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David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a
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Type: BOOK - Published: 2014-07-04 - Publisher: MIT Press
A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation
Language: en
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Type: BOOK - Published: 2009-01-01 - Publisher: Edward Elgar Publishing
Financial globalisation has made the formulation of monetary policy in emerging market economies increasingly complicated. This timely set of studies looks at t