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Social Sciences
Email:
grayham.mizon@soton.ac.uk

Professor Grayham E Mizon BSc (Econ), MSc (Econ), PhD, MA

Emeritus Professor of Econometrics

Professor Grayham E Mizon's photo
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Professor Grayham E Mizon is Emeritus Professor of Econometrics within Social Sciences: Economics at the University of Southampton.

To be confirmed

Research

Publications

Contact

Research interests

Econometrics: model selection, hypothesis testing, model evaluation; and encompassing

Analysis of time series; applied econometric modelling, especially of macroeconomic time series

Additional affiliation

James Martin Fellow, Institute of Economic Modelling, Oxford Martin School, University of Oxford

 

 

Article(s)

Book(s)

Book Section(s)

  • Open-economy forecast-error taxonomies - Hendry, David F. and Mizon, Grayham E.. In Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis - Chen, Xiohong and Swanson, Norman (eds.)
    Published:
    2012
    Published by:
    New York, US
    Page Range:
    219-240
  • Identification and non-unique structure - Hendry, David, Lu, Maozu and Mizon, Grayham E.. In he Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry - Castle, Jennifer and Shepherd, Neil (eds.)
    Published:
    2009
    Published by:
    Oxford, GB
    Page Range:
    345-366
  • Encompassing - Mizon, G.E.. In The New Palgrave Dictionary of Economics (2nd Edition) - Durlauf, Steven N. and Blume, Lawrence (eds.)
    Published:
    2008
  • Conditional response analysis - Mizon, Grayham E. and Staszewska, Anna. In The Refinement of Econometric Estimation and Test Procedures - Phillips, Garry D.A. and Tzavalis, Elias (eds.)
    Published:
    2007
    Published by:
    Cambridge, GB
  • Simulation methods in hypothesis testing - Lu, M., Mizon, G. E. and Monfardini, C.. In Progressive Modelling: Non-nested Hypothesis Testing and Encompassing (forthcoming) - Marcellino, M. and Mizon, G. E. (eds.)
    Published:
    2007
    Published by:
    UK
  • The encompassing principle and hypothesis testing - Lu, M. and Mizon, G.E.. In General-to-Specific Modelling, Vol. 2 - Campos, J., Ericsson, N. and Hendry, D. (eds.)
    Published:
    2006
    Series:
    The International Library of Critical Writings in Econometrics
  • Forecasting in the presence of structural breaks and policy regime Shifts - Hendry, David F. and Mizon, Grayham E.. In Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg - Andrews, Donald W. and Stock, James H. (eds.)
    Published:
    2005
    Published by:
    Cambridge, UK
    Page Range:
    480-502
  • Econometrics and economic policy analysis - Mizon, G.E.. In New Directions in Macromodelling - Welfe, A. (ed.)
    Published:
    2004
    Published by:
    Amsterdam, the Netherlands
    Volume:
    269
    Page Range:
    147-171
  • Congruence and encompassing - Bontemps, Christophe and Mizon, Grayham E.. In Econometrics and the Philosophy of Economics: Theory-Data Confrontations in Economics - Stigum, Bernt P. (ed.)
    Published:
    2003
    Published by:
    Princeton, USA
    Page Range:
    354-378
  • Orthogonal projection, nested models and encompassing - Lu, M. and Mizon, G. E.. In Applications of Differential Geometry in Econometrics - Marriott, Paul and Salmon, Mark (eds.)
    Published:
    2000
    Published by:
    Cambridge, UK
    Page Range:
    64-84
    doi:
    10.2277/0521651166
  • A.W.H. Phillips's influence on econometrics - Hendry, D.F. and Mizon, G.E.. In A.W.H. Phillips: Collected Works in Comtemporary Perspective - Leeson, Robert (ed.)
    Published:
    2000
    Published by:
    Cambridge, UK
    Page Range:
    353-364
    doi:
    10.2277/0521571359
  • On selecting policy analysis models by forecast accuracy - Hendry, D.F. and Mizon, G.E.. In Putting Economics to Work: Volume In Honour of Michio Morishima - Atkinson, Tony, Glennerster, Howard and Stern, Nicholas (eds.)
    Published:
    2000
    Published by:
    London, UK
    Page Range:
    71-119
  • Progressive Modelling of Macroeconomic Time Series: The LSE Methodology - Mizon, G. E.. In Macroeconometrics: Developments, Tensions, and Prospects - Hoover, K.D. (ed.)
    Published:
    1995
    Published by:
    Dordrecht, The Netherlands
    Page Range:
    107-170
  • Evaluating dynamic econometric models by encompassing the VAR - Hendry, D.F. and Mizon, G.E.. In Models, Methods and Applications of Econometrics - Phillips, Peter C.B. (ed.)
    Published:
    1993
    Published by:
    Oxford, UK
    Page Range:
    272-300

Monograph(s)

Professor Grayham E Mizon
Reception Building 58 University of Southampton Southampton SO17 1BJ United Kingdom

Email: grayham.mizon@soton.ac.uk

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