Model Identification and Non-unique Structure.

Model Identification and Non-unique Structure.

Identification is an essential attribute of any model's parameters, so we consider its three aspects of 'uniqueness', 'correspondence to reality' and 'interpretability'. Observationally-equivalent over-identified models can co-exist, and are mutually encompassing i...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Hendry, D, Lu, M, Mizon, G
Fformat:	Working paper
Iaith:	English
Cyhoeddwyd:	Nuffield College (University of Oxford) 2001

Eitemau Tebyg

Forecasting from Structural Econometric Models.
gan: Hendry, D, et al.
Cyhoeddwyd: (2012)

Forecasting from structural econometric models
gan: Hendry, D, et al.
Cyhoeddwyd: (2012)

Forecasting in the presence of structural breaks and policy regime shifts
gan: Hendry, D, et al.
Cyhoeddwyd: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
gan: Hendry, D, et al.
Cyhoeddwyd: (2002)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
gan: Hendry, D, et al.
Cyhoeddwyd: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
gan: Hendry, D, et al.
Cyhoeddwyd: (2002)

Reformulating Empirical Macroeconomic Modelling.
gan: Hendry, D, et al.
Cyhoeddwyd: (2000)

Reformulating Empirical Macroeconometric Modelling.
gan: Hendry, D, et al.
Cyhoeddwyd: (2000)

Reformulating Empirical Macro-econometric Modelling.
gan: Hendry, D, et al.
Cyhoeddwyd: (2001)

An Open-model Forecast-error Taxonomy.
gan: Hendry, D, et al.
Cyhoeddwyd: (2011)

Econometric Modelling of Changing Time Series.
gan: Hendry, D, et al.
Cyhoeddwyd: (2010)

An open-model forecast-error taxonomy
gan: Hendry, D, et al.
Cyhoeddwyd: (2011)

Econometric modelling of changing time series
gan: Hendry, D, et al.
Cyhoeddwyd: (2010)

Evaluating Dynamic Econometric Models by Encompassing the VAR.
gan: Hendry, D, et al.
Cyhoeddwyd: (2005)

On Selecting Policy Analysis Models by Forecast Accuracy.
gan: Hendry, D, et al.
Cyhoeddwyd: (2000)

Evaluating Dynamic Econometric Models by Encompassing the VAR.
gan: Hendry, D, et al.
Cyhoeddwyd: (1993)

On Selecting Policy Analysis Models by Forecast Accuracy.
gan: Hendry, D, et al.
Cyhoeddwyd: (1999)

Evaluating Dynamic Econometric Models by Encompassing the VAR.
gan: Hendry, D, et al.
Cyhoeddwyd: (1990)

Econometric Modelling of Time Series with Outlying Observations
gan: Hendry, D, et al.
Cyhoeddwyd: (2011)

Exogeneity, Causality, and Co-breaking in Economic Policy Analysis of a Small Econometric Model of Money in the UK.
gan: Hendry, D, et al.
Cyhoeddwyd: (1998)

Exogeneity, Causality, and Co-breaking in Economic Policy Analysis of a Small Econometric Model of Money in the UK.
gan: Hendry, D, et al.
Cyhoeddwyd: (2011)

Unpredictability in economic analysis, econometric modeling and forecasting
gan: Hendry, DF, et al.
Cyhoeddwyd: (2014)

The Pervasiveness of Granger Causality in Econometrics.
gan: Hendry, D, et al.
Cyhoeddwyd: (1999)

Procrustean Econometrics: Or Stretching and Squeezing Data.
gan: Hendry, D, et al.
Cyhoeddwyd: (1990)

The Influence of A. W. Phillips on Econometrics.
gan: Hendry, D, et al.
Cyhoeddwyd: (2000)

Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England.
gan: Hendry, D, et al.
Cyhoeddwyd: (2011)

An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification.
gan: Mizon, G, et al.
Cyhoeddwyd: (1980)

An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification.
gan: Hendry, D, et al.
Cyhoeddwyd: (2011)

On the mathematical basis of inter-temporal optimization.
gan: Hendry, D, et al.
Cyhoeddwyd: (2010)

Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England.
gan: Hendry, D, et al.
Cyhoeddwyd: (2000)

Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England.
gan: Hendry, D, et al.
Cyhoeddwyd: (2005)

Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England.
gan: Hendry, D, et al.
Cyhoeddwyd: (1978)

Procrustean Econometrics: Stretching and Squeezing Data.
gan: Hendry, D, et al.
Cyhoeddwyd: (1985)

Improving the teaching of econometrics
gan: Hendry, D, et al.
Cyhoeddwyd: (2016)

Improving the teaching of econometrics
gan: Hendry, D, et al.
Cyhoeddwyd: (2016)

On the mathematical basis of inter-temporal optimization
gan: Hendry, D, et al.
Cyhoeddwyd: (2010)

John Denis Sargan.
gan: Desai, M, et al.
Cyhoeddwyd: (1997)

Guest Editors' Introduction to Special Issue on Encompassing.
gan: Hendry, D, et al.
Cyhoeddwyd: (2008)

Exogeneity, cointegration, and economic policy analysis.
gan: Ericsson, N, et al.
Cyhoeddwyd: (1998)

Exogeneity, Cointegration, and Economic Policy Analysis.
gan: Ericsson, N, et al.
Cyhoeddwyd: (1998)