Journal Article Econometrics and Quantitative Economics Get access Economics. Edited by DAVID F. HENDRY KENNETH WALLIS. (Oxford: Basil Blackwell, 1984. Pp. 342. £22.50 hardback.) Michael Wickens University of Southampton Search for other works this author on: Oxford Academic Google Scholar The Economic Journal, Volume 95, Issue 379, 1 September 1985, Pages 791–794, https://doi.org/10.2307/2233045 Published: 01 1985

Journal Article Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models Get access M. R. Wickens, Wickens Queen's University Southampton Search for other works by this author on: Oxford Academic Google Scholar T. S. Breusch Australian National Economic Journal, Volume 98, Issue 390, 1 April 1988, Pages 189–205, https://doi.org/10.2307/2233314 Published: 01 1988

Journal Article The Efficient Estimation of Econometric Models with Rational Expectations Get access M. R. Wickens University Southampton Search for other works by this author on: Oxford Academic Google Scholar Review Economic Studies, Volume 49, Issue 1, January 1982, Pages 55–67, https://doi.org/10.2307/2297140 Published: 01 1982 history Received: August 1979 Accepted: September 1981

Journal Article Bargaining: Monopoly Power versus Union Get access Power. By George de Menil. (Cambridge, Massachusetts: M.I.T. Press, 1972. Pp. xii + 123. £4.20.) M. R. Wickens University of Bristol Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 83, Issue 332, 1 December 1973, Pages 1340–1341, https://doi.org/10.2307/2230887 Published: 01 1973

Journal Article Testing Linear and Log-Linear Regressions for Functional Form Get access L. G. Godfrey, Godfrey University of York Search other works by this author on: Oxford Academic Google Scholar M. R. Wickens Southampton The Review Economic Studies, Volume 48, Issue 3, July 1981, Pages 487–496, https://doi.org/10.2307/2297160 Published: 01 1981 history Received: August 1979 Accepted: February

Journal Article A Survey of Some Recent Econometric Methods Get access A. R. Pagan, Pagan Search for other works by this author on: Oxford Academic Google Scholar M. Wickens The Economic Journal, Volume 99, Issue 398, 1 December 1989, Pages 962–1025, https://doi.org/10.2307/2234084 Published: 01 1989

Journal Article Handbook of Econometrics. Vol. 2 Get access 2. Edited by Zvi GRILICHES and MICHAEL D. INTRILIGATOR. (Amsterdam & New York: North-Holland, 1984. Pp. xxvi + 685. Dfl. 465, $195.00 per 3-volume set.) M. R. Wickens University Southampton Search for other works this author on: Oxford Academic Google Scholar The Economic Journal, Volume 96, Issue 381, 1 March 1986, Pages 252–254, https://doi.org/10.2307/2233455 Published: 01 1986

Contrary to the predictions of rational expectations hypothesis term structure interest rates, empirical evidence suggests that spread between long and short rates fails forecast future movements long-term although its forecasts short-term are in correct direction. In this paper, authors show puzzling behavior alone can be explained by a time-varying premium is correlated with spread. Once accounted for, neither expression against theory. Copyright 1997 Ohio State University Press.

T HE importance of the dynamic structure agricultural supply functions has been recognised for a long time. The seminal work Nerlove 1 offered an elegant solution to this problem which so widely adopted that at present it might even be regarded as standard approach. impact Nerlove's on models felt far beyond economics and in course diffusion, number modifications have proposed. Two main criticisms concern ad hoc nature model fact added static optimising model.2 A more satisfactory...

Journal Article Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns? Get access A. D. Clare, Clare University of Brunel Search other works by this author on: Oxford Academic Google Scholar S. H. Thomas, Thomas Wales, Swansea M. R. Wickens York The Economic Journal, Volume 104, Issue 423, 1 March 1994, Pages 303–315, https://doi.org/10.2307/2234751 Published: 01 1994

Journal Article Stochastic Life Cycle Theory with Varying Interest Rates and Prices Get access M. R. Wickens, Wickens University of Southampton Search for other works by this author on: Oxford Academic Google Scholar H. Molana The Economic Journal, Volume 94, Issue Supplement, 1 December 1984, Pages 133–147, https://doi.org/10.2307/2232661 Published: 01 1984

We review recent findings in the application of indirect inference to DSGE models. show that researchers should tailor power their test model under investigation order achieve a balance between high and finding robust model; this will involve choosing only limited number variables on whose behaviour they focus. Also work reveals it makes little difference which these are or how is measured whether via VAR, IRFs moments. also identification issues, part alternative evaluation methods such as...

Abstract This paper examines the issue of how to identify shocks in a cointegrated VAR when following assumptions are made: variables can be classified as endogenous or exogenous, there many cointegrating relations variables, vectors identified and they contain at least one exogenous variable. It is shown that with these it possible without use further restrictions on covariance matrix disturbances short‐run dynamics. If long‐run parameters known whole model estimated by OLS. The analysis...

The stochastic discount factor model provides a general framework for pricing assets. By specifying the suitably it encompasses most of theories currently in use, including CAPM and consumption CAPM. SDF has been based on use single multiple factors, latent observed factors. In situations, especially term structure, models are inappropriate, whilst variables require somewhat arbitrary specification generating processes difficult to interpret. this paper we survey principal different...

Journal Article Assessing the fiscal stance in European Union and United States, 1970–2011 Get access Vito Polito, Polito 1Cardiff Business School; Cardiff School, University of York CEPR Fellow Search for other works by this author on: Oxford Academic Google Scholar Michael Wickens Economic Policy, Volume 26, Issue 68, 1 October 2011, Pages 599–647, https://doi.org/10.1111/j.1468-0327.2011.00270.x Published: 12 August 2014