Identification and non-unique structure
Identification and non-unique structure
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics.
9780199237197
345-366
Hendry, David
f67503cf-a36e-42a8-bb58-74ae0d129e74
Lu, Maozu
b9a226b3-6e4b-4e91-81ca-031ec9ce1d83
Mizon, Grayham E.
2b8353b4-0af4-48db-b552-6867dc1f4583
30 April 2009
Hendry, David
f67503cf-a36e-42a8-bb58-74ae0d129e74
Lu, Maozu
b9a226b3-6e4b-4e91-81ca-031ec9ce1d83
Mizon, Grayham E.
2b8353b4-0af4-48db-b552-6867dc1f4583
Hendry, David, Lu, Maozu and Mizon, Grayham E.
(2009)
Identification and non-unique structure.
In,
Castle, Jennifer and Shepherd, Neil
(eds.)
he Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry.
Oxford, GB.
Oxford University Press, .
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Abstract
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics.
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Published date: 30 April 2009
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Local EPrints ID: 150169
URI: http://eprints.soton.ac.uk/id/eprint/150169
ISBN: 9780199237197
PURE UUID: 82f79939-770c-431f-8ee0-603936eecb04
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Date deposited: 04 May 2010 13:43
Last modified: 10 Dec 2021 17:57
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Contributors
Author:
David Hendry
Author:
Maozu Lu
Author:
Grayham E. Mizon
Editor:
Jennifer Castle
Editor:
Neil Shepherd
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