Modelling methodology and forecast failure
Author:
Affiliation:
1. Department of Economics, University of Warwick, Coventry, CV4 7AL, UK. E‐mail: m.p.clements@warwick.ac.uk
2. Nuffield College, Oxford, OX1 1NF, UK. E‐mail: david.hendry@nuffield.ox.ac.uk
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/5/2/319/25961612/ectj0319.pdf
Reference24 articles.
1. Tests of equality between sets of coefficients in two linear regressions;Chow;Econometrica,1960
2. Professor Hendry's econometric methodology;Gilbert;Oxford Bulletin of Economics and Statistics,1986
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