THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson

DOI10.1017/S0266466604204078zbMath1125.01300MaRDI QIDQ5719161

Neil R. Ericsson

Publication date: 17 January 2006

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

BibliographyInterview

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) History of game theory, economics, and finance (91-03)

Related Items (1)

Autoregressive distributed lag models and cointegration

Cites Work

• Understanding spurious regressions in econometrics
• Statistical analysis of cointegration vectors
• Limiting distributions of least squares estimates of unstable autoregressive processes
• The implications of periodically varying coefficients for seasonal time- series processes
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
• The Lagrangian Multiplier Test
• Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
• Asymptotic Normality, When Regressors Have a Unit Root
• Models with Several Regimes and Changes in Exogeneity
• The Bonferroni and the Scheffe Multiple Comparison Procedures
• Some Tests of Dynamic Specification for a Single Equation
• On the General Problem of Model Selection
• Asymptotic Theory and Large Models
• Time Series Regression with a Unit Root
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Econometric Model Determination
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• The Choice of the Degree of a Polynomial Regression as a Multiple Decision Problem
• The Probability Approach in Econometrics

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