Worked Examples
Welcome to the Launch Conference
David F. Hendry
Institute for New Economic Thinking at the Oxford Martin School, University of Oxford
28 October 2011
Automatic Model Selection:
A New Tool for Empirical Modelling
Jurgen A. Doornik
Institute for New Economic Thinking at the Oxford Martin School, University of Oxford
28 October 2011
A Modern Approach to Teaching Econometrics
David F. Hendry, Bent Nielsen
European Journal of Pure and Applied Mathematics, Vol 3, No 3 (2010)
Forecasting Value-at-Risk (VaR) using Fractionally Integrated Models of Conditional Volatility
Stavros Degiannakis, Christos Floros and Pamela Dent
Department of Economics, University of Portsmouth