Dynamic econometrics in action: a biography of David F. Hendry - Ericsson, Neil R. (Board of Governors of the Federal Reserve System, 2021)
10.17016/IFDP.2021.1311
Keywords: Graue Literatur; cointegration; consumers' expenditure; dynamic specification; equilibrium correction; forecasting; machine learning; model evaluation; money demand; PcGive; structural breaks