G
Grayham E. Mizon
Researcher at University of Southampton
Publications - 65
Citations - 4498
Grayham E. Mizon is an academic researcher from University of Southampton. The author has contributed to research in topics: Econometric model & Cointegration. The author has an hindex of 31, co-authored 65 publications receiving 4428 citations. Previous affiliations of Grayham E. Mizon include University of Oxford & European University Institute.
Papers
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Journal ArticleDOI
Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England.
David F. Hendry,Grayham E. Mizon +1 more
Journal ArticleDOI
The Encompassing Principle and its Application To Testing Nonnested Hypotheses
TL;DR: In this article, the concept of implicit null hypothesis of a test is introduced to show that the effective acceptance region for some tests extends beyond the acceptance region corresponding to the null of interest, and so such tests can be inconsistent against fixed alternatives closely related to the nominal null and alternative.
Book Chapter
Evaluating Dynamic Econometric Models by Encompassing the VAR.
David F. Hendry,Grayham E. Mizon +1 more
Journal ArticleDOI
Efficient estimation using panel data
TL;DR: This paper showed that the difference between the AM estimator and the HT estimator lies in the treatment of the time-varying explanatory variables which are uncorrelated with the effects.