The et interview
Subtitle: Professor David F. Hendry
By: Neil Ericsson.
Contributors: Hendry, David F.
Series: International finance discussion papers ;; no. 811; International finance discussion papers (Online) ;; no. 811.
Publisher: Federal Reserve Board
Published: 2004
Place of publication: Washington, D.C
Language: eng
Format: Electronic resource
Description: "This interview for Econometric Theory explores David Hendry's research.  Issues discussed include estimation and inference for nonstationary time series; econometric methodology; strategies, concepts, and criteria for empirical modeling; the general-to-specific approach, as implemented in the computer packages PcGive and PcGets; computer-automated model selection procedures; David's textbook Dynamic Econometrics; Monte Carlo techniques (PcNaive); evaluation of these developments in simulation studies and in empirical investigations of consumer expenditure, money demand, inflation, and the housing and mortgage markets; economic forecasting and policy analysis; the history of econometric thought; and the use of computers for live empirical and Monte Carlo econometrics"--Federal Reserve Board web site.
Notes: Also available in print.
Includes bibliographical references.
Title from PDF file as viewed on 8/27/2004.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.