David F. Hendry : Citation Profile


Are you David F. Hendry?

Oxford University (98% share)
Rimini Centre for Economic Analysis (RCEA) (2% share)

45

H index

108

i10 index

7353

Citations

RESEARCH PRODUCTION:

149

Articles

132

Papers

8

Books

6

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   54 years (1966 - 2020). See details.
   Cites by year: 136
   Journals where David F. Hendry has often published
   Relations with other researchers
   Recent citing documents: 450.    Total self citations: 128 (1.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe33
   Updated: 2020-08-01    RAS profile: 2020-06-28    
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Relations with other researchers


Works with:

Castle, Jennifer (17)

Doornik, Jurgen (6)

Clements, Michael (5)

Martinez, Andrew (4)

Mizon, Grayham (3)

Pretis, Felix (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with David F. Hendry.

Is cited by:

Ericsson, Neil (367)

Marcellino, Massimiliano (153)

Qin, Duo (76)

Nymoen, Ragnar (73)

Pesaran, M (70)

muellbauer, john (65)

Mizon, Grayham (61)

Clements, Michael (58)

Aron, Janine (54)

Johansen, Soren (51)

Banerjee, Anindya (47)

Cites to:

Castle, Jennifer (129)

Doornik, Jurgen (125)

Johansen, Soren (116)

Mizon, Grayham (96)

Santos, Carlos (85)

Clements, Michael (83)

Ericsson, Neil (66)

Krolzig, Hans-Martin (62)

Engle, Robert (51)

Phillips, Peter (49)

Granger, Clive (38)

Main data


Where David F. Hendry has published?


Journals with more than one article published# docs
Journal of Econometrics20
Oxford Bulletin of Economics and Statistics19
Economic Journal10
International Journal of Forecasting8
Scottish Journal of Political Economy6
Econometrics Journal5
Journal of Applied Econometrics5
Econometric Theory4
Review of Economic Studies4
Journal of Economic Surveys4
Oxford Review of Economic Policy4
European Economic Review3
International Economic Review3
Journal of Business & Economic Statistics3
Econometrica3
Empirical Economics3
Journal of Time Series Econometrics2
The Energy Journal2
Oxford Economic Papers2
Computational Statistics2
Econometrics2
Capitalism and Society2
Scandinavian Journal of Economics2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics54
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)11
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4
Economic Research Papers / University of Warwick - Department of Economics3
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics3
Economics Working Papers / European University Institute3
Working Paper Series / European Central Bank3
Discussion Papers / University of Copenhagen. Department of Economics3
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing David F. Hendry (2020 and 2019)


YearTitle of citing document
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

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2017Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-32.

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2019The analysis of marked and weighted empirical processes of estimated residuals. (2019). Johansen, Soren ; Berenguer-Rico, Vanessa ; Nielsen, Bent. In: CREATES Research Papers. RePEc:aah:create:2019-06.

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2019Trends of Macroeconomic Models. (2019). Polbin, A V ; Yu, M. In: Administrative Consulting. RePEc:acf:journl:y:2019:id:1036.

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2017Polypropylene Price Dynamics: Input Costs or Downstream Demand?. (2017). Ripple, Ronald D ; de Mello, Lurion M. In: The Energy Journal. RePEc:aen:journl:ej38-4-demello.

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2018Would a discount on fruits and vegetables provide more relative welfare to the poor? Evaluating the impact of policy mechanisms. (2018). Rolando, Dominique J. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273848.

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2018European Market for Mercosur Agricultural Exports: An econometric study of commodity trade flows. (2018). Niemi, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275934.

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2018Protecting the Swiss milk market from foreign price shocks: Public border protection vs. quality differentiation. (2018). Hillen, Judith. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276015.

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2018Factor affecting the palm oil boom in Indonesia: a time series analysis. (2018). Finco, A ; Bucci, G ; Bentivoglio, D. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129.

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2018The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, Atanu. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210.

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2018FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43.

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2017From Inflation Targeting to achieving Economic Growth. (2017). Carrera, Cesar. In: Working Papers. RePEc:apc:wpaper:2017-092.

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2018Predictability between the Number of Foreign Direct Investment Contracts and Actually Utilized Foreign Direct Investment in China. (2018). Li, Chen. In: Business, Management and Economics Research. RePEc:arp:bmerar:2018:p:15-19.

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2017Trend Changes in Stock Prices of Petrochemical Firms in the A-Share Market, China. (2017). Zou, Gao Lu . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:149-156.

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2018Analysis of Ghana,s Imports and Exports. (2018). Mensah, Alice Constance ; Okyere, Ebenezer. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:1-6.

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2018Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27.

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2017Empirical analysis of daily cash flow time series and its implications for forecasting. (2017). Salas-Molina, Francisco ; Martin, Francisco J ; Serra, Joan ; Rodr, Juan A. In: Papers. RePEc:arx:papers:1611.04941.

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2019Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing. (2018). Hatemi-J, Abdulnasser ; Hacker, Scott R. In: Papers. RePEc:arx:papers:1805.08991.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2019Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

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2019Topologically Mapping the Macroeconomy. (2019). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel. In: Papers. RePEc:arx:papers:1911.10476.

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2019Adaptive Dynamic Model Averaging with an Application to House Price Forecasting. (2019). Pavlidis, Efthymios ; Yusupova, Alisa . In: Papers. RePEc:arx:papers:1912.04661.

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2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

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2018The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:441-461.

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2019MARKET EFFICIENCY, FINANCIAL INTEGRATION, AND SHOCK TRANSMISSION (EMPIRICAL EVIDENCE FROM D-8 ECONOMIES). (2019). Imdad, Rana Shahid ; Hamid, Kashif ; Khurram, Muhammad Usman . In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2017:5:4:30.

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2017Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702.

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2017A suite of inflation forecasting models. (2017). Alvarez, Luis ; Sanchez, Isabel. In: Occasional Papers. RePEc:bde:opaper:1703.

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2017The cyclicality of the income elasticity of trade. (2017). Sbracia, Massimo ; Mancini, Michele ; di Nino, Virginia ; DiNino, Virginia ; Borin, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1126_17.

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2019Forecasting inflation in the euro area: countries matter!. (2019). Pacella, Claudia ; Capolongo, Angela. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1224_19.

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2020Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency. (2020). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1274_20.

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2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

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2017Explaining Inflation with a Classical Dichotomy Model and Switching Monetary Regimes: Mexico 1932-2013. (2017). Daniel, Garces Diaz . In: Working Papers. RePEc:bdm:wpaper:2017-20.

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2019THE IMPACT OF MINIMUM WAGE ON UNEMPLOYMENT, PRICES, AND GROWTH: A MULTIVARIATE ANALYSIS FOR TURKEY. (2019). Kocaman, Merve ; Bierli, Kemal M. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:221:p:65-84.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2018Out‐of‐sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750.

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2018Evaluating research and education performance in Indian agricultural development. (2018). Schimmelpfennig, David ; Rada, Nicholas. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:395-406.

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2018Structural Breaks and Energy Consumption in the Gulf Cooperation Council Countries: Are Random Shocks Transitory or Permanent?. (2018). Osman, Mohamed ; Gachino, Geoffrey ; Hoque, Ariful. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:446-455.

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2019Does money have a role in the inflation process? Evidence from Australia. (2019). Hossain, Akhand Akhtar. In: Australian Economic Papers. RePEc:bla:ausecp:v:58:y:2019:i:2:p:113-129.

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2019Re‐vitalizing money demand in the Euro area. Still valid at the zero‐lower bound. (2019). Dreger, Christian ; Roffia, Barbara ; Gerdesmeier, Dieter. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:4:p:599-615.

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2018OPENNESS AND STRUCTURAL LABOR MARKET REFORMS: EX ANTE COUNTERFACTUALS. (2018). Lastauskas, Povilas ; Stakenas, Julius. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:36:y:2018:i:4:p:723-757.

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2019How justified is abandoning money in the conduct of monetary policy in Australia on the grounds of instability in the money‐demand function?. (2019). Hossain, Akhand Akhtar. In: Economic Notes. RePEc:bla:ecnote:v:48:y:2019:i:2:n:e12131.

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2017The open economy trilemma in Latin America: A three-decade analysis. (2017). de Mendonça, Helder ; da Silva, Igor ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:135-154.

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2018Hedge Fund Styles and their Contagion from the Equity Market. (2018). Kim, Tae Yoon ; Lee, Hee Soo. In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:1:p:91-112.

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2018UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419.

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2018MIS†SPECIFICATION TESTING IN RETROSPECT. (2018). Spanos, Aris. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:541-577.

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2020A similarity‐based approach for macroeconomic forecasting. (2020). Marcellino, Massimiliano ; Dendramis, Y ; Kapetanios, G. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827.

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2017Partial Structural Break Identification. (2017). Taamouti, Abderrahim ; Han, Chulwoo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:145-164.

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2017Exchange rate misalignments and the external balance under a pegged currency system. (2017). Gnimassoun, Blaise. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:5:p:949-974.

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2019Detecting Imbalances in House Prices: What Goes Up Must Come Down?. (2019). Anundsen, Andre K. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:4:p:1587-1619.

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2017Prior Commitment and Uncertainty in Complex Economic Systems: Reinstating History in the Core of Economic Analysis. (2017). Foster, John. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:64:y:2017:i:4:p:392-418.

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2019Global Determinants of the Gold Price: A Multivariate Cointegration Analysis. (2019). Murach, Michael. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:1:p:198-214.

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2018Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts. (2018). Bisio, Laura ; Moauro, Filippo . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:471-494.

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2017The economic cost of capital: a VECM approach for estimating and testing the banking sectors response to changes in capital ratios. (2017). Straughan, Michael ; de Ramon, S J A ; De-Ramon, Sebastian . In: Bank of England working papers. RePEc:boe:boeewp:0663.

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2018THE PRIVATE CONSUMPTION FUNCTION IN ISRAEL. (2018). Barak, Arnon. In: Israel Economic Review. RePEc:boi:isrerv:v:16:y:2018:i:1:p:65-103.

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2017The private consumption function in Israel. (2017). Barak, Arnon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2017.04b.

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2018Nowcasting Japanese GDPs. (2018). Kido, Yosuke ; Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

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2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2017The Quantification of Structural Reforms in OECD Countries: A New Framework. (2017). Égert, Balázs ; Gal, Peter ; Egert, Balazs. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6420.

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2017Is Something Really Wrong with Macroeconomics?. (2017). Reis, Ricardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6446.

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2019Energy Consumption in the GCC Countries: Evidence on Persistence. (2019). Monge, Manuel ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7470.

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2019Perception vs. Experience: Explaining Differences in Corruption Measures Using Microdata. (2019). Padovano, Fabio ; Gutmann, Jerg ; Voigt, Stefan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8027.

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2017Is Something Really Wrong with Macroeconomics?. (2017). Reis, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:1713.

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2019A system for forecasting Chilean cash demand – the role of forecast combinations. (2019). Pedersen, Michael ; Figueroa, Camila . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:2:p:040-068.

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2017An Overview of Inflation-Targeting Frameworks: Institutional Arrangements, Decision-making, & the Communication of Monetary Policy. (2017). Pérez, Andrés ; Naudon, Alberto. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:811.

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2017CONFIDENCE AND OVERCONFIDENCE IN BANKING. (2017). Hlebik, Sviatlana ; Verga, Giovanni ; Silipo, Damiano Bruno. In: Working Papers. RePEc:clb:wpaper:201703.

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2019Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia. (2019). Enciso, Enrique Lopez. In: Tiempo y Economía. RePEc:col:000485:017226.

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2017Long-run Money Demand in Switzerland. (2017). Gerlach, Stefan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12356.

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2018The Money View Versus the Credit View. (2018). Nelson, Edward ; Baker, Sarah ; Lopez-Salido, David J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12982.

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2019Comparing Forecasting Performance with Panel Data. (2019). Zhu, Yinchu ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13746.

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2019Do Any Economists Have Superior Forecasting Skills?. (2019). Zhu, Yinchu ; Timmermann, Allan ; Qu, Ritong. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14112.

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2020Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417.

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2020A Similarity-based Approach for Macroeconomic Forecasting. (2020). Dendramis, Yiannis ; Kapetanios, George ; Marcellino, Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14469.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity. (2020). Janke, Katharina ; Lee, Kevin ; Propper, Carol ; Shields, Kalvinder K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14507.

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2019Investment Climate Effects on Alternative Firm-Level Productivity Measures. (2019). Escribano, Alvaro ; Guasch, Luis J ; Pena, Jorge. In: UC3M Working papers. Economics. RePEc:cte:werepe:28639.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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201722 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis. (2017). Espasa, Antoni ; Terrades, Antoni Espasa ; Senra, Eva . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24678.

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2017Discovering pervasive and non-pervasive common cycles. (2017). Real, Guillermo Carlomagno ; Terrades, Antoni Espasa. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

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2019Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan. (2019). Iwatsubo, Kentaro ; Hayo, Bernd. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_026.

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2019Some Important Macro Points. (2019). Fair, Ray C. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2165.

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2019Some Important Macro Points. (2019). Fair, Ray C. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2165r.

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2019The Cowles Commission and Foundation for Research in Economics. (2019). Dimand, Robert. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2207.

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2017Credit, House Prices and the Macroeconomy in Cyprus. (2017). Michail, Nektarios A ; Eracleous, Elena ; Cleanthous-Petoussi, Lena. In: Working Papers. RePEc:cyb:wpaper:2017-3.

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2017The Quantification of Structural Reforms in OECD countries: A New Framework. (2017). Égert, Balázs ; Gal, Peter ; Egert, Balazs. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-15.

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2018DETERMINANTS OF HOUSEHOLD FINAL CONSUMPTION EXPENDITURES IN ASIAN COUNTRIES: A PANEL MODEL, 1991-2015. (2018). Arapova, Ekaterina. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:18:y:2018:i:1_8.

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2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010.

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2018Discretionary fiscal policy and sovereign risk. (2018). Montes, Gabriel ; Valpassos, Iven Silva. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00081.

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2020The role of exchange rate in remittance inflows: Evidence from Indonesia. (2020). Kuncoro, Haryo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00900.

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2018Diffusion index-based inflation forecasts for the euro area. (2001). Mestre, Ricardo ; Henry, Jerome ; Angelini, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20010061.

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2018Economic forecasting: some lessons from recent research. (2001). Hendry, David ; Clements, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20010082.

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2018Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20182206.

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2020A cointegration model of money and wealth. (2020). Assenmacher, Katrin ; Beyer, Andreas. In: Working Paper Series. RePEc:ecb:ecbwps:20202365.

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2019Innovation and Economic Development: Case of Tunisia. (2019). al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim ; Saidi, Ahlem ; Yahyaoui, Abdelkarim ; Samet, Kaies. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-19.

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2020Stationarity Properties of Renewable Energy Consumption in the Commonwealth of Independent States. (2020). Yasar, Nermin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-23.

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2020The Energy and Gross Domestic Product Causality Nexus in Latin America 1900-2010. (2020). Leiva, Benjamin ; Rubio-Varas, Mar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-54.

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More than 100 citations found, this list is not complete...

David F. Hendry is editor of


Journal
Oxford Bulletin of Economics and Statistics

David F. Hendry has edited the books:


YearTitleTypeCited

Works by David F. Hendry:


YearTitleTypeCited
2007Selecting a Regression Saturated by Indicators In: CREATES Research Papers.
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paper2
2007Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers.
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paper
2011The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers.
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paper0
2011The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2002Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics.
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article8
2000Forecast Failure, Expectations Formation, and the Lucas Critique.(2000) In: Economics Papers.
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paper
1991An Econometric Analysis of U.K. Money Demand in Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna Schwartz. In: American Economic Review.
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article63
1989An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz.(1989) In: International Finance Discussion Papers.
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paper
2000Explaining Cointegration Analysis: Part 1 In: The Energy Journal.
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article183
2001Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal.
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article
2000Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers.
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paper
1996MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers.
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paper77
1996Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics.
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article
1996Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS).
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paper
1998FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers.
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paper39
2001Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal.
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article
2000Forecasting with Difference-Stationary and Trend-Stationary Models.(2000) In: Economics Series Working Papers.
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paper
1998Forecasting with Difference-Stationary and Trend-Stationary Models..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
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paper
1979EXOGENEITY In: Economic Research Papers.
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paper48
1983Exogeneity.(1983) In: CORE Discussion Papers RP.
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paper
1983Exogeneity..(1983) In: Econometrica.
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article
1979Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS).
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paper
1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
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article69
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
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2007Co-Breaking: Recent Advances and a Synopsis of the Literature In: Journal of Business & Economic Statistics.
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article42
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
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article97
2010Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series.
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paper
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics.
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article
2000Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan. In: The Economic Record.
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article0
2000Reconstructing Aggregate Euro‐zone Data In: Journal of Common Market Studies.
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article24
1998Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys.
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article129
1998 Inference in Cointegrating Models: UK M1 Revisited..(1998) In: Journal of Economic Surveys.
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article
2002 Applied Econometrics without Sinning. In: Journal of Economic Surveys.
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article7
2016DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION In: Journal of Economic Surveys.
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article13
2016Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation.(2016) In: Economics Series Working Papers.
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paper
1996Obituary: Jan Tinbergen, 1903–94 In: Journal of the Royal Statistical Society Series A.
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article0
1983On High and Low R2 Contributions. In: Oxford Bulletin of Economics and Statistics.
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article1
1984An Econometric Model of United Kingdom Building Societies. In: Oxford Bulletin of Economics and Statistics.
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article1
1986Using PC-GIVE in Econometrics Teaching. In: Oxford Bulletin of Economics and Statistics.
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article4
1986Econometric Modelling with Cointegrated Variables: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article121
1991Using PC-NAIVE in Teaching Econometrics. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article0
1992Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article17
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article24
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
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paper
2003Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics.
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article0
2003Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics.
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article26
2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
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article97
2004We Ran One Regression.(2004) In: Economics Papers.
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2005Regression Models with Data‐based Indicator Variables* In: Oxford Bulletin of Economics and Statistics.
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article24
2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
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2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
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2005Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics.
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article9
2005Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics.
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article7
2008Foreword In: Oxford Bulletin of Economics and Statistics.
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2008Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics.
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article2
2008Log Income vs. Linear Income: An Application of the Encompassing Principle* In: Oxford Bulletin of Economics and Statistics.
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article4
1991Log Income vs. Linear Income: An Application of the Encompassing Principle.(1991) In: Working Papers.
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paper
2008Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* In: Oxford Bulletin of Economics and Statistics.
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article3
2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
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article2
2011Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers.
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paper
2012Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series.
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paper
1998The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics.
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article17
1997The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers.
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paper
2004The Nobel Memorial Prize for Clive W. J. Granger In: Scandinavian Journal of Economics.
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article7
2016Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics.
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article2
1966SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 In: Scottish Journal of Political Economy.
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article0
1983Econometric Modelling: The Consumption Function in Retrospect. In: Scottish Journal of Political Economy.
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article30
2013Econometric Modelling: The ‘Consumption Function’ In Retrospect.(2013) In: Scottish Journal of Political Economy.
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article
1994Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy.
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article63
1997The Implications for Econometric Modelling of Forecast Failure. In: Scottish Journal of Political Economy.
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article43
2013Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220 In: Scottish Journal of Political Economy.
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article0
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics.
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paper0
2008Economic Forecasting in a Changing World In: Capitalism and Society.
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article14
2009Comment on Excessive Ambitions (by Jon Elster) In: Capitalism and Society.
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2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
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2011Evaluating Automatic Model Selection In: Journal of Time Series Econometrics.
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article34
2010Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers.
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2007AUTOMATIC TESTS for SUPER EXOGENEITY In: Working Papers de Economia (Economics Working Papers).
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1985Small-Sample Properties of ARCH Estimators and Tests. In: Canadian Journal of Economics.
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1987Recent developments in the theory of encompassing In: CORE Discussion Papers.
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1983The econometric analysis of economic time series In: CORE Discussion Papers RP.
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2006Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers.
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paper36
2006Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series.
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1985Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers.
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paper3
1995The Foundations of Econometric Analysis In: Cambridge Books.
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book46
1997The Foundations of Econometric Analysis.(1997) In: Cambridge Books.
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book
1998Forecasting Economic Time Series In: Cambridge Books.
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book464
1998Forecasting Economic Time Series.(1998) In: Cambridge Books.
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book
1996Encompassing and Specificity In: Econometric Theory.
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article5
2003J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY In: Econometric Theory.
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article8
2005A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory.
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2015MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory.
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article20
2017John Denis Sargan at the London School of Economics In: Cowles Foundation Discussion Papers.
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paper0
1975Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom In: Cowles Foundation Discussion Papers.
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paper6
1975The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems In: Cowles Foundation Discussion Papers.
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1975A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems In: Cowles Foundation Discussion Papers.
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2001Economic forecasting: some lessons from recent research In: Working Paper Series.
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paper71
2002Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002.
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2003Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling.
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2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers.
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2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Series Working Papers.
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2003The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003.
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2005The Properties of Automatic GETS Modelling.(2005) In: Economic Journal.
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2003The Properties of Automatic Gets Modelling.(2003) In: Economics Papers.
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1993The Demand for M1 in the USA: A Reply. In: Economic Journal.
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1995Macro-economic Forecasting and Modelling. In: Economic Journal.
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1995Econometrics and Business Cycle Empirics. In: Economic Journal.
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1997John Denis Sargan. In: Economic Journal.
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1997The Econometrics of Macroeconomic Forecasting. In: Economic Journal.
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2001Constructing Historical Euro-Zone Data. In: Economic Journal.
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2000Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers.
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2000Constructing Historical Euro-Zone Data.(2000) In: Economics Series Working Papers.
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1978Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England. In: Economic Journal.
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1978Econometric Modelling of the Aggregate Time-Series Relationship between Consumers Expenditure and Income in the United Kingdom. In: Economic Journal.
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1988Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment. In: Economic Journal.
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2004Unpredictability and the Foundations of Economic Forecasting In: Econometric Society 2004 Australasian Meetings.
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1974Stochastic Specification in an Aggregate Demand Model of the United Kingdom. In: Econometrica.
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1977The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems. In: Econometrica.
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2000A General Forecast-error Taxonomy In: Econometric Society World Congress 2000 Contributed Papers.
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1998Foreword by the Editors In: Econometrics Journal.
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1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal.
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2002Modelling methodology and forecast failure In: Econometrics Journal.
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2004Pooling of forecasts In: Econometrics Journal.
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2001Pooling of Forecasts.(2001) In: Economics Papers.
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1997On congruent econometric relations : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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2001Computer automation of general-to-specific model selection procedures In: Journal of Economic Dynamics and Control.
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2000Computer Automation of General-to-Specific Model Selection Procedures.(2000) In: Economics Series Working Papers.
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1999Computer Automation of General-to-Specific Model Selection Procedures.(1999) In: Computing in Economics and Finance 1999.
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1984Monte carlo experimentation in econometrics In: Handbook of Econometrics.
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chapter46
1984Dynamic specification In: Handbook of Econometrics.
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2011On adding over-identifying instrumental variables to simultaneous equations In: Economics Letters.
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2001Achievements and challenges in econometric methodology In: Journal of Econometrics.
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1980Autoreg: a computer program library for dynamic econometric models with autoregressive errors In: Journal of Econometrics.
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2006Robustifying forecasts from equilibrium-correction systems In: Journal of Econometrics.
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2010Forecasting with equilibrium-correction models during structural breaks In: Journal of Econometrics.
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2008Forecasting with Equilibrium-correction Models during Structural Breaks.(2008) In: Economics Series Working Papers.
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2010A low-dimension portmanteau test for non-linearity In: Journal of Econometrics.
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2010A Low-Dimension Portmanteau Test for Non-linearity.(2010) In: Economics Series Working Papers.
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2012Model selection when there are multiple breaks In: Journal of Econometrics.
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2008Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers.
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1981Model formulation to simplify selection when specification is uncertain In: Journal of Econometrics.
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2013Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics.
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2014Model selection in under-specified equations facing breaks In: Journal of Econometrics.
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2010Model Selection in Under-specified Equations Facing Breaks.(2010) In: Economics Series Working Papers.
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2014Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics.
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2013Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers.
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2011Unpredictability in Economic Analyis, Econometric Modelling and Forecasting.(2011) In: Economics Series Working Papers.
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1982A reply to Professors Maasoumi and Phillips In: Journal of Econometrics.
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1982On the formulation of empirical models in dynamic econometrics In: Journal of Econometrics.
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1974Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares In: Journal of Econometrics.
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1988Econometric analysis of small linear systems using PC-FIML In: Journal of Econometrics.
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1990An analogue model of phase-averaging procedures In: Journal of Econometrics.
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1987An analogue model of phase-averaging procedures.(1987) In: International Finance Discussion Papers.
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1976The structure of simultaneous equations estimators In: Journal of Econometrics.
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1993Testing superexogeneity and invariance in regression models In: Journal of Econometrics.
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1990TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS..(1990) In: Economics Series Working Papers.
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1994Encompassing in stationary linear dynamic models In: Journal of Econometrics.
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1996Cointegration tests in the presence of structural breaks In: Journal of Econometrics.
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1993Cointegration tests in the presence of structural breaks.(1993) In: International Finance Discussion Papers.
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1979The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors In: Journal of Econometrics.
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1981Interpreting econometric evidence : The behaviour of consumers expenditure in the UK In: European Economic Review.
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1991The response of consumption to income: A cross-country investigation : by John Y. Campbell and N. Gregory Mankiw In: European Economic Review.
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1991Modeling the demand for narrow money in the United Kingdom and the United States In: European Economic Review.
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1990Modeling the demand for narrow money in the United Kingdom and the United States.(1990) In: International Finance Discussion Papers.
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1998Forecasting economic processes In: International Journal of Forecasting.
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2005Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting.
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2004Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Papers.
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2008Elusive return predictability: Discussion In: International Journal of Forecasting.
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2015Robust approaches to forecasting In: International Journal of Forecasting.
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2014Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers.
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2017Evaluating multi-step system forecasts with relatively few forecast-error observations In: International Journal of Forecasting.
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2008The Long-Run Determinants of UK Wages, 1860-2004.(2008) In: Economics Series Working Papers.
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1992An econometric analysis of TV advertising expenditure in the United Kingdom In: Journal of Policy Modeling.
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2006A comment on Specification searches in spatial econometrics: The relevance of Hendrys methodology In: Regional Science and Urban Economics.
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2000On detectable and non-detectable structural change In: Structural Change and Economic Dynamics.
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2013Anthropogenic influences on atmospheric CO2 In: Chapters.
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2011Anthropogenic Influences on Atmospheric CO2.(2011) In: Economics Series Working Papers.
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1996The Influence of A. W. H. Phillips on Econometrics. In: Economics Working Papers.
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1985Conditional econometric modelling : an application to new house prices in the United Kingdom In: International Finance Discussion Papers.
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1985Assertion without empirical basis : an econometric appraisal of monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz In: International Finance Discussion Papers.
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1989Encompassing and rational expectations: how sequential corroboration can imply refutation In: International Finance Discussion Papers.
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1999Encompassing and rational expectations: How sequential corroboration can imply refutation.(1999) In: Empirical Economics.
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