Browsing ECO Articles by Author "ERICSSON, Neil R."

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Browsing ECO Articles by Author "ERICSSON, Neil R."

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    Title: Encompassing  Author(s): HENDRY, David F.; MARCELLINO, Massimiliano; MIZON, Grayham E.; BONTEMPS, Christophe; FLORENS, Jean-Pierre; RICHARD, Jean-Francois; LU, Maozu; MIZON, Grayham E.; MONFARDINI, Chiara; ERMINI, Luigi; SPANOS, Aris; READE, J. James; COOK, Steve; MARCELLINO, Massimiliano; ROSSI, Barbara; ERICSSON, Neil R.; DOORNIK, Jurgen A.; HANSEN, Henrik Date: 2008 Type of Publication: Article
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    Title: Exogeneity, Cointegration, and Economic Policy Analysis  Author(s): ERICSSON, Neil R.; HENDRY, David F.; MIZON, Grayham E. Date: 1998 Type of Publication: Article Abstract: This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super ...