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Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Money

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:
10.1093/0198293542.003.0012
Subject:
Economics and Finance, Econometrics

This tests the DHSY approach in another subject‐matter area (money demand) to investigate its ability to produce improved models and to encompass previous findings. ‘Simple‐to‐general’ modelling ... More


Auxiliary Modeling Procedures

David McDowall, Richard McCleary, and Bradley J. Bartos

in Interrupted Time Series Analysis

Published in print:
2019
Published Online:
February 2021
ISBN:
9780190943943
eISBN:
9780190943981
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190943943.003.0005
Subject:
Sociology, Social Research and Statistics

Chapter 5 describes three sets of auxiliary methods that have emerged as add-on supplements to the traditional ARIMA model-building strategy. First, Bayesian information criteria (BIC) can be used to ... More


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