Abstract:
Financial support from Nuffield College is gratefully acknowledged as are valuable comments on the paper by Anindya Banerjee, Jennie Castle, Jurgen Doornik, Neil Ericsson and Andrew Martinez. Many important contributions to research on Gets were made by (inter alia) Julia Campos, Jennifer Castle, Jurgen Doornik, Rob Engle, Neil Ericsson, Kevin Hoover, Søren Johansen, Katarina Juselius, Hans-Martin Krolzig, Grayham Mizon, Bent Nielsen, Peter Phillips, Felix Pretis, Jean François Richard and Aris Spanos. All calculations and graphs use PcGive and OxMetrics.
Citation:
Hendry, D.F. (2023) 'A brief history of general-to-specific modelling', Oxford Bulletin of Economics and Statistics.