45
H index
107
i10 index
7351
Citations
David F. Hendry : Citation Profile
Oxford University (98% share) | RESEARCH PRODUCTION: 147 Articles 133 Papers 8 Books 6 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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54 years (1966 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with David F. Hendry. | Is cited by:
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Main data
Where David F. Hendry has published?
Recent works citing David F. Hendry (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 2020 | A 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Trends of Macroeconomic Models. (2019). Polbin, A V ; Yu, M. In: Administrative Consulting. RePEc:acf:journl:y:2019:id:1036. Full description at Econpapers || Download paper | |
| 2020 | Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719. Full description at Econpapers || Download paper | |
| 2020 | Farm types and precision agriculture adoption: crops, regions, soil variability, and farm size. (2020). Schimmelpfennig, David ; Lowenberg-Deboer, James. In: Agri-Tech Economics Papers. RePEc:ags:haaepa:304070. Full description at Econpapers || Download paper | |
| 2020 | Farm types and precision agriculture adoption: crops, regions, soil variability, and farm size. (2020). Schimmelpfennig, David ; Lowenberg-Deboer, James. In: Land, Farm & Agribusiness Management Department. RePEc:ags:haaewp:304070. Full description at Econpapers || Download paper | |
| 2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
| 2019 | Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149. Full description at Econpapers || Download paper | |
| 2019 | How do governments determine policy priorities? Studying development strategies through spillover networks. (2019). Guerrero, Omar ; Ch, Florian ; Castaneda, Gonzalo. In: Papers. RePEc:arx:papers:1902.00432. Full description at Econpapers || Download paper | |
| 2020 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025. Full description at Econpapers || Download paper | |
| 2020 | Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569. Full description at Econpapers || Download paper | |
| 2020 | Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144. Full description at Econpapers || Download paper | |
| 2019 | Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109. Full description at Econpapers || Download paper | |
| 2019 | Topologically Mapping the Macroeconomy. (2019). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel. In: Papers. RePEc:arx:papers:1911.10476. Full description at Econpapers || Download paper | |
| 2019 | Adaptive Dynamic Model Averaging with an Application to House Price Forecasting. (2019). Pavlidis, Efthymios ; Yusupova, Alisa . In: Papers. RePEc:arx:papers:1912.04661. Full description at Econpapers || Download paper | |
| 2020 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949. Full description at Econpapers || Download paper | |
| 2020 | The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835. Full description at Econpapers || Download paper | |
| 2020 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
| 2020 | Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341. Full description at Econpapers || Download paper | |
| 2020 | Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.12263. Full description at Econpapers || Download paper | |
| 2019 | MARKET 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. Full description at Econpapers || Download paper | |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2020 | Bridge 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. Full description at Econpapers || Download paper | |
| 2019 | THE 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. Full description at Econpapers || Download paper | |
| 2019 | Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713. Full description at Econpapers || Download paper | |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2020 | Shocks to food market systems: A network approach. (2020). Kshirsagar, Varun ; Baffes, John. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:1:p:111-129. Full description at Econpapers || Download paper | |
| 2019 | Does 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. Full description at Econpapers || Download paper | |
| 2019 | Re‐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. Full description at Econpapers || Download paper | |
| 2019 | How 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. Full description at Econpapers || Download paper | |
| 2020 | A similarity‐based approach for macroeconomic forecasting. (2020). Marcellino, Massimiliano ; Kapetanios, G ; Dendramis, Y. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827. Full description at Econpapers || Download paper | |
| 2019 | Detecting 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. Full description at Econpapers || Download paper | |
| 2019 | Global 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. Full description at Econpapers || Download paper | |
| 2019 | Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002. Full description at Econpapers || Download paper | |
| 2019 | Energy 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. Full description at Econpapers || Download paper | |
| 2019 | Perception 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. Full description at Econpapers || Download paper | |
| 2020 | The Race between Population and Technology: Real Wages in the First Industrial Revolution. (2020). Crafts, Nicholas ; Mills, Terence C. In: CAGE Online Working Paper Series. RePEc:cge:wacage:502. Full description at Econpapers || Download paper | |
| 2020 | States and Wars: China’s Long March towards Unity and its Consequences, 221 BC – 1911 AD. (2020). Ma, Debin ; Shuo, Chen. In: CAGE Online Working Paper Series. RePEc:cge:wacage:505. Full description at Econpapers || Download paper | |
| 2019 | A 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. Full description at Econpapers || Download paper | |
| 2019 | Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia. (2019). Enciso, Enrique Lopez. In: Tiempo y Economía. RePEc:col:000485:017226. Full description at Econpapers || Download paper | |
| 2019 | Comparing Forecasting Performance with Panel Data. (2019). Zhu, Yinchu ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13746. Full description at Econpapers || Download paper | |
| 2019 | Do Any Economists Have Superior Forecasting Skills?. (2019). Zhu, Yinchu ; Timmermann, Allan ; Qu, Ritong. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14112. Full description at Econpapers || Download paper | |
| 2020 | Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417. Full description at Econpapers || Download paper | |
| 2020 | A Similarity-based Approach for Macroeconomic Forecasting. (2020). Dendramis, Yiannis ; Kapetanios, George ; Marcellino, Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14469. Full description at Econpapers || Download paper | |
| 2020 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2020 | Macroeconomic 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. Full description at Econpapers || Download paper | |
| 2019 | Investment 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. Full description at Econpapers || Download paper | |
| 2019 | Who 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. Full description at Econpapers || Download paper | |
| 2019 | Some Important Macro Points. (2019). Fair, Ray C. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2165. Full description at Econpapers || Download paper | |
| 2019 | Some Important Macro Points. (2019). Fair, Ray C. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2165r. Full description at Econpapers || Download paper | |
| 2019 | The Cowles Commission and Foundation for Research in Economics. (2019). Dimand, Robert. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2207. Full description at Econpapers || Download paper | |
| 2020 | The role of exchange rate in remittance inflows: Evidence from Indonesia. (2020). Kuncoro, Haryo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00900. Full description at Econpapers || Download paper | |
| 2020 | Some stylised facts on the euro area business cycle. (2001). Mojon, Benoit ; Agresti,A-M., . In: Working Paper Series. RePEc:ecb:ecbwps:20010095. Full description at Econpapers || Download paper | |
| 2020 | A cointegration model of money and wealth. (2020). Assenmacher, Katrin ; Beyer, Andreas. In: Working Paper Series. RePEc:ecb:ecbwps:20202365. Full description at Econpapers || Download paper | |
| 2019 | Innovation 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. Full description at Econpapers || Download paper | |
| 2020 | Stationarity 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. Full description at Econpapers || Download paper | |
| 2020 | The 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. Full description at Econpapers || Download paper | |
| 2020 | Dynamic Modeling Using Vector Error-correction Model: Studying the Relationship among Data Share Price of Energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand. (2020). Warsono, Warsono ; Usman, Mustofa ; Widiarti, Widiarti ; Wamiliana, Wamiliana ; Putri, Almira Rizka ; Russel, Edwin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-42. Full description at Econpapers || Download paper | |
| 2019 | A review of research on tourism demand forecasting. (2019). Park, Jinah ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:338-362. Full description at Econpapers || Download paper | |
| 2019 | The combination of interval forecasts in tourism. (2019). Liu, Anyu ; Zhou, Menglin ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:363-378. Full description at Econpapers || Download paper | |
| 2019 | Forecasting campground demand in US national parks. (2019). Pan, Bing ; Park, So Young ; Rice, William L ; Newman, Peter. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:424-438. Full description at Econpapers || Download paper | |
| 2020 | Machine learning based very short term load forecasting of machine tools. (2020). Abele, Eberhard ; Weigold, Matthias ; Walther, Jessica ; Dietrich, Bastian. In: Applied Energy. RePEc:eee:appene:v:276:y:2020:i:c:s0306261920309521. Full description at Econpapers || Download paper | |
| 2019 | Modelling the real yen–dollar rate and inflation dynamics based on international parity conditions. (2019). Kurita, Takamitsu ; Almaas, Synne S. In: Journal of Asian Economics. RePEc:eee:asieco:v:61:y:2019:i:c:p:51-64. Full description at Econpapers || Download paper | |
| 2019 | India’s external commercial borrowing: Pulled by domestic fundamentals or pushed by global conditions?. (2019). Nandy, Amarendu ; Ray, Partha ; Sur, Abhisek. In: Journal of Asian Economics. RePEc:eee:asieco:v:61:y:2019:i:c:p:65-77. Full description at Econpapers || Download paper | |
| 2020 | Macroeconomic implications of population aging: Evidence from Japan. (2020). Wong, Koi ; McNown, Robert ; Goh, Soo Khoon. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300427. Full description at Econpapers || Download paper | |
| 2020 | Forward-looking agents and inflation in an oil-producing country: Evidence from Iran. (2020). Jafari, Mahboubeh ; Kia, Amir. In: Journal of Asian Economics. RePEc:eee:asieco:v:69:y:2020:i:c:s104900782030097x. Full description at Econpapers || Download paper | |
| 2019 | Interest rate pass-through in Morocco: Evidence from bank-level survey data. (2019). Bennouna, Hicham. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:142-157. Full description at Econpapers || Download paper | |
| 2020 | A Keynesian Dynamic Stochastic Disequilibrium model for business cycle analysis. (2020). Schoder, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:117-132. Full description at Econpapers || Download paper | |
| 2020 | Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393. Full description at Econpapers || Download paper | |
| 2020 | Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil. (2020). Souza, Ivan ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302316. Full description at Econpapers || Download paper | |
| 2020 | Evaluating the sustainability of Italian public finances. (2020). Postigliola, Michele ; Piergallini, Alessandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300772. Full description at Econpapers || Download paper | |
| 2020 | A time-varying diffusion index forecasting model. (2020). Zhang, Yonghui ; Wei, Jie. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302172. Full description at Econpapers || Download paper | |
| 2020 | Trends in distributional characteristics: Existence of global warming. (2020). Gonzalo, Jesus ; Gadea, Maria Dolores. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:153-174. Full description at Econpapers || Download paper | |
| 2020 | A multicointegration model of global climate change. (2020). Stern, David ; Csereklyei, Zsuzsanna ; Bruns, Stephan B. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:175-197. Full description at Econpapers || Download paper | |
| 2020 | Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis. (2020). Teräsvirta, Timo ; Holt, Matthew ; Terasvirta, Timo. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:198-215. Full description at Econpapers || Download paper | |
| 2020 | Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions. (2020). Pretis, Felix. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:256-273. Full description at Econpapers || Download paper | |
| 2020 | Statistical approximation of high-dimensional climate models. (2020). Schmedders, Karl ; Lontzek, Thomas S ; Judd, Kenneth L ; Miftakhova, Alena . In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:67-80. Full description at Econpapers || Download paper | |
| 2020 | Microeconometric dynamic panel data methods: Model specification and selection issues. (2020). Kiviet, Jan F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45. Full description at Econpapers || Download paper | |
| 2019 | Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94. Full description at Econpapers || Download paper | |
| 2020 | A financial accelerator in the business sector of a macroeconometric model of a small open economy. (2020). Hammersland, Roger ; Benedictow, Andreas. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362518300578. Full description at Econpapers || Download paper | |
| 2019 | Forecasting retailer product sales in the presence of structural change. (2019). Fildes, Robert ; Huang, Tao ; Soopramanien, Didier. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:459-470. Full description at Econpapers || Download paper | |
| 2019 | Can pecuniary and environmental incentives via SMS messaging make households adjust their electricity demand to a fluctuating production?. (2019). Møller, Niels ; Jensen, Carsten ; Hansen, Lars ; Andersen, Laura Morch. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:1050-1058. Full description at Econpapers || Download paper | |
| 2019 | An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela. (2019). Chuffart, Thomas ; Hooper, Emma. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:904-916. Full description at Econpapers || Download paper | |
| 2019 | Food versus fuel: An updated and expanded evidence. (2019). Krištoufek, Ladislav ; Janda, Karel ; Zilberman, David ; Kristoufek, Ladislav ; Filip, Ondrej. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:152-166. Full description at Econpapers || Download paper | |
| 2019 | Energy and economic growth in the USA two decades later: Replication and reanalysis. (2019). Leiva, Benjamin ; Liu, Zhongyuan. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:89-99. Full description at Econpapers || Download paper | |
| 2019 | On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach. (2019). Darne, Olivier ; Zerbo, Eleazar. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:319-332. Full description at Econpapers || Download paper | |
| 2019 | Crises and emissions: New empirical evidence from a large sample. (2019). Jalles, Joao. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:880-895. Full description at Econpapers || Download paper | |
| 2019 | Russian gas exchange: A new indicator of market efficiency and competition or the instrument of monopolist?. (2019). Tukpetov, Pavel ; Parsegov, Sergei G ; Talipova, Aminam. In: Energy Policy. RePEc:eee:enepol:v:135:y:2019:i:c:s0301421519305993. Full description at Econpapers || Download paper | |
| 2020 | Electricity incentives for agriculture in Saudi Arabia. Is that relevant to remove them?. (2020). Shannak, Sa'd, ; Hasanov, Fakhri J. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303293. Full description at Econpapers || Download paper | |
| 2020 | Quantile partial adjustment model with application to predicting energy demand in China. (2020). Cheng, Fenfen ; Zhou, Kaile ; Yang, Shanlin. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322145. Full description at Econpapers || Download paper | |
| 2019 | Forecasting stock returns with cycle-decomposed predictors. (2019). Ma, Feng ; Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:250-261. Full description at Econpapers || Download paper | |
| 2020 | Information, prices and efficiency in an online betting market. (2020). Singleton, Carl ; Reade, J ; Elaad, Guy. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306440. Full description at Econpapers || Download paper | |
| 2020 | Too much of a good thing? Speculative effects on commodity futures curves. (2020). van Huellen, Sophie. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418118302295. Full description at Econpapers || Download paper | |
| 2019 | Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ). (2019). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:232-249. Full description at Econpapers || Download paper | |
| 2019 | Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information. (2019). Masolo, Riccardo M. ; Waldron, Matt ; Fawcett, Nicholas ; Boneva, Lena. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:100-120. Full description at Econpapers || Download paper | |
| 2019 | Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180. Full description at Econpapers || Download paper | |
| 2019 | Polls to probabilities: Comparing prediction markets and opinion polls. (2019). Reade, J ; VaughanWilliams, Leighton . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:336-350. Full description at Econpapers || Download paper | |
| 2019 | When are prediction market prices most informative?. (2019). Reade, J ; VaughanWilliams, Leighton ; Brown, Alasdair. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:420-428. Full description at Econpapers || Download paper | |
| 2019 | Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66. Full description at Econpapers || Download paper | |
| 2019 | Tales from tails: On the empirical distributions of forecasting errors and their implication to risk. (2019). Assimakopoulos, Vassilios ; Nikolopoulos, Konstantinos ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:687-698. Full description at Econpapers || Download paper | |
| 2019 | New perspectives on forecasting inflation in emerging market economies: An empirical assessment. (2019). MartÃnez GarcÃa, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1008-1031. Full description at Econpapers || Download paper | |
| 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:
| Year | Title | Type | Cited |
|---|
Works by David F. Hendry:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Selecting a Regression Saturated by Indicators In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
| 2000 | Forecast Failure, Expectations Formation, and the Lucas Critique.(2000) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 1991 | An 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. [Full Text][Citation analysis] | article | 68 |
| 1989 | An 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2000 | Explaining Cointegration Analysis: Part 1 In: The Energy Journal. [Full Text][Citation analysis] | article | 190 |
| 2001 | Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 190 | article | |
| 2000 | Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 190 | paper | |
| 1996 | MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers. [Full Text][Citation analysis] | paper | 77 |
| 1996 | Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics. [Citation analysis] This paper has another version. Agregated cites: 77 | article | |
| 1996 | Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
| 1998 | FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 40 |
| 2001 | Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal. [Citation analysis] This paper has another version. Agregated cites: 40 | article | |
| 2000 | Forecasting with Difference-Stationary and Trend-Stationary Models.(2000) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
| 1998 | Forecasting with Difference-Stationary and Trend-Stationary Models..(1998) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
| 1979 | EXOGENEITY In: Economic Research Papers. [Full Text][Citation analysis] | paper | 48 |
| 1983 | Exogeneity.(1983) In: CORE Discussion Papers RP. [Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 1983 | Exogeneity..(1983) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
| 1979 | Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 1998 | Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 70 |
| 1998 | Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2007 | Co-Breaking: Recent Advances and a Synopsis of the Literature In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 42 |
| 2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 102 |
| 2010 | Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 102 | paper | |
| 2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 102 | article | |
| 2000 | Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 2000 | Reconstructing Aggregate Euro‐zone Data In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 24 |
| 1998 | Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 49 |
| 2016 | DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 13 |
| 2016 | Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation.(2016) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 1996 | Obituary: Jan Tinbergen, 1903–94 In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 0 |
| 1983 | On High and Low R2 Contributions. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 1984 | An Econometric Model of United Kingdom Building Societies. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 1986 | Using PC-GIVE in Econometrics Teaching. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 4 |
| 1986 | Econometric Modelling with Cointegrated Variables: An Overview. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 125 |
| 1991 | Using PC-NAIVE in Teaching Econometrics. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 1992 | Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 17 |
| 1996 | The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 24 |
| 1996 | The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2003 | Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 26 |
| 2004 | We Ran One Regression In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 98 |
| 2004 | We Ran One Regression.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | paper | |
| 2005 | Regression Models with Data‐based Indicator Variables In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 24 |
| 2004 | Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2004 | Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2005 | Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 2005 | Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2008 | Foreword In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Log Income vs. Linear Income: An Application of the Encompassing Principle* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 1991 | Log Income vs. Linear Income: An Application of the Encompassing Principle.(1991) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2008 | Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2011 | Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1998 | The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 17 |
| 1997 | The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2004 | The Nobel Memorial Prize for Clive W. J. Granger In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 2 |
| 1966 | SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1983 | Econometric Modelling: The Consumption Function in Retrospect. In: Scottish Journal of Political Economy. [Citation analysis] | article | 30 |
| 2013 | Econometric Modelling: The ‘Consumption Function’ In Retrospect.(2013) In: Scottish Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| 1994 | Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy. [Citation analysis] | article | 63 |
| 1997 | The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2013 | Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220 In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 | |
| 2008 | Economic Forecasting in a Changing World In: Capitalism and Society. [Full Text][Citation analysis] | article | 14 |
| 2009 | Comment on Excessive Ambitions (by Jon Elster) In: Capitalism and Society. [Full Text][Citation analysis] | article | 0 |
| 2011 | Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2011 | Evaluating Automatic Model Selection In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 35 |
| 2010 | Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2007 | AUTOMATIC TESTS for SUPER EXOGENEITY In: Working Papers de Economia (Economics Working Papers). [Full Text][Citation analysis] | paper | 6 |
| 1985 | Small-Sample Properties of ARCH Estimators and Tests. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 37 |
| 1987 | Recent developments in the theory of encompassing In: CORE Discussion Papers. [Citation analysis] | paper | 10 |
| 1983 | The econometric analysis of economic time series In: CORE Discussion Papers RP. [Citation analysis] | paper | 18 |
| 2006 | Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
| 2006 | Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
| 1985 | Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 1995 | The Foundations of Econometric Analysis In: Cambridge Books. [Citation analysis] | book | 46 |
| 1997 | The Foundations of Econometric Analysis.(1997) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 46 | book | |
| 1998 | Forecasting Economic Time Series In: Cambridge Books. [Citation analysis] | book | 472 |
| 1998 | Forecasting Economic Time Series.(1998) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 472 | book | |
| 1996 | Encompassing and Specificity In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
| 2003 | J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
| 2005 | A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
| 2015 | MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory. [Full Text][Citation analysis] | article | 20 |
| 2017 | John Denis Sargan at the London School of Economics In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1975 | Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 1975 | The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1975 | A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Economic forecasting: some lessons from recent research In: Working Paper Series. [Full Text][Citation analysis] | paper | 72 |
| 2002 | Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
| 2003 | Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | article | |
| 2001 | Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
| 2001 | Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
| 2003 | The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 138 |
| 2005 | The Properties of Automatic GETS Modelling.(2005) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | article | |
| 2003 | The Properties of Automatic Gets Modelling.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
| 1993 | The Demand for M1 in the USA: A Reply. In: Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 1995 | Macro-economic Forecasting and Modelling. In: Economic Journal. [Full Text][Citation analysis] | article | 17 |
| 1995 | Econometrics and Business Cycle Empirics. In: Economic Journal. [Full Text][Citation analysis] | article | 18 |
| 1997 | John Denis Sargan. In: Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 1997 | The Econometrics of Macroeconomic Forecasting. In: Economic Journal. [Full Text][Citation analysis] | article | 30 |
| 2001 | Constructing Historical Euro-Zone Data. In: Economic Journal. [Full Text][Citation analysis] | article | 111 |
| 2000 | Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
| 2000 | Constructing Historical Euro-Zone Data.(2000) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
| 1978 | Serial 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. [Full Text][Citation analysis] | article | 107 |
| 1978 | Econometric Modelling of the Aggregate Time-Series Relationship between Consumers Expenditure and Income in the United Kingdom. In: Economic Journal. [Full Text][Citation analysis] | article | 402 |
| 1988 | Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment. In: Economic Journal. [Full Text][Citation analysis] | article | 7 |
| 2004 | Unpredictability and the Foundations of Economic Forecasting In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 3 |
| 2004 | Unpredictability and the Foundations of Economic Forecasting.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1974 | Stochastic Specification in an Aggregate Demand Model of the United Kingdom. In: Econometrica. [Full Text][Citation analysis] | article | 9 |
| 1977 | The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems. In: Econometrica. [Full Text][Citation analysis] | article | 2 |
| 2000 | A General Forecast-error Taxonomy In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 2 |
| 1998 | Foreword by the Editors In: Econometrics Journal. [Citation analysis] | article | 0 |
| 1999 | Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal. [Citation analysis] | article | 55 |
| 2002 | Modelling methodology and forecast failure In: Econometrics Journal. [Full Text][Citation analysis] | article | 29 |
| 2004 | Pooling of forecasts In: Econometrics Journal. [Full Text][Citation analysis] | article | 174 |
| 2001 | Pooling of Forecasts.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 174 | paper | |
| 1997 | On congruent econometric relations : A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 8 |
| 2001 | Computer automation of general-to-specific model selection procedures In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 147 |
| 2000 | Computer Automation of General-to-Specific Model Selection Procedures.(2000) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 147 | paper | |
| 1999 | Computer Automation of General-to-Specific Model Selection Procedures.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has another version. Agregated cites: 147 | paper | |
| 1984 | Monte carlo experimentation in econometrics In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 46 |
| 1984 | Dynamic specification In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 142 |
| 2006 | Forecasting with Breaks In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 46 |
| 2011 | On adding over-identifying instrumental variables to simultaneous equations In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2001 | Achievements and challenges in econometric methodology In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
| 1980 | Autoreg: a computer program library for dynamic econometric models with autoregressive errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2006 | Robustifying forecasts from equilibrium-correction systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 50 |
| 2010 | Forecasting with equilibrium-correction models during structural breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2008 | Forecasting with Equilibrium-correction Models during Structural Breaks.(2008) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2010 | A low-dimension portmanteau test for non-linearity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2010 | A Low-Dimension Portmanteau Test for Non-linearity.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2012 | Model selection when there are multiple breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 46 |
| 2008 | Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 1981 | Model formulation to simplify selection when specification is uncertain In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 2014 | Model selection in under-specified equations facing breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2010 | Model Selection in Under-specified Equations Facing Breaks.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2013 | Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2011 | Unpredictability in Economic Analyis, Econometric Modelling and Forecasting.(2011) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1982 | A reply to Professors Maasoumi and Phillips In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1982 | On the formulation of empirical models in dynamic econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 119 |
| 1974 | Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 1988 | Econometric analysis of small linear systems using PC-FIML In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 1990 | An analogue model of phase-averaging procedures In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 1987 | An analogue model of phase-averaging procedures.(1987) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 1976 | The structure of simultaneous equations estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 1993 | Testing superexogeneity and invariance in regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 137 |
| 1990 | TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS..(1990) In: Economics Series Working Papers. [Citation analysis] This paper has another version. Agregated cites: 137 | paper | |
| 1994 | Encompassing in stationary linear dynamic models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 1996 | Cointegration tests in the presence of structural breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 112 |
| 1993 | Cointegration tests in the presence of structural breaks.(1993) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
| 1979 | The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 1981 | Interpreting econometric evidence : The behaviour of consumers expenditure in the UK In: European Economic Review. [Full Text][Citation analysis] | article | 29 |
| 1991 | The response of consumption to income: A cross-country investigation : by John Y. Campbell and N. Gregory Mankiw In: European Economic Review. [Full Text][Citation analysis] | article | 3 |
| 1991 | Modeling the demand for narrow money in the United Kingdom and the United States In: European Economic Review. [Full Text][Citation analysis] | article | 125 |
| 1990 | Modeling the demand for narrow money in the United Kingdom and the United States.(1990) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
| 1997 | An empirical study of seasonal unit roots in forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 43 |
| 1998 | Forecasting economic processes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 46 |
| 2005 | Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 62 |
| 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
| 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
| 2008 | Elusive return predictability: Discussion In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2015 | Robust approaches to forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
| 2014 | Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2017 | Evaluating multi-step system forecasts with relatively few forecast-error observations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 14 |
| 2016 | Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations.(2016) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2018 | Deciding between alternative approaches in macroeconomics In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
| 2016 | Deciding Between Alternative Approaches In Macroeconomics.(2016) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2020 | Card forecasts for M4 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2009 | The long-run determinants of UK wages, 1860-2004 In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 14 |
| 2008 | The Long-Run Determinants of UK Wages, 1860-2004.(2008) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 1992 | An econometric analysis of TV advertising expenditure in the United Kingdom In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 13 |
| 2006 | A comment on Specification searches in spatial econometrics: The relevance of Hendrys methodology In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 12 |
| 2000 | On detectable and non-detectable structural change In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 27 |
| 2013 | Anthropogenic influences on atmospheric CO2 In: Chapters. [Full Text][Citation analysis] | chapter | 13 |
| 2011 | Anthropogenic Influences on Atmospheric CO2.(2011) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 1996 | The Influence of A. W. H. Phillips on Econometrics. In: Economics Working Papers. [Citation analysis] | paper | 0 |
| 1985 | Conditional econometric modelling : an application to new house prices in the United Kingdom In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 1985 | Assertion 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. [Full Text][Citation analysis] | paper | 1 |
| 1989 | Encompassing and rational expectations: how sequential corroboration can imply refutation In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 1999 | Encompassing and rational expectations: How sequential corroboration can imply refutation.(1999) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 1993 | Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
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| 2017 | Milton Friedman and Data Adjustment In: IFDP Notes. [Full Text][Citation analysis] | paper | 0 |
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| 1971 | Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process. In: International Economic Review. [Full Text][Citation analysis] | article | 19 |
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| 1995 | On the interactions of unit roots and exogeneity In: Economics Papers. [Full Text][Citation analysis] | paper | 18 |
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| 2007 | Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | A Low-Dimension Collinearity-Robust Test for Non-linearity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
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| 2010 | Climate Change: Lessons for our Future from the Distant Past In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
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| 2011 | Empirical Economic Model Discovery and Theory Evaluation.(2011) In: Rationality, Markets and Morals. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2011 | Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2012 | Forecasting from Structural Econometric Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Model Discovery and Trygve Haavelmos Legacy In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Forecasting by factors, by variables, or both? In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Some Fallacies in Econometric Modelling of Climate Change In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Semi-automatic Non-linear Model selection In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Step-indicator Saturation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2013 | Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Statistical Model Selection with Big Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | An Overview of Forecasting Facing Breaks In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | An Overview of Forecasting Facing Breaks.(2016) In: Journal of Business Cycle Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
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| 2016 | Policy Analysis, Forediction, and Forecast Failure In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
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| 1990 | TESTING THE LUCAS CRITIQUE: A REVIEW. In: Economics Series Working Papers. [Citation analysis] | paper | 48 |
| 1989 | Testing the Lucas Critique: A Review.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 1990 | Testing the Lucas Critique: A Review.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 1990 | EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR. In: Economics Series Working Papers. [Citation analysis] | paper | 52 |
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| 1995 | Dynamic Econometrics In: OUP Catalogue. [Citation analysis] | book | 537 |
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| 2000 | Econometrics: Alchemy or Science?: Essays in Econometric Methodology In: OUP Catalogue. [Citation analysis] | book | 28 |
| 2007 | The Bernoulli model, from Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 26 |
| 2007 | Preface to Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 37 |
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| 2005 | Forecasting Aggregates by Disaggregates In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 15 |
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| 1998 | Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK In: Empirical Economics. [Full Text][Citation analysis] | article | 70 |
| 1998 | Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
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