Tag Archives: hendry

The RE Benchmark of 0

Apr 17, 2008 – 1:02 PM

In MM2005a,b,c, we observed that the RE statistic had no theoretical distribution. We noted that MBH had purported to establish a benchmark by simulations using AR1 red noise series with AR1=0.2, yielding a RE benchmark of 0. We originally observed that high RE statistics could be obtained from PC operations on red noise in MM2005a […]

By Stephen McIntyre | Posted in Wahl and Ammann | Also tagged , , , , , | Comments (44)

Anti-Antiscience and Statistical Parlor Tricks

Nov 6, 2007 – 8:19 AM

As a result of the Weblog Awards contest, I’ve been introduced to a number of blogs, such as Bad Astronomy and Pharyngula, of which I’d been previously unaware, although they are both popular and have a loyal following. Bad Astronomy has a set of links to what it calls Anti-Antiscience sites, which include their rival […]

By Stephen McIntyre | Posted in General | Also tagged | Comments (62)

Alchemy or Science?

Jul 10, 2006 – 8:45 PM

One of the examples of spurious regression mentioned in Phillips 1998, quoted by Eduardo Zorita at CPD and previously here by me, was taken from Hendry 1980, from an article entitled “Econometrics – Alchemy or Science?”. Hendry is a very eminent professor of economics and the article proved to be as interesting as its title. […]

By Stephen McIntyre | Posted in General | Also tagged | Comments (63)