Follow
Grayham E. Mizon
Grayham E. Mizon
Emeritus Professor of Econometrics, Southampton University
Verified email at soton.ac.uk
Title
Cited by
Cited by
Year
Serial correlation as a convenient simplification, not a nuisance: A comment on a study of the demand for money by the Bank of England
DF Hendry, GE Mizon
The Economic Journal 88 (351), 549-563, 1978
8701978
The encompassing principle and its application to testing non-nested hypotheses
GE Mizon, JF Richard
Econometrica: Journal of the Econometric Society, 657-678, 1986
7481986
Evaluating dynamic econometric models by encompassing the VAR
DF Hendry, GE Mizon
Blackwell, 1993
5171993
Efficient estimation using panel data
TS Breusch, GE Mizon, P Schmidt
Econometrica: Journal of the Econometric Society, 695-700, 1989
4081989
The encompassing approach in econometrics
GE Mizon
(No Title), 1984
3241984
Exogeneity, cointegration, and economic policy analysis
NR Ericsson, DF Hendry, GE Mizon
Journal of Business & Economic Statistics 16 (4), 370-387, 1998
2581998
Costs of inflation
J Driffill, GE Mizon, A Ulph
Handbook of monetary economics 2, 1013-1066, 1990
2241990
Progressive Modeling of Macroeconomic Time Series The LSE Methodology
GE Mizon
Macroeconometrics: Developments, tensions, and prospects, 107-180, 1995
2021995
Empirical analysis of macroeconomic time series: VAR and structural models
MP Clements, GE Mizon
European Economic Review 35 (4), 887-917, 1991
2021991
A simple message for autocorrelation correctors: Don't
GE Mizon
Journal of Econometrics 69 (1), 267-288, 1995
1981995
Cointegration and error correction mechanisms
S Hylleberg, GE Mizon
The Economic Journal 99 (395), 113-125, 1989
1881989
Inferential procedures in nonlinear models: An application in a UK industrial cross section study of factor substitution and returns to scale
GE Mizon
Econometrica: Journal of the Econometric Society, 1221-1242, 1977
1831977
A Markov-switching vector equilibrium correction model of the UK labour market
HM Krolzig, M Marcellino, GE Mizon
Advances in Markov-Switching Models: Applications in Business Cycle Research …, 2002
1662002
An empirical application and Monte Carlo analysis of tests of dynamic specification
GE Mizon, DF Hendry
The Review of Economic Studies 47 (1), 21-45, 1980
1661980
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
DF Hendry, GE Mizon
Empirical Economics 23 (3), 267-294, 1998
1591998
Model selection procedures
GE Mizon
General-to-specific modelling, 578-601, 2005
1502005
Unpredictability in economic analysis, econometric modeling and forecasting
DF Hendry, GE Mizon
Journal of Econometrics 182 (1), 186-195, 2014
1092014
Procrustean Econometrics: Stretching and Squeezing Data
DF Hendry, GE Mizon
CEPR Discussion Papers, 1985
901985
Congruence and encompassing
C Bontemps, GE Mizon
University of Southampton, 2001
892001
A note on the distribution of the least squares estimator of a random walk with drift
S Hylleberg, GE Mizon
Economics Letters 29 (3), 225-230, 1989
761989
The system can't perform the operation now. Try again later.
Articles 1–20