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Recent Developments in Dynamic Econometric Modelling: A Personal Viewpoint

Abstract

The Gods love the obscure and hate the obvious.

Brihadaranyaka Upanishad (Pre-1000 B.C.)

The quotation above (from more than three thousand years ago) essentially summarizes my perception of what is going on in econometrics.

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This list contains references from the content that can be linked to their source. For a full set of references and notes please see the PDF or HTML where available.

M. Arellano , and O. Bover 1995. “Another Look at the Instrumental Variable Estimation of Error-Components Models.” Journal of Econometrics 68: 2951.

P. Balestra , and M. Nerlove 1966. “Pooling Cross-Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas.” Econometrica 34: 585612.

L. M. Bartels 1996. “Pooling Disparate Observations.” American Journal of Political Science 40: 905–42.

N. Beck , and J. N. Katz 1995. “What to Do (and Not to Do) with Time-Series Cross-Section Data.” American Political Science Review 89: 634–47.

J. M. Box-Steffensmeier , and R. M. Smith 1996. “The Dynamics of Aggregate Partisanship.” American Political Science Review 90: 567–80.

J. H. Cochrane 1991. “A Critique of the Application of Unit Root Tests.” Journal of Economic Dynamics and Control 15: 275–84.

C. W. J. Granger 1969. “Investigating Causal Relations by Econometric Models and Cross-Spectral Methods.” Econometrica 37: 424–38.

P. Kellstedt , G. E. McAvoy , and J. A. Stimson 1993. “Dynamic Analysis with Latent Constructs.” Political Analysis 5: 113–50.

G. S. Maddala 1971aOn the Use of Variance Component Models in Pooling Cross-Section and Time-Series DataEconometrica 39: 341–58.

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Political Analysis
  • ISSN: 1047-1987
  • EISSN: 1476-4989
  • URL: /core/journals/political-analysis
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