Oxford bulletin of economics and statistics

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  Año 2003, Vol. 65, Número 6

  • Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics

    Niels Otto Haldrup, David F. Hendry, Herman K. van Dijk

    págs. 681-688

    

  • Time Series Concepts for Conditional Distributions

    Clive W. J. Granger

    • Resumen

    págs. 689-701

    

  • Specification Testing of Markov Switching Models

    Robert Breunig, Serinah Najarian, Adrian Pagan

    • Resumen

    págs. 703-725

    

  • Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy

    Dick Van Dijk, Philip Hans Franses

    • Resumen

    págs. 727-744

    

  • Searching for the Causal Structure of a Vector Autoregression

    Selva Demiralp, Kevin D. Hoover

    • Resumen

    págs. 745-767

    

  • General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions

    Hans-Martin Krolzig

    • Resumen

    págs. 769-801

    

  • Consistent Model Selection by an Automatic Gets Approach

    Julia Campos, David F. Hendry, Hans-Martin Krolzig

    • Resumen

    págs. 803-819

    

  • A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)

    Teodosio Pérez Amaral, Giampiero Gallo, Halbert White

    • Resumen

    págs. 821-838

    

  • Choosing the Best Volatility Models: The Model Confidence Set Approach

    Peter Reinhard Hansen, Asger Lunde, James M. Nason

    • Resumen

    págs. 839-861

    

  • Bayesian Model Selection with an Uninformative Prior

    Rodney W. Strachan, Herman K. van Dijk

    • Resumen

    págs. 863-876

    

  • An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional

    Werner Ploberger, Peter C. B. Phillips

    • Resumen

    págs. 877-890

    

  • Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models

    Jean Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu

    • Resumen

    págs. 891-906