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Incoming Resources
- PcGive and David Hendry's econometric methodology
- Predictable uncertainty in economic forecasting
- Broad money demand and financial liberalization in Greece
- A framework for economic forecasting
- A retrospective on J. Denis Sargan and his contributions to econometrics
- Exogeneity, cointegration, and economic policy analysis
- Conditional econometric modelling, an application to new house prices in the United Kingdom
- Forecast uncertainty in economic modeling
- The demand for broad money in the United Kingdom, 1878-1993
- Output and inflation in the long run
- Distributions of error correction tests for cointegration
- A retrospective on J. Denis Sargan and his contributions to econometrics
- Post-simulation analysis of Monte Carlo experiments, interpreting Pesaran's (1974) study of non-nested hypothesis test statistics
- Broad money demand and financial liberalization in Greece
- Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses
- Cointegration, seasonality, encompassing and the demand for money in the United Kingdom
- Parameter constancy, mean square forecast errors, and measuring forecast performance, an exposition, extension, and illustration
- Cointegration, exogeneity, and policy analysis, an overview