Grayham E Mizon

Biographic Data

ID5731310
NAMEGrayham E Mizon
GIVEN NAMESGrayham E
FAMILY NAMEMizon
SIGNATUREMIZON G E
AFFILIATIONSUniversity of Southampton
VERIFIEDNo
TOTAL WORKS9
TOTAL CITATIONS33
AUTHOR COUNT9
EDITOR COUNT0
FIRST PUBLICATION YEAR1975
LATEST PUBLICATION YEAR2002
H-INDEX2

  • Probability Theory and Statistical Inference

    Open AccessGrayham E MizonARTICLEThe Economic Journal2002

    Journal Article Probability Theory and Statistical Inference: Econometric Modeling with Observational Data Get access Probability Theory and Statistical Inference: Econometric Modeling with Observational Data. By (Aris) Spanos. (Cambridge and New York: Cambridge University Press, 1999. Pp. xxvii+815. £60.00 hardback, US $105.00 hardback, £24.95 paperback, US $49.95 paperback. ISBN 0 521 41354 0, 0 521 42408 9.) Grayham E. Mizon Grayham E. Mizon U…

  • Exogeneity, Cointegration, and Economic Policy Analysis

    Neil R Ericsson, David F Hendry et al.ARTICLEJournal of Business and Economic…1998

    This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in general, and these concepts are then applied to the use of econometric models in policy analysis when the variables are cointegrated. Implications follow for model constancy, the Lucas critique, equation…

  • John Denis Sargan

    Open AccessMeghnad Desai, Meghnad J Desai et al.ARTICLEThe Economic Journal1997

    John Denis Sargan was born on 23 August 1924, in Doncaster, Yorkshire, son of a policeman. He was Emeritus Professor of Econometrics at the London School of Economics when he died at his home in Theydon Bois, Essex, on Saturday 13 April 1996. Denis Sargan was the leading British econometrician of his generation, playing a central role in establishing the technical basis for modern time‐series econometrics. In a distinguished career spanning more …

  • The Distribution of Consumer Price Changes in the United Kingdom

    Grayham E Mizon, J Claire Safford et al.ARTICLEEconomica1990

    This paper rejects the hypothesis that relative commodity price changes are normally distributed using monthly U.K. data from 1962 to 1983. The presence of skewness in the distribution of price changes across commodities suggest that the asymmetric price response hypothesis may be a good description of the relation between the moments of the distribution of price changes. The authors use Granger causality tests to investigate this hypothesis, but…

  • Handbook of Econometrics

    Grayham E MizonREVIEWThe Economic Journal1985

    Journal Article Handbook of Econometrics Get access Handbook of Econometrics. Vol. i. Edited by Zvi GRILICHES and MICHAEL D. INTRILIGATOR. (Amsterdam & New York: North-Holland, 1983. Pp. xxvii + 764. Dfl. 465.00 per 3-vol. set, US $195.00.) Grayham E. Mizon Grayham E. Mizon University of Southampton Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 95, Issue 379, 1 September 1985, Pages 794–796,…

  • The Econometric Analysis of Time Series

    Grayham E Mizon, A C HarveyARTICLEThe Economic Journal1983Cited by: 5

    Journal Article The Econometric Analysis of Time Series Get access The Econometric Analysis of Time Series. By A. C. Harvey. (Oxford: Philip Allan, 1981. Pp. xi + 384. £17.50.) Grayham E. Mizon Grayham E. Mizon University of Southampton Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 93, Issue 369, 1 March 1983, Pages 254–257, https://doi.org/10.2307/2232203 Published: 01 March 1983

  • Serial Correlation as a Convenient Simplification, Not a Nuisance

    David F Hendry, Grayham E MizonARTICLEThe Economic Journal1978Cited by: 28

  • An Introduction to Econometrics

    Grayham E Mizon, M J C Surrey et al.ARTICLEEconomica1976

  • Theory of Econometrics

    Grayham E Mizon, A KoutsoyiannisARTICLEEconomica1975