David F. Hendry : Citation Profile


Are you David F. Hendry?

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

43

H index

108

i10 index

7035

Citations

RESEARCH PRODUCTION:

152

Articles

128

Papers

8

Books

6

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   52 years (1966 - 2018). See details.
   Cites by year: 135
   Journals where David F. Hendry has often published
   Relations with other researchers
   Recent citing documents: 354.    Total self citations: 123 (1.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe33
   Updated: 2019-03-16    RAS profile: 2019-02-01    
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Relations with other researchers


Works with:

Castle, Jennifer (13)

Doornik, Jurgen (6)

Clements, Michael (5)

Pretis, Felix (5)

Martinez, Andrew (4)

Mizon, Grayham (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 (373)

Marcellino, Massimiliano (156)

Nymoen, Ragnar (73)

Pesaran, M (69)

muellbauer, john (66)

Qin, Duo (64)

Clements, Michael (56)

Aron, Janine (54)

Mizon, Grayham (50)

Banerjee, Anindya (47)

Johansen, Soren (46)

Cites to:

Doornik, Jurgen (106)

Johansen, Soren (106)

Mizon, Grayham (103)

Castle, Jennifer (100)

Clements, Michael (92)

Santos, Carlos (83)

Ericsson, Neil (75)

Krolzig, Hans-Martin (61)

Engle, Robert (49)

Phillips, Peter (48)

Granger, Clive (39)

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 Forecasting7
Econometric Theory7
Scottish Journal of Political Economy6
Econometrics Journal5
Journal of Applied Econometrics5
Journal of Economic Surveys4
Review of Economic Studies4
Oxford Review of Economic Policy4
Journal of Business & Economic Statistics3
National Institute Economic Review3
European Economic Review3
Empirical Economics3
International Economic Review3
Econometrica3
Computational Statistics2
Economica2
Journal of Time Series Econometrics2
Scandinavian Journal of Economics2
The Energy Journal2
Econometrics2
Oxford Economic Papers2
Capitalism and Society2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics51
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
Working Paper Series / European Central Bank4
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics3
Economics Working Papers / European University Institute3
Discussion Papers / University of Copenhagen. Department of Economics3
Economic Research Papers / University of Warwick - Department of Economics3
Discussion Paper Series In Economics And Econometrics / Economics Division, School of Social Sciences, University of Southampton2
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing David F. Hendry (2018 and 2017)


YearTitle of citing document
2017The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment. (2017). Tabor, Morten ; Johansen, Soren ; Rahbek, Anders ; Frydman, Roman . In: CREATES Research Papers. RePEc:aah:create:2017-23.

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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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2018DE LAS CAUSAS PRÓXIMAS A LAS CAUSAS PROFUNDAS DEL CRECIMIENTO ECONÓMICO DE BOLIVIA ENTRE 1950 Y 2015.. (2018). Machicado Salas, Carlos. In: Development Research Working Paper Series. RePEc:adv:wpaper:201809.

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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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2017Interest Rate Liberalization, Financial Development and Economic Growth in subSaharan African Economies. (2017). Tajudeen, Egbetunda ; Ademola, Balogun Abdulganiy ; Olusola, Ayinde Taofeek. In: African Journal of Economic Review. RePEc:ags:afjecr:264568.

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2018Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092.

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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, J. 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). Bentivoglio, D ; Finco, A ; Bucci, G. 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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2017The Regulation of Public Service Broadcasters : Should there be more advertising on television?. (2017). Deer, Lachlan ; Sturgeon, Paul ; Smith, Jeremy ; Crawford, Gregory S. In: Economic Research Papers. RePEc:ags:uwarer:269092.

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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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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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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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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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2018Generalized Log-Normal Chain-Ladder. (2018). Kuang, D ; Nielsen, B. In: Papers. RePEc:arx:papers:1806.05939.

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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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2018An Empirical Investigation on the European Housing Market Prices. (2018). Bruzzo, Alessia ; Mazzoli, Marco. In: Review of Economics & Finance. RePEc:bap:journl:180203.

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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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2017Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick. In: BCAM Working Papers. RePEc:bbk:bbkcam:1704.

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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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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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2017Compositional Changes in Public Expenditure and Economic Growth: Time Series Evidence from Pakistan. (2017). Hussain, Ibrar ; Rafiq, Muhmmad ; Khan, Zahoor. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:1:p:1-20.

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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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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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2017Foreign direct investment and inequality in developing countries: Does sector matter?. (2017). Bogliaccini, Juan A ; Patrick, . In: Economics and Politics. RePEc:bla:ecopol:v:29:y:2017:i:3:p:209-236.

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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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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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2018PITFALLS IN CROSS‐SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS. (2018). Bekiros, Stelios ; Sweeney, Richard J ; Sjo, BO. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1045-1073.

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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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2017Meta-Regression Models and Observational Research. (2017). Bruns, Stephan B. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:637-653.

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2017Bayesian analysis of Hong Kongs housing price dynamics. (2017). Wu, Tommy ; Wong, Ken ; Cheng, Michael . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:312-331.

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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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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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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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2018Paradise lost? A brief history of DSGE macroeconomics. (2018). Gulan, Adam. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_022.

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

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2017Earning a Peace Dividend in a Crisis Environment: The Greek Case. (2017). ZOMBANAKIS, GEORGE ; Bragoudakis, Zacharias ; Μπραγουδάκης, Ζαχαρίας ; George, Zombanakis ; Zacharias, Bragoudakis. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:23:y:2017:i:3:p:15:n:1.

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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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2017The Impact of Economic Globalization on the Shadow Economy in Egypt. (2017). Farzanegan, Mohammad Reza ; Hassan, Mai . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6424.

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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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2018Long run analysis of trade openness on economic growth for Pakistan; Evidence from standard and optimal time series tests. (2018). Rocha de Sousa, Miguel ; Israr, Fahad. In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2018_01.

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

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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). Silipo, Damiano Bruno ; Hlebik, Sviatlana ; Verga, Giovanni . In: Working Papers. RePEc:clb:wpaper:201703.

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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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2017The Regulation of Public Service Broadcasters: Should there be more advertising on television?. (2017). Smith, Jeremy ; Deer, Lachlan ; Sturgeon, Paul ; Crawford, Gregory S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12428.

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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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2017Trends in distributional characteristics : Existence of global warming. (2017). Gonzalo, Jesus ; Gadea, María. In: UC3M Working papers. Economics. RePEc:cte:werepe:24121.

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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). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

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2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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2018HAR Testing for Spurious Regression in Trend. (2018). Phillips, Peter ; Wang, Xiaohu ; Zhang, Yonghui ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2153.

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2018DELFI 2.0, DNBs Macroeconomic Policy Model of the Netherlands. (2018). Vermeulen, Robert ; Kearney, Ide ; Berben, Robert-Paul. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1605.

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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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2018Eternal Debt and Economic Growth in Nigeria: An ARDL Approach. (2018). Rahaj, Adegboyega Raymond. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2018:i:4:p:581-596.

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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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2017Global inflation: the role of food, housing and energy prices. (2017). Parker, Miles. In: Working Paper Series. RePEc:ecb:ecbwps:20172024.

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

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2018The Determinants of CO2 Emissions in Malaysia: A New Aspect. (2018). Puah, Chin-Hong ; Joseph, Justina ; Teo, Cia-Ling ; Chin, Mui-Yin . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-23.

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2018Factors Affecting the Indonesian Palm Oil Market in Food and Fuel Industry: Evidence from a Time Series Analysis. (2018). Bentivoglio, Deborah ; Bucci, Giorgia ; Finco, Adele . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-7.

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2017Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism. (2017). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:191-202.

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2017The internal dynamic of Indian economic growth. (2017). Balakrishnan, Pulapre ; Parameswaran, M ; Das, Mausumi. In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:46-61.

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2018Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy. (2018). Joyeux, Roselyne ; girardin, eric ; Deng, Yongheng. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:205-222.

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2017What is the globalisation of inflation?. (2017). Osborn, Denise ; Bratsiotis, George ; Altansukh, Gantungalag ; Becker, Ralf. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:1-27.

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2018The macroeconomic and fiscal implications of inflation forecast errors. (2018). Tavlas, George ; Gibson, Heather ; Hall, Stephen G ; Dellas, Harris. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:203-217.

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2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2017Are government transfers harmful to economic growth? A meta-analysis. (2017). Yew, Siew Ling ; Churchill, Awaworyi S. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:270-287.

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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2017Do bubbles have an explosive signature in markov switching models?. (2017). Fraser, Iain ; Balcombe, Kelvin. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:81-100.

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2017Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market. (2017). Arčabić, Vladimir ; Lee, Hyejin ; Arabi, Vladimir ; Banerjee, Piyali. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:114-124.

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2017Growth effects of EU and EZ memberships: Empirical findings from the first 15 years of the Euro. (2017). Dreyer, Johannes Kabderian ; SCHMID, Peter Alfons . In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:45-54.

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2018Using rule-based updating procedures to improve the performance of composite indicators. (2018). Sturm, Jan-Egbert ; Abberger, Klaus ; Siliverstovs, Boriss ; Graff, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:127-144.

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2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

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2017Monetary policy transparency in a forward-looking market: Evidence from the United States. (2017). Kia, Amir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:597-617.

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2018Are low-frequency data really uninformative? A forecasting combination perspective. (2018). Ma, Feng ; Zhang, Yaojie ; Liu, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:92-108.

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2018Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model. (2018). Roventini, Andrea ; Dosi, Giovanni ; Sapio, A ; Napoletano, M ; Lamperti, F. In: Ecological Economics. RePEc:eee:ecolec:v:150:y:2018:i:c:p:315-339.

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2017Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics. (2017). Xie, Tian. In: Economics Letters. RePEc:eee:ecolet:v:151:y:2017:i:c:p:119-122.

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2018Improving transparency in observational social science research: A pre-analysis plan approach. (2018). Burlig, Fiona. In: Economics Letters. RePEc:eee:ecolet:v:168:y:2018:i:c:p:56-60.

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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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2011The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers.
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2011The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers.
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paper
2002Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics.
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article5
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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article35
2000Explaining Cointegration Analysis: Part 1 In: The Energy Journal.
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article162
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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paper76
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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paper38
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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1979EXOGENEITY In: Economic Research Papers.
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paper48
1983Exogeneity.(1983) In: CORE Discussion Papers RP.
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1983Exogeneity..(1983) In: Econometrica.
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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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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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article36
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
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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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1973On Asymptotic Theory and Finite Sample Experiments. In: Economica.
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1980Econometrics-Alchemy or Science? In: Economica.
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2000Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan. In: The Economic Record.
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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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1998 Inference in Cointegrating Models: UK M1 Revisited..(1998) In: Journal of Economic Surveys.
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2002 Applied Econometrics without Sinning. In: Journal of Economic Surveys.
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2016DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION In: Journal of Economic Surveys.
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2016Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation.(2016) In: Economics Series Working Papers.
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1996Obituary: Jan Tinbergen, 1903–94 In: Journal of the Royal Statistical Society Series A.
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1983On High and Low R2 Contributions. In: Oxford Bulletin of Economics and Statistics.
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1984An Econometric Model of United Kingdom Building Societies. In: Oxford Bulletin of Economics and Statistics.
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1986Using PC-GIVE in Econometrics Teaching. In: Oxford Bulletin of Economics and Statistics.
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article5
1986Econometric Modelling with Cointegrated Variables: An Overview. In: Oxford Bulletin of Economics and Statistics.
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article116
1991Using PC-NAIVE in Teaching Econometrics. In: Oxford Bulletin of Economics and Statistics.
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1992Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics.
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1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
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1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
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2003Guest Editors Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics.
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2003Consistent Model Selection by an Automatic Gets Approach In: Oxford Bulletin of Economics and Statistics.
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2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
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article95
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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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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2005Evaluating a Model by Forecast Performance In: Oxford Bulletin of Economics and Statistics.
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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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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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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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2012Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series.
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1998 The Demand for Broad Money in the United Kingdom, 1878-1993. In: Scandinavian Journal of Economics.
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1997The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers.
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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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article1
1966SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 In: Scottish Journal of Political Economy.
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1983Econometric Modelling: The Consumption Function in Retrospect. In: Scottish Journal of Political Economy.
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2013Econometric Modelling: The ‘Consumption Function’ In Retrospect.(2013) In: Scottish Journal of Political Economy.
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1994Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy.
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1997The Implications for Econometric Modelling of Forecast Failure. In: Scottish Journal of Political Economy.
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article38
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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2008Economic Forecasting in a Changing World In: Capitalism and Society.
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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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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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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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1995The Foundations of Econometric Analysis In: Cambridge Books.
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1997The Foundations of Econometric Analysis.(1997) In: Cambridge Books.
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1998Forecasting Economic Time Series In: Cambridge Books.
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book433
1998Forecasting Economic Time Series.(1998) In: Cambridge Books.
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1994Professor H.O.A. Wold: 1908–1992 In: Econometric Theory.
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1996Encompassing and Specificity In: Econometric Theory.
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2003J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY In: Econometric Theory.
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2005A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory.
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2009OBITUARY In: Econometric Theory.
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2015MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory.
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2012Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers.
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1990A Conversation on Econometric Methodology In: Econometric Theory.
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2017John Denis Sargan at the London School of Economics In: Cowles Foundation Discussion Papers.
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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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paper5
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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2001Economic forecasting: some lessons from recent research In: Working Paper Series.
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paper70
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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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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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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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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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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1984Dynamic specification In: Handbook 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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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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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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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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2005Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting.
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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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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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