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Encompassing in stationary linear dynamic models

, , and . Journal of Econometrics, 63 (1): 245--270 (July 1994)

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Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data., , , and . Advanced texts in econometrics Oxford University Press, (1993)Handbook of Econometrics. Volume 2, chapter Chapter 16 Monte carlo experimentation in econometrics, page 937--976. Elsevier, (1984)Handbook of Economic Forecasting, and . Volume 1, chapter Chapter 12 Forecasting with Breaks, page 605--657. Elsevier, (2006)Economic forecasting: some lessons from recent research, and . Economic Modelling, 20 (2): 301--329 (March 2003)Econometrics - alchemy or science?. Blackwell, Oxford, (1993)Dynamic econometrics. Advanced texts in econometrics Oxford Univ. Press, Oxford u.a., Paperback ed., reprinted edition, (1997)Handbook of Econometrics, , and . Volume 2, chapter Chapter 18 Dynamic specification, page 1023--1100. Elsevier, (1984)Forecasting economic processes, and . International Journal of Forecasting, 14 (1): 111--131 (Mar 1, 1998)An excursion into conditional varianceland<sup>*</sup>. Econometric Reviews, 5 (1): 63--69 (1986)Comment whither disequilibrium econometrics?. Econometric Reviews, 1 (1): 65--70 (1982)