Hendry, David F.; Richard, Jean-Francois The econometric analysis of economic time series. (English) Zbl 0518.62096 Int. Stat. Rev. 51, 111-163 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 14 Documents MSC: 62P20 Applications of statistics to economics 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 91B84 Economic time series analysis Keywords:conditional models; conditioning; diagnostic testing; dynamics; encompassing; estimator generation; exogeneity; expectations; invariance; marginalizing; money demand; plans PDFBibTeX XMLCite \textit{D. F. Hendry} and \textit{J.-F. Richard}, Int. Stat. Rev. 51, 111--163 (1983; Zbl 0518.62096) Full Text: DOI