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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
8721978
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
5181993
Efficient estimation using panel data
TS Breusch, GE Mizon, P Schmidt
Econometrica: Journal of the Econometric Society, 695-700, 1989
4101989
The encompassing approach in econometrics
GE Mizon
(No Title), 1984
3251984
Exogeneity, cointegration, and economic policy analysis
NR Ericsson, DF Hendry, GE Mizon
Journal of Business & Economic Statistics 16 (4), 370-387, 1998
2591998
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
2031995
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
1991995
Cointegration and error correction mechanisms
S Hylleberg, GE Mizon
The Economic Journal 99 (395), 113-125, 1989
1891989
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
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
1671980
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
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
921985
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
771989
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