David F. Hendry : Citation Profile


Are you David F. Hendry?

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

47

H index

119

i10 index

9004

Citations

RESEARCH PRODUCTION:

158

Articles

138

Papers

8

Books

9

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   56 years (1966 - 2022). See details.
   Cites by year: 160
   Journals where David F. Hendry has often published
   Relations with other researchers
   Recent citing documents: 322.    Total self citations: 138 (1.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe33
   Updated: 2022-06-25    RAS profile: 2022-05-28    
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Relations with other researchers


Works with:

Castle, Jennifer (17)

Doornik, Jurgen (12)

Martinez, Andrew (5)

muellbauer, john (2)

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 (417)

Marcellino, Massimiliano (165)

Qin, Duo (93)

Clements, Michael (90)

muellbauer, john (77)

Nymoen, Ragnar (75)

Pesaran, M (73)

Kapetanios, George (66)

Mizon, Grayham (62)

Martinez, Andrew (61)

Aron, Janine (60)

Cites to:

Castle, Jennifer (177)

Doornik, Jurgen (131)

Johansen, Soren (129)

Clements, Michael (109)

Mizon, Grayham (107)

Santos, Carlos (98)

Ericsson, Neil (76)

Krolzig, Hans-Martin (65)

Engle, Robert (57)

Phillips, Peter (53)

White, Halbert (49)

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
International Journal of Forecasting10
Economic Journal10
Scottish Journal of Political Economy6
Econometrics Journal5
Journal of Applied Econometrics5
Econometric Theory4
Econometrics4
Review of Economic Studies4
National Institute Economic Review4
Oxford Review of Economic Policy4
Empirical Economics3
Econometrica3
International Economic Review3
Journal of Business & Economic Statistics3
Journal of Economic Surveys3
National Institute Economic Review3
European Economic Review3
The Energy Journal2
Econometric Reviews2
Journal of Time Series Econometrics2
Scandinavian Journal of Economics2
Capitalism and Society2
Oxford Economic Papers2
Computational Statistics2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics56
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)11
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4
Economic Research Papers / University of Warwick - Department of Economics3
Working Paper Series / European Central Bank3
Economics Working Papers / European University Institute3
Discussion Papers / University of Copenhagen. Department of Economics3
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics3
Working Paper series / Rimini Centre for Economic Analysis2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing David F. Hendry (2022 and 2021)


YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2021Prediction: The Long and the Short of It. (2021). Heyen, Daniel ; Millner, Antony. In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:13:y:2021:i:1:p:374-98.

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2021Vertikale Preisbeziehungen - Beziehungen zwischen Erzeuger- und Verbraucherpreisen. (2021). von Cramon-Taubadel, Stephan. In: IAMO Discussion Papers. RePEc:ags:iamodp:310088.

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2021Improving ERSs Net Cash Income Forecasts using USDA Baseline Projections. (2021). Bora, Siddhartha. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310528.

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2021.

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2021The Relationship between Financial Development and Foreign Direct Investmentand its Impact on Economic Growth ofPakistan. (2021). Parveen, Sabiha ; Jan, Dil ; Khan, Usmanullah ; Sibt, Muhammad. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:1:p:27-37.

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2021A revisit of the unemployment rate, interest rate, GDP growth and Inflation of Pakistan: Whether Structural break or unit root?. (2021). Urooj, Amena ; Khan, Faridoon ; Muhammadullah, Sara. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:2:p:80-92.

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2020Impact of manufacturing PMI on stock market index: A study on Turkey. (2020). Ozturk, Ozcan ; Osman, Asfia Binte ; Yanik, Ramazan. In: Journal of Administrative and Business Studies. RePEc:apb:jabsss:2020:p:104-108.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2022Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183.

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2022Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952.

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2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2021Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2021Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087.

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2021A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383.

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2021Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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2021The role of Common Agricultural Policy (CAP) in enhancing and stabilising farm income: an analysis of income transfer efficiency and the Income Stabilisation Tool. (2021). Luigi, Biagini ; Severini, Simone. In: Papers. RePEc:arx:papers:2104.14188.

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2021Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Rodrigo, Tomasa ; Ortiz, Alvaro ; Isa, Berk Orkun ; Mert, Seda Guler ; Barlas, Ali B ; Yazgan, Ege ; Soybilgen, Baris. In: Papers. RePEc:arx:papers:2107.03299.

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2022Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685.

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2022GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691.

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2022A Network Approach to Consumption. (2022). Mayerhoffer, Daniel M ; Schulz, Jan. In: Papers. RePEc:arx:papers:2203.14259.

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2022Causal Discovery of Macroeconomic State-Space Models. (2022). Hall-Hoffarth, Emmet. In: Papers. RePEc:arx:papers:2204.02374.

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2021Risk Analysis of China Stock Market During Economic Downturns–Based on GARCH-VaR and Wavelet Transformation Approaches. (2021). Tang, Zijie ; Li, Lei ; Cui, Yiwen. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:322-336.

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2021.

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2021Divisia Aggregates: A Literature Review and an Application to the Demand for Money in Paraguay. (2021). Sosa, Luis Molinas. In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2021:i:77:p:33-49.

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2020On the Drivers of Inflation in Different Monetary Regimes. (2020). Diaz, Daniel Garces. In: Working Papers. RePEc:bdm:wpaper:2020-16.

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2020Private Banking Credit and Economic Growth in Mexico: A State Level Panel Data Analysis 2005-2018. (2020). Flores, Miguel A ; Torre, Leonardo E. In: Working Papers. RePEc:bdm:wpaper:2020-17.

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2021Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches. (2021). Rojas-Martinez, Carlos D ; Martinez-Cortes, Nicolas ; Galeano-Ramirez, Franky Juliano. In: Borradores de Economia. RePEc:bdr:borrec:1168.

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2021Unraveling the Exogenous Forces Behind Analysts’ Macroeconomic Forecasts. (2021). Naranjo-Saldarriaga, Sara ; Moreno-Arias, Nicolas ; Forero-Alvarado, Santiago ; de Castro-Valderrama, Marcela. In: Borradores de Economia. RePEc:bdr:borrec:1184.

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2021Nonconscious cognitive reasoning: A neglected ability shaping economic behavior. (2021). Curtin, Richard. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:5:y:2021:i:s3:p:35-43.

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2021L’importance du lien entre changement climatique et population pour le développement économique. (2021). Lesterquy, Pauline. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2021:236:05.

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2020Use of Machine Learning Methods to Forecast Investment in Russia. (2020). Gareev, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:35-56.

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2020Shocks 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.

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2021INTERNATIONAL TRANSMISSION MECHANISM AND WORLD BUSINESS CYCLE. (2021). Shen, Yifan ; Abeysinghe, Tilak. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:1:p:510-531.

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2021Macroeconomic Inequality from Reagan to Trump. Market Power, Wage Repression, Asset Price Inflation, and Industrial Decline. (2021). Komlos, John. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:318:p:450-453.

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2021Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting. (2021). Santucci de Magistris, Paolo ; Datta Gupta, Nabanita ; Christensen, Bent Jesper. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:118-149.

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2021Sparsity concepts and estimation procedures for high?dimensional vector autoregressive models. (2021). Paparoditis, Efstathios ; Krampe, Jonas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:5-6:p:554-579.

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2022Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104.

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2022On causal and non?causal cointegrated vector autoregressive time series. (2022). Swensen, Anders Rygh ; RyghSwensen, Anders. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:178-196.

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2021The Consumption Euler Equation or the Keynesian Consumption Function?. (2021). Jansen, Eilev S ; Cappelen, Dne ; Boug, PL ; Swensen, Anders Rygh ; RyghSwensen, Anders. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:252-272.

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2021Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application. (2021). Carlomagno, Guillermo ; Espasa, Antoni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:641-662.

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2021Euro Area Income and Wealth Effects: Aggregation Issues. (2021). Zekaite, Zivile ; de Bondt, Gabe ; Herrero, Pablo ; Gieseck, Arne. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1454-1474.

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2021The effects of external shocks on the business cycle in China: A structural change perspective. (2021). Wagner, Helmut ; Murach, Michael. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:3:p:681-702.

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2021Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

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2021Evaluating strange forecasts: The curious case of football match scorelines. (2021). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:2:p:261-285.

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2021Towards adopting inflation targeting: The credibility and limitations of monetary policy under the fixed exchange system—the case of Jordan. (2021). Cuestas, Juan ; Abu Asab, Noura. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:262-285.

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2020Nowcasting Norwegian household consumption with debit card transaction data. (2020). Fastb, Tuva Marie ; Aastveit, Knut Are ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora. In: Working Paper. RePEc:bno:worpap:2020_17.

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2021Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021Disaggregate income and wealth effects on private consumption in Greece. (2021). Pavlou, Georgia ; Sideris, Dimitrios. In: Working Papers. RePEc:bog:wpaper:293.

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2021Growing Apart or Moving Together? Synchronization of Informal and Formal Economy Cycles Abstract:. (2021). Elgin, Ceyhun ; Kse, Ayhan M ; Yu, Shu ; Ohnsorge, Franziska. In: Working Papers. RePEc:bou:wpaper:2021/04.

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2020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2020). Yukai, Yang ; Mns, Unosson ; Sebastian, Ankargren. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:2:p:41:n:4.

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2021Variable Selection in Regression Models Using Global Sensitivity Analysis. (2021). Paruolo, Paolo ; Andrea, Saltelli ; William, Becker. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:2:p:187-233:n:5.

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2020The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach. (2020). lucey, brian ; Bekiros, Stelios ; Brian, Lucey ; Stelios, Bekiros ; Christos, Avdoulas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:23:n:4.

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2020Altruism born of suffering? The impact of an adverse health shock on pro-social behaviour. (2020). Smith, Sarah ; Petrie, Dennis ; Black, Nicole ; de Gruyter, Elaine. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:20/736.

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2020Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810.

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2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

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2021Searching for the Best Inflation Forecasters within a Consumer Perceptions Survey: Microdata Evidence from Chile. (2021). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:899.

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2021The dynamics of oil prices, COVID-19, and exchange rates in five emerging economies in the atypical first quarter of 2020. (2021). Villarreal-Samaniego, Dacio. In: Estudios Gerenciales. RePEc:col:000129:019208.

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2020Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404.

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2021Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210.

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2021Grounded in Methodology, Certified by Journals: The Rise and Evolution of a Mainstream in Economics. (2021). Pensieroso, Luca ; DeVroey, Michel ; de Vroey, Michel. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021015.

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2021Short- to medium-run forecasting of mobility with dynamic linear models. (2021). Visser, Hans ; Husby, Trond. In: Demographic Research. RePEc:dem:demres:v:45:y:2021:i:28.

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2020Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations. (2020). TANG, Edward Chi Ho ; Leung, Charles ; Ho, Edward Chi ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1081.

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2021TRADE OPENNESS AND ECONOMIC GROWTH IN MOZAMBIQUE. (2021). Fanta, Ashenafi Beyene ; Mashimbye, Lawrence. In: Regional and Sectoral Economic Studies. RePEc:eaa:eerese:v:21:y2021:i:2_3.

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2021Effects of discretionary fiscal policy and fiscal communication on fiscal credibility: Empirical evidence from Brazil. (2021). Luna, Paulo Henrique ; Montes, Gabriel Caldas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00873.

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2021ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion. (2021). Georgiadis, Georgios ; Schumann, Ben ; Ricci, Martino ; Hildebrand, Sebastian ; van Roye, Bjorn. In: Working Paper Series. RePEc:ecb:ecbwps:20212530.

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2021Capital flows-at-risk: push, pull and the role of policy. (2021). Sokol, Andrej ; Eguren Martin, Fernando ; Oneill, Cian ; von Dem, Lukas ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20212538.

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

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2021The Causal Relationship between, Electricity Consumption and Economic Growth in Kingdom of Saudi Arabia: A Dynamic Causality Test. (2021). Khader, Sumaya Awad ; Mohammed, Ibrahim Abdelrasoul ; Boujedra, Faouzi Hedi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-41.

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2021Study on the cointegration relationship between water supply and demand in the irrigation district with structural breaks. (2021). Shi, Xixi ; Li, Jiayi ; Xiao, Honglin ; Zhang, Jinping. In: Agricultural Water Management. RePEc:eee:agiwat:v:258:y:2021:i:c:s037837742100473x.

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2022China’s pathways to peak carbon emissions: New insights from various industrial sectors. (2022). Song, Junnian ; He, Jianjian ; Tang, Yiqi ; Li, Chenglin ; Fang, Kai. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921013349.

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2022Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494.

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2020Exploiting ergodicity in forecasts of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155.

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2021A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749.

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2021Asymmetric impacts of economic policy uncertainty, capital cost, and raw material cost on China’s investment. (2021). Li, Fangfang ; Tian, Hao ; Pei, Hongxia ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:129-144.

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2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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2021Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637.

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2022Increasing storm risk, structural defense, and house prices in the Florida Keys. (2022). Kaufmann, Robert K ; Pollack, Adam B. In: Ecological Economics. RePEc:eee:ecolec:v:194:y:2022:i:c:s092180092200012x.

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2021Did colonisation matter for comparative economic complexity?. (2021). Nvuh-Njoya, Youssouf ; Keneck-Massil, Joseph. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001282.

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2020Statistical 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.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

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2021Forecasting stock returns with large dimensional factor models. (2021). Soccorsi, Stefano ; Massacci, Daniele ; Giovannelli, Alessandro. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:252-269.

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2021Estimating income and price elasticities of residential electricity demand with Autometrics. (2021). Pellini, Elisabetta. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003078.

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2021Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors. (2021). Koopman, Siem Jan ; Hillebrand, Eric ; Bennedsen, Mikkel. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000232.

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2021Exogeneity in climate econometrics. (2021). Pretis, Felix. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832100027x.

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2021Climate change awareness: Empirical evidence for the European Union. (2021). Morana, Claudio ; Baiardi, Donatella. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000682.

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2021Socio-macroeconomic impacts of implementing different post-Brexit UK energy reduction targets to 2030. (2021). Pollitt, Hector ; Clements, Lucy ; Brockway, Paul E ; Nieto, Jaime ; Barrett, John ; Sakai, Marco. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521004262.

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2021Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models. (2021). Di, Peng ; Zhang, QI ; Farnoosh, Arash. In: Energy. RePEc:eee:energy:v:223:y:2021:i:c:s0360544221002991.

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2021Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model. (2021). Lang, Kun ; Tian, Hao ; Pei, Hongxia ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002404.

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2021Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

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2021Wood market cartel in Finland 1997–2004: Analyzing price effects using the indicator approach. (2021). Toppinen, Anne ; Wang, Lanhui ; Korhonen, Jaana ; Kuuluvainen, Jari. In: Forest Policy and Economics. RePEc:eee:forpol:v:124:y:2021:i:c:s1389934120307061.

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2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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2020Election forecasts: Cracking the Danish case. (2020). Lewis-Beck, Michael S ; Nadeau, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:892-898.

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2021Boosting nonlinear predictability of macroeconomic time series. (2021). Virtanen, Timo ; Kauppi, Heikki. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:151-170.

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2021On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation. (2021). Kunst, Robert ; Costantini, Mauro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:445-460.

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2021Treating and Pruning: New approaches to forecasting model selection and combination using prediction intervals. (2021). Jeon, Jooyoung ; Cyrino, Fernando Luiz ; Meira, Erick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:547-568.

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2021Forecast encompassing tests for the expected shortfall. (2021). Schnaitmann, Julie ; Dimitriadis, Timo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:604-621.

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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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paper1
2011The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2002Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics.
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article9
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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article111
1989An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz.(1989) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 111
paper
2000Explaining Cointegration Analysis: Part 1 In: The Energy Journal.
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article259
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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paper79
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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paper41
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: LIDAM Reprints CORE.
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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
2022Forecasting: theory and practice In: Papers.
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paper3
1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
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article85
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
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paper
2007Co-Breaking: Recent Advances and a Synopsis of the Literature In: Journal of Business & Economic Statistics.
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article44
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
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article121
2010Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series.
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paper
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics.
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article
2000Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan In: The Economic Record.
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article0
2000Reconstructing Aggregate Euro?zone Data In: Journal of Common Market Studies.
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article25
1998Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys.
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article88
2002Applied Econometrics without Sinning In: Journal of Economic Surveys.
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article7
2016DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION In: Journal of Economic Surveys.
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article17
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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article0
1983On High and Low R2 Contributions. In: Oxford Bulletin of Economics and Statistics.
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article1
1984An Econometric Model of United Kingdom Building Societies. In: Oxford Bulletin of Economics and Statistics.
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article5
1986Using PC-GIVE in Econometrics Teaching. In: Oxford Bulletin of Economics and Statistics.
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article4
1986Econometric Modelling with Cointegrated Variables: An Overview. In: Oxford Bulletin of Economics and Statistics.
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article142
1991Using PC-NAIVE in Teaching Econometrics. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article0
1992Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article19
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
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article26
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
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paper
2003Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics.
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article0
2003Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics.
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article34
2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
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article110
2004We Ran One Regression.(2004) In: Economics Papers.
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2005Regression Models with Data?based Indicator Variables In: Oxford Bulletin of Economics and Statistics.
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article24
2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
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2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
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2005Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics.
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article10
2005Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics.
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article10
2008Foreword In: Oxford Bulletin of Economics and Statistics.
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article0
2008Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics.
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article2
2008Log Income vs. Linear Income: An Application of the Encompassing Principle* In: Oxford Bulletin of Economics and Statistics.
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article8
1991Log Income vs. Linear Income: An Application of the Encompassing Principle.(1991) In: Working Papers.
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paper
2008Linear vs. Log?linear Unit?Root Specification: An Application of Mis?specification Encompassing* In: Oxford Bulletin of Economics and Statistics.
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article3
2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
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article3
2011Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 3
paper
2012Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series.
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paper
1998The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics.
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article21
1997The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 21
paper
2004The Nobel Memorial Prize for Clive W. J. Granger In: Scandinavian Journal of Economics.
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article9
2016Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]
article2
1966SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
article0
1983Econometric Modelling: The Consumption Function in Retrospect. In: Scottish Journal of Political Economy.
[Citation analysis]
article35
2013Econometric Modelling: The ‘Consumption Function’ In Retrospect.(2013) In: Scottish Journal of Political Economy.
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article
1994Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy.
[Citation analysis]
article68
1997The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy.
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article36
2013Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220 In: Scottish Journal of Political Economy.
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article0
2021Modeling and forecasting the COVID?19 pandemic time?series data In: Social Science Quarterly.
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article0
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics.
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paper0
2008Economic Forecasting in a Changing World In: Capitalism and Society.
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article18
2009Comment on Excessive Ambitions (by Jon Elster) In: Capitalism and Society.
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article1
2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
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article15
2011Evaluating Automatic Model Selection In: Journal of Time Series Econometrics.
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article53
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: LIDAM Discussion Papers CORE.
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1983The econometric analysis of economic time series In: LIDAM Reprints CORE.
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2006Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers.
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paper50
2006Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series.
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1985Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers.
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paper3
1995The Foundations of Econometric Analysis In: Cambridge Books.
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book49
1997The Foundations of Econometric Analysis.(1997) In: Cambridge Books.
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book
1998Forecasting Economic Time Series In: Cambridge Books.
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book480
1998Forecasting Economic Time Series.(1998) In: Cambridge Books.
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book
1996Encompassing and Specificity In: Econometric Theory.
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article5
2003J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY In: Econometric Theory.
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article8
2005A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory.
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2015MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory.
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2012Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers.
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1988Encompassing.(1988) In: National Institute Economic Review.
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2001An Historical Perspective on Forecast Errors.(2001) In: National Institute Economic Review.
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2009NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING.(2009) In: National Institute Economic Review.
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article1
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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2002Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002.
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1993The Demand for M1 in the USA: A Reply. In: Economic Journal.
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1995Macro-economic Forecasting and Modelling. In: Economic Journal.
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1995Econometrics and Business Cycle Empirics. In: Economic Journal.
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1978Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England. In: Economic Journal.
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1978Econometric Modelling of the Aggregate Time-Series Relationship between Consumers Expenditure and Income in the United Kingdom. In: Economic Journal.
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1988Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment. In: Economic Journal.
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1974Stochastic Specification in an Aggregate Demand Model of the United Kingdom. In: Econometrica.
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1977The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems. In: Econometrica.
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2000A General Forecast-error Taxonomy In: Econometric Society World Congress 2000 Contributed Papers.
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1998Foreword by the Editors In: Econometrics Journal.
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1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal.
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2002Modelling methodology and forecast failure In: Econometrics Journal.
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2004Pooling of forecasts In: Econometrics Journal.
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2001Pooling of Forecasts.(2001) In: Economics Papers.
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1997On congruent econometric relations : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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2001Computer automation of general-to-specific model selection procedures In: Journal of Economic Dynamics and Control.
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2000Computer Automation of General-to-Specific Model Selection Procedures.(2000) In: Economics Series Working Papers.
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1999Computer Automation of General-to-Specific Model Selection Procedures.(1999) In: Computing in Economics and Finance 1999.
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1984Monte carlo experimentation in econometrics In: Handbook of Econometrics.
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1984Dynamic specification In: Handbook of Econometrics.
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2011On adding over-identifying instrumental variables to simultaneous equations In: Economics Letters.
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2001Achievements and challenges in econometric methodology In: Journal of Econometrics.
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1980Autoreg: a computer program library for dynamic econometric models with autoregressive errors In: Journal of Econometrics.
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2006Robustifying forecasts from equilibrium-correction systems In: Journal of Econometrics.
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2010Forecasting with equilibrium-correction models during structural breaks In: Journal of Econometrics.
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2008Forecasting with Equilibrium-correction Models during Structural Breaks.(2008) In: Economics Series Working Papers.
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2010A low-dimension portmanteau test for non-linearity In: Journal of Econometrics.
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2010A Low-Dimension Portmanteau Test for Non-linearity.(2010) In: Economics Series Working Papers.
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2012Model selection when there are multiple breaks In: Journal of Econometrics.
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2008Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers.
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1981Model formulation to simplify selection when specification is uncertain In: Journal of Econometrics.
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2013Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics.
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2014Model selection in under-specified equations facing breaks In: Journal of Econometrics.
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2010Model Selection in Under-specified Equations Facing Breaks.(2010) In: Economics Series Working Papers.
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2014Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics.
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2013Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers.
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2011Unpredictability in Economic Analyis, Econometric Modelling and Forecasting.(2011) In: Economics Series Working Papers.
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1982A reply to Professors Maasoumi and Phillips In: Journal of Econometrics.
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1982On the formulation of empirical models in dynamic econometrics In: Journal of Econometrics.
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1974Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares In: Journal of Econometrics.
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1988Econometric analysis of small linear systems using PC-FIML In: Journal of Econometrics.
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1990An analogue model of phase-averaging procedures In: Journal of Econometrics.
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1987An analogue model of phase-averaging procedures.(1987) In: International Finance Discussion Papers.
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1993Testing superexogeneity and invariance in regression models In: Journal of Econometrics.
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1990TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS..(1990) In: Economics Series Working Papers.
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1994Encompassing in stationary linear dynamic models In: Journal of Econometrics.
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1996Cointegration tests in the presence of structural breaks In: Journal of Econometrics.
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1993Cointegration tests in the presence of structural breaks.(1993) In: International Finance Discussion Papers.
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1979The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors In: Journal of Econometrics.
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1981Interpreting econometric evidence : The behaviour of consumers expenditure in the UK In: European Economic Review.
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1991The response of consumption to income: A cross-country investigation : by John Y. Campbell and N. Gregory Mankiw In: European Economic Review.
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