MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY

By David F. Hendry, Søren Johansen. Econometric Theory, 2014

63 citations recorded by the source corpus.

Subfields: Discrete Mathematics and Combinatorics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/01bdb178c468d4ce7dfca1dced75df6e28c22fc0

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Discrete Mathematics and Combinatorics

1. F. Pretis
2. David F. Hendry

In Statistics and Probability

1. F. Pretis
2. David F. Hendry
3. Jennifer L. Castle
4. Jurgen A. Doornik
5. Mark F. J. Steel
6. Heikki Lehkonen
7. Søren Johansen
8. Abdulnasser Hatemi-J

Citations in the corpus

• Detecting Location Shifts during Model Selection by Step-Indicator Saturation (2015, background): “As in [27], n valid conditioning variables zt can be retained without selection for n < T/2.”
• Does a Carbon Tax Reduce CO2 Emissions? Evidence from British Columbia (2019, background): “More recently, Hendry (2018) employs a break detection approach in a single time series to detect policy interventions in UK CO2 emissions, Pretis et al.”