Econometrics in action

Ahumada, H., ?An Encompassing Test of Two Models of the Balance of Trade for Argentina?, Oxford Bulletin of Economics and Statistics, 1985, 47, pp. 51?70.

Baba, Y., Hendry, D. F., Starr, R. M., U. S. Money Demand, 1960?1984, University of California, San Diego, unpublished paper, 1985.

Banerjee, A., Dolado, J., Hendry, D. F., Smith, G., ?Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence?. Oxford Bulletin of Economics and Statistics, Special Issue, 1986, 48, pp. 253?277.

Brown, R. L., Durbin, J., Evans, J. M., ?Techniques for Testing the Constancy of Regression Relationships over Time? (with discussion), Journal of the Royal Statistical Society, Series B, 1975, 37, pp. 149?192.

Chow, G. C., ?Tests of Equality Between Sets of Coefficients in Two Linear Regressions?, Econometrica, 1960, 28, pp. 591?605.

Cooley, T., Leroy, S., ?Identification and Estimation of Money Demand?, American Economic Review, 1981, 71(5), pp. 825?844.

Cox, D. R., ?Tests of Separate Families of Hypotheses?, Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, University of California Press, Berkeley, 1961, 1, pp. 105?123.

Davidson, J. E. H., Hendry, D. F., Srba, F., Yeo, S., ?Econometric Modelling of the Aggregate Time Series Relationship between Consumers' Expenditure and Income in the United Kingdom?, Economic Journal, 1978, 88, pp. 661?692.

Dickey, D. A., Fuller, W. A., ?Distribution of the Estimators for Autoregressive Time Series with a Unit Root?, Journal of the American Statistical Association, 1979, 74, pp. 427?431.

Dickey, D. A., Fuller, W. A., ?Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root?, Econometrica, 1981, 49, pp. 1057?1072.

Engle, R. F., ?Wald Likelihood Ratio and Lagrange Multiplier Tests in Econometrics?, in Grilichers, Z., Intriligator, M. D. (Eds.), Handbook of Econometrics, Vol. II, North-Holland, Amsterdam, 1985, Ch. 13.

Engle, R. F., Granger, C. W. J., ?Co-Integration and Error Correction: Representation, Estimating and Testing?, Econometrica, 1987, 55, pp. 251?276.

Engle, R. F., Hendry, D. F., Testing for Super-exogeneity and Invariance, Nuffield College, unpublished paper, 1985.

Engle, R. F., Hendry, D. F., Richard, J.-F., ?Exogeneity?, Econometrica, 1983, 51, pp. 277?304.

Ericsson, N. R., ?Asymptotic Properties of Instrumental Variables Statistics for Testing Non-nested Hypotheses?, Review of Economic Studies, 1983, 50, pp. 287?304.

Gilbert, C. L., ?Professor Hendry's Methodology?, Oxford Bulletin of Economics and Statistics, Special Issue, 1986, 48.

Granger, C. W. J., ?The Typical Spectral Shape of an Economic Variable?, Econometrica, 1966, 34, pp. 150?161.

Granger, C. W. J., ?Some Properties of Time Series Data and Their Use in Econometric Model Specification?, Journal of Econometrics, 1981, 16, pp. 121?130.

Granger, C. W. J., Newbold, P., ?Spurious Regressions in Econometrics?, Journal of Econometrics, 1974, 2, pp. 111?120.

Haavelmo, T., ?The Probability Approach in Econometrics?, Supplement to Econometrica, 1944, 12.

Hahn, F., Book Review of McClosky, D., ?The Rhetoric of Economics?, Journal of Economic Literature, 1987.

Harvey, A. C., Time Series Models, Philip Allen, Oxford, 1984.

Hendry, D. F., ?Predictive Failure and Econometric Modelling in Macro-Economics: The Transactions Demand for Money?, in Ormerod, P. (Ed.), Economic Modelling, Heinemann, London, 1979, Ch. 9.

Hendry, D. F., ?Monetary Myth and Econometric Reality?, Oxford Review of Economic Policy, 1985, 1(1), pp. 72?84.

Hendry, D. F., ?Using PC-GIVE in Econometrics Teaching?, Oxford Bulletin of Economics and Statistics, Special Issue, 1986, 48, pp. 87?98.

Hendry, D. F., ?Econometric Methodology: A Personal Perspective?, in Bewley, T. F. (Ed.), Advances in Econometrics, Cambridge University Press, Cambridge, 1987, Ch. 10.

Hendry, D. F., Mizon, G. E. ?Procrustean Econometrics: or Stretching and Squeezing Data?, CEPR Discussion Paper, 1985, (68).

Hendry, D. F., Neale, A. J., ?Monte Carlo Experimentation Using PC-NAIVE?, in Fomby, T. B., Rhodes, G. F. (Eds.), Advances in Econometrics, Vol. 6, 1987, pp. 91?125.

Hendry, D. F., Richard, J.-F., ?On the Formulation of Empirical Models in Dynamic Econometrics?, Journal of Econometrics, 1982, 20, pp. 3?33.

Hendry, D. F., Richard, J.-F., ?The Econometric Analysis of Economic Time Series?, International Statistical Review, 1983, 51, pp. 111?163.

Hendry, D. F., Recent Developments in the Theory of Encompassing, 20th Anniversary Volume of CORE, M. I. T. Press, Cambridge, Mass., 1987.

Hendry, D. F., Srba, F., ?AUTOREG: A Computer Program Library for Dynamic Econometric Models with Autoregressive Errors?, Journal of Econometrics, 1980, 12, pp. 85?102.

Hood, W. C., Koopmans, T. C., ?Studies in Econometric Method?, Cowles Commission Monograph, 1953, 14.

Koopmans, T. C., ?Statistical Inference in Dynamic Economic Models?, Cowles Commission Monograph, 1950, 10.

Leamer, E. E., Specification Searches: Ad-Hoc Inference with Non-Experimental Data, John Wiley & Sons, New York, 1978.

Leamer, E. E., ?Let's Take the Con out of Econometrics?. American Economic Review, 1978, 73, pp. 31?44.

Lucas, R. E., ?Econometric Policy Evaluation: A Critique?, in Brunner, K., Meltzer, A. H. (Eds.), The Phillips Curve and Labor Markets, Carnegie-Rochester Conference Series on Public Policy, 1976, 1, pp. 19?36.

McAleer, M., Pagan, A. R., Volker, P. A., ?What Will Take the Con Out of Econometrics??, American Economic Review, 1985, pp. 293?301.

Mason, S. F., A History of the Sciences, Collier Books, New York, 1977.

Mizon, G. E., ?The Encompassing Approach in Econometrics?, in Hendry, D. F., Wallis, K. F. (Eds.), Econometrics and Quantitative Economics, Basil Blackwell, Oxford, 1984, pp. 135?172.

Mizon, G. E., Richard, J.-F., ?The Encompassing Principle and Its Application to Non-Nested Hypothesis Tests?, Econometrica, 1986, 54, pp. 657?678.

Morgan, M. S., ?The Probabilistic Revolution: Haavelmo's Contribution to Econometrics?, in Krüger, L., Gigerenzer, G., Morgan, M. S. (Eds.), The Probabilistic Revolution: Ideas in the Sciences, M. I. T. Press, Cambridge, Mass., 1987.

Oksanen, E. H., ?On Sign Changes upon Deletion of a Variable in Linear Regression Analysis?, Oxford Bulletin of Economics and Statistics, 1987, 49, (2).

Oxford Bulletin of Economics and Statistics, ?Econometric Modelling with Cointegrated Variables?, Special Issue, 1986, 48.

Pagan, A. R., ?Model Evaluation by Variable Addition?, in Hendry, D. F., Wallis, K. F. (Eds.), Econometrics and Quantitative Economics, Basil Blackwell, Oxford, 1984, pp. 103?135.

Pesaran, M. H., ?On the General Problem of Model Selection?, Review of Economic Studies, 1974, 41, pp. 153?171.

Phillips, P. C. B. (1986A), ?Regression Theory for Near-integrated Time Series?, Cowles Foundation Discussion Paper, 1986, (781).

Phillips, P. C. B. (1986B), ?Towards a Unified Asymptotic Theory for Autoregression?, Cowles Foundation Discussion Paper, 1986, (782).

Sims, C. A., ?Macroeconomics and Reality?, Econometrica, 1980, 48, (1), pp. 1?48.

Stock, J., ?Asymptotic Properties of a Least-Squares Estimator of Co-integrating Vectors?. Econometrica, 1987, 55(5), pp. 1035?1056.

Trundle, J. M., ?The Demand for M1 in the U. K.?, Bank of England Discussion Paper, 1982.