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Epilogue: The Success of General‐To‐Specific Model Selection

David F. Hendry

in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.003.0021
Subject:
Economics and Finance, Econometrics

The essential roles of methodology in the development of sound econometric models and of computers in making econometrics operational are noted. The former has led to the theory of reduction as a ... More


Empirical Identification of the Vector Autoregression: The Causes and Effects of US M2 *

Kevin D. Hoover, Selva Demiralp, and Stephen J. Perez

in The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Published in print:
2009
Published Online:
September 2009
ISBN:
9780199237197
eISBN:
9780191717314
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199237197.003.0002
Subject:
Economics and Finance, Econometrics

The M2 monetary aggregate is monitored by the Federal Reserve, using a broad brush theoretical analysis and an informal empirical analysis. This chapter illustrates empirical identification of an ... More


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