ3339146

David F. Hendry

Publication date: 1984

Published in: Journal of the Royal Statistical Society. Series A (General) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2981687

zbMATH Keywords

modellingsimulationtime seriesKalman filterlatent variablecomputingencompassing tests for model evaluationlikelihood functions of dynamic latent-variables models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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