Procrustean Econometrics: Stretching and Squeezing Data.

Recent concern about the inadequacies of econometric models has led not only to the search for causes, but also to the proposal of constructive remedies for these difficulties. In this paper we analyse the links between econometric modelling methodologies and the performance of econometric models. W...

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Bibliographic Details
Main Authors: Hendry, D, Mizon, G
Format: Working paper
Language:English
Published: CEPR 1985

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