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Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001)

Marcin Błażejowski, Paweł Kufel, Jacek Kwiatkowski

Journal of Applied Econometrics, 2020. DOI 10.1002/jae.2760

Has this study been replicated?

This paper is itself a replication attempt. The study it set out to replicate is listed below.

Study replicated

• Modelling UK inflation, 1875–1991, Hendry (2001). Journal of Applied Econometrics. View paper

Cite this record

Błażejowski, M., Kufel, P., & Kwiatkowski, J. (2020). Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001). Journal of Applied Econometrics, 35(5), 645–652. Portico. https://doi.org/10.1002/jae.2760

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