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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