Abstract Macroeconomic time-series data are aggregated, inaccurate, non-stationary, collinear and rarely match theoretical concepts. Macroeconomic theories are incomplet...
read moreAbstract Macroeconomic time-series data are aggregated, inaccurate, non-stationary, collinear and rarely match theoretical concepts. Macroeconomic theories are incomplet...
read moreOxMetrics developer Prof. Sir David Hendry and Dr. Jennifer Castle discuss "An improved approach to empirical modelling" in this article in the CEPR's VOX online platform...
read moreProf. Sir David F. Hendry, speaks about Mining Big Data by Statistical Methods in his latest article in the European Financial Review. Snippet below and the full article ...
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