Chapter

Inference on Dynamic Econometric Models

Michio Hatanaka

in Time-Series-Based Econometrics

Published in print January 1996 | ISBN: 9780198773535
Published online November 2003 | e-ISBN: 9780191596360 | DOI: http://dx.doi.org/10.1093/0198773536.003.0014

Series: Advanced Texts in Econometrics

 Inference on Dynamic Econometric Models

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Inference theories in the Chapter 13 are applied to dynamic econometric models. Among these are the Hendry model and a class of general models that includes the linear, quadratic model in Kennan (1979). The error-correction model in Chapter 12 is also modified to illustrate the inference method presented.

Keywords: dynamic econometric models; inference theories; Hendry model

Chapter.  9823 words. 

Subjects: Econometrics and Mathematical Economics

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