45
H index
108
i10 index
7353
Citations
David F. Hendry : Citation Profile
Oxford University (98% share) | RESEARCH PRODUCTION: 149 Articles 132 Papers 8 Books 6 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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:
| Cites to:
|
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 | |
| 2017 | Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-32. 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 | |
| 2017 | Polypropylene Price Dynamics: Input Costs or Downstream Demand?. (2017). Ripple, Ronald D ; de Mello, Lurion M. In: The Energy Journal. RePEc:aen:journl:ej38-4-demello. Full description at Econpapers || Download paper | |
| 2018 | Would a discount on fruits and vegetables provide more relative welfare to the poor? Evaluating the impact of policy mechanisms. (2018). Rolando, Dominique J. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273848. Full description at Econpapers || Download paper | |
| 2018 | European Market for Mercosur Agricultural Exports: An econometric study of commodity trade flows. (2018). Niemi, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275934. Full description at Econpapers || Download paper | |
| 2018 | Protecting the Swiss milk market from foreign price shocks: Public border protection vs. quality differentiation. (2018). Hillen, Judith. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276015. Full description at Econpapers || Download paper | |
| 2018 | Factor affecting the palm oil boom in Indonesia: a time series analysis. (2018). Finco, A ; Bucci, G ; Bentivoglio, D. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129. Full description at Econpapers || Download paper | |
| 2018 | The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, Atanu. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210. Full description at Econpapers || Download paper | |
| 2018 | FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43. Full description at Econpapers || Download paper | |
| 2017 | From Inflation Targeting to achieving Economic Growth. (2017). Carrera, Cesar. In: Working Papers. RePEc:apc:wpaper:2017-092. Full description at Econpapers || Download paper | |
| 2018 | Predictability between the Number of Foreign Direct Investment Contracts and Actually Utilized Foreign Direct Investment in China. (2018). Li, Chen. In: Business, Management and Economics Research. RePEc:arp:bmerar:2018:p:15-19. Full description at Econpapers || Download paper | |
| 2017 | Trend Changes in Stock Prices of Petrochemical Firms in the A-Share Market, China. (2017). Zou, Gao Lu . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:149-156. Full description at Econpapers || Download paper | |
| 2018 | Analysis of Ghana,s Imports and Exports. (2018). Mensah, Alice Constance ; Okyere, Ebenezer. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:1-6. Full description at Econpapers || Download paper | |
| 2018 | Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27. Full description at Econpapers || Download paper | |
| 2017 | Empirical analysis of daily cash flow time series and its implications for forecasting. (2017). Salas-Molina, Francisco ; Martin, Francisco J ; Serra, Joan ; Rodr, Juan A. In: Papers. RePEc:arx:papers:1611.04941. 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 | |
| 2018 | Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807. Full description at Econpapers || Download paper | |
| 2018 | Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing. (2018). Hatemi-J, Abdulnasser ; Hacker, Scott R. In: Papers. RePEc:arx:papers:1805.08991. 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 | |
| 2019 | 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 | |
| 2018 | The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:441-461. 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 | |
| 2017 | Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702. Full description at Econpapers || Download paper | |
| 2017 | A suite of inflation forecasting models. (2017). Alvarez, Luis ; Sanchez, Isabel. In: Occasional Papers. RePEc:bde:opaper:1703. Full description at Econpapers || Download paper | |
| 2017 | The cyclicality of the income elasticity of trade. (2017). Sbracia, Massimo ; Mancini, Michele ; di Nino, Virginia ; DiNino, Virginia ; Borin, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1126_17. 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 | |
| 2017 | Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11. Full description at Econpapers || Download paper | |
| 2017 | Explaining Inflation with a Classical Dichotomy Model and Switching Monetary Regimes: Mexico 1932-2013. (2017). Daniel, Garces Diaz . In: Working Papers. RePEc:bdm:wpaper:2017-20. 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 | |
| 2018 | Out‐of‐sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750. Full description at Econpapers || Download paper | |
| 2018 | Evaluating research and education performance in Indian agricultural development. (2018). Schimmelpfennig, David ; Rada, Nicholas. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:395-406. Full description at Econpapers || Download paper | |
| 2018 | Structural Breaks and Energy Consumption in the Gulf Cooperation Council Countries: Are Random Shocks Transitory or Permanent?. (2018). Osman, Mohamed ; Gachino, Geoffrey ; Hoque, Ariful. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:446-455. 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 | |
| 2018 | OPENNESS AND STRUCTURAL LABOR MARKET REFORMS: EX ANTE COUNTERFACTUALS. (2018). Lastauskas, Povilas ; Stakenas, Julius. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:36:y:2018:i:4:p:723-757. 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 | |
| 2017 | The open economy trilemma in Latin America: A three-decade analysis. (2017). de Mendonça, Helder ; da Silva, Igor ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:135-154. Full description at Econpapers || Download paper | |
| 2018 | Hedge Fund Styles and their Contagion from the Equity Market. (2018). Kim, Tae Yoon ; Lee, Hee Soo. In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:1:p:91-112. Full description at Econpapers || Download paper | |
| 2018 | UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419. Full description at Econpapers || Download paper | |
| 2018 | MIS†SPECIFICATION TESTING IN RETROSPECT. (2018). Spanos, Aris. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:541-577. Full description at Econpapers || Download paper | |
| 2020 | A similarity‐based approach for macroeconomic forecasting. (2020). Marcellino, Massimiliano ; Dendramis, Y ; Kapetanios, G. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827. Full description at Econpapers || Download paper | |
| 2017 | Partial Structural Break Identification. (2017). Taamouti, Abderrahim ; Han, Chulwoo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:145-164. Full description at Econpapers || Download paper | |
| 2017 | Exchange rate misalignments and the external balance under a pegged currency system. (2017). Gnimassoun, Blaise. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:5:p:949-974. 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 | |
| 2017 | Prior Commitment and Uncertainty in Complex Economic Systems: Reinstating History in the Core of Economic Analysis. (2017). Foster, John. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:64:y:2017:i:4:p:392-418. 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 | |
| 2018 | Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts. (2018). Bisio, Laura ; Moauro, Filippo . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:471-494. Full description at Econpapers || Download paper | |
| 2017 | The economic cost of capital: a VECM approach for estimating and testing the banking sectors response to changes in capital ratios. (2017). Straughan, Michael ; de Ramon, S J A ; De-Ramon, Sebastian . In: Bank of England working papers. RePEc:boe:boeewp:0663. Full description at Econpapers || Download paper | |
| 2018 | THE PRIVATE CONSUMPTION FUNCTION IN ISRAEL. (2018). Barak, Arnon. In: Israel Economic Review. RePEc:boi:isrerv:v:16:y:2018:i:1:p:65-103. Full description at Econpapers || Download paper | |
| 2017 | The private consumption function in Israel. (2017). Barak, Arnon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2017.04b. Full description at Econpapers || Download paper | |
| 2018 | Nowcasting Japanese GDPs. (2018). Kido, Yosuke ; Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18. 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 | |
| 2017 | The Quantification of Structural Reforms in OECD Countries: A New Framework. (2017). Ãgert, Balázs ; Gal, Peter ; Egert, Balazs. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6420. Full description at Econpapers || Download paper | |
| 2017 | Is Something Really Wrong with Macroeconomics?. (2017). Reis, Ricardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6446. 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 | |
| 2017 | Is Something Really Wrong with Macroeconomics?. (2017). Reis, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:1713. 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 | |
| 2017 | An Overview of Inflation-Targeting Frameworks: Institutional Arrangements, Decision-making, & the Communication of Monetary Policy. (2017). Pérez, Andrés ; Naudon, Alberto. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:811. Full description at Econpapers || Download paper | |
| 2017 | CONFIDENCE AND OVERCONFIDENCE IN BANKING. (2017). Hlebik, Sviatlana ; Verga, Giovanni ; Silipo, Damiano Bruno. In: Working Papers. RePEc:clb:wpaper:201703. 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 | |
| 2017 | Long-run Money Demand in Switzerland. (2017). Gerlach, Stefan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12356. Full description at Econpapers || Download paper | |
| 2018 | The Money View Versus the Credit View. (2018). Nelson, Edward ; Baker, Sarah ; Lopez-Salido, David J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12982. 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 | |
| 2017 | Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585. Full description at Econpapers || Download paper | |
| 2017 | 22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis. (2017). Espasa, Antoni ; Terrades, Antoni Espasa ; Senra, Eva . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24678. Full description at Econpapers || Download paper | |
| 2017 | Discovering pervasive and non-pervasive common cycles. (2017). Real, Guillermo Carlomagno ; Terrades, Antoni Espasa. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392. 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 | |
| 2017 | Credit, House Prices and the Macroeconomy in Cyprus. (2017). Michail, Nektarios A ; Eracleous, Elena ; Cleanthous-Petoussi, Lena. In: Working Papers. RePEc:cyb:wpaper:2017-3. Full description at Econpapers || Download paper | |
| 2017 | The Quantification of Structural Reforms in OECD countries: A New Framework. (2017). Ãgert, Balázs ; Gal, Peter ; Egert, Balazs. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-15. Full description at Econpapers || Download paper | |
| 2018 | DETERMINANTS OF HOUSEHOLD FINAL CONSUMPTION EXPENDITURES IN ASIAN COUNTRIES: A PANEL MODEL, 1991-2015. (2018). Arapova, Ekaterina. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:18:y:2018:i:1_8. Full description at Econpapers || Download paper | |
| 2017 | Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010. Full description at Econpapers || Download paper | |
| 2018 | Discretionary fiscal policy and sovereign risk. (2018). Montes, Gabriel ; Valpassos, Iven Silva. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00081. 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 | |
| 2018 | Diffusion index-based inflation forecasts for the euro area. (2001). Mestre, Ricardo ; Henry, Jerome ; Angelini, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20010061. Full description at Econpapers || Download paper | |
| 2018 | Economic forecasting: some lessons from recent research. (2001). Hendry, David ; Clements, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20010082. Full description at Econpapers || Download paper | |
| 2018 | Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20182206. 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 | |
| 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 | 63 |
| 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: 63 | paper | |
| 2000 | Explaining Cointegration Analysis: Part 1 In: The Energy Journal. [Full Text][Citation analysis] | article | 183 |
| 2001 | Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | article | |
| 2000 | Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | 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 | 39 |
| 2001 | Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal. [Citation analysis] This paper has another version. Agregated cites: 39 | 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: 39 | 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: 39 | 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 | 69 |
| 1998 | Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | 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 | 97 |
| 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: 97 | 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: 97 | article | |
| 2000 | Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan. In: The Economic Record. [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 | 129 |
| 1998 | Inference in Cointegrating Models: UK M1 Revisited..(1998) In: Journal of Economic Surveys. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | article | |
| 2002 | Applied Econometrics without Sinning. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 7 |
| 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 | 121 |
| 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 | 97 |
| 2004 | We Ran One Regression.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | 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 | 43 |
| 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 | 34 |
| 2010 | Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | 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 | 17 |
| 2006 | Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
| 2006 | Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | 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 | 464 |
| 1998 | Forecasting Economic Time Series.(1998) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 464 | 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 | 6 |
| 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 | 71 |
| 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: 71 | paper | |
| 2003 | Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | article | |
| 2001 | Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | 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: 71 | paper | |
| 2003 | The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 136 |
| 2005 | The Properties of Automatic GETS Modelling.(2005) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | article | |
| 2003 | The Properties of Automatic Gets Modelling.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | 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 | 110 |
| 2000 | Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
| 2000 | Constructing Historical Euro-Zone Data.(2000) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | 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 | 103 |
| 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 | 395 |
| 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 | 169 |
| 2001 | Pooling of Forecasts.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 169 | 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 | 148 |
| 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: 148 | 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: 148 | 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 | 17 |
| 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 | 47 |
| 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: 47 | 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 | 114 |
| 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 | 24 |
| 1993 | Testing superexogeneity and invariance in regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 136 |
| 1990 | TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS..(1990) In: Economics Series Working Papers. [Citation analysis] This paper has another version. Agregated cites: 136 | 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 | 109 |
| 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: 109 | 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 | 41 |
| 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 | 12 |
| 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: 12 | 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 |
| 2005 | General-to-specific modeling: an overview and selected bibliography In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 50 |
| 2017 | Milton Friedman and Data Adjustment In: IFDP Notes. [Full Text][Citation analysis] | article | 0 |
| 1993 | An Econometric Analysis of Money Demand in Italy. In: Banca Italia - Servizio di Studi. [Citation analysis] | paper | 8 |
| 2015 | Detecting Location Shifts during Model Selection by Step-Indicator Saturation In: Econometrics. [Full Text][Citation analysis] | article | 37 |
| 2017 | Evaluating Forecasts, Narratives and Policy Using a Test of Invariance In: Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2006 | Saturation in Autoregressive Models In: Notas Económicas. [Full Text][Citation analysis] | article | 4 |
| 2010 | Testing the Invariance of Expectations Models of Inflation In: Memorandum. [Full Text][Citation analysis] | paper | 13 |
| 2010 | Testing the Invariance of Expectations Models of Inflation.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 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 |
| 1974 | Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1976 | Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1995 | Forecasting in Cointegration Systems. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 53 |
| 1996 | Intercept Corrections and Structural Change. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 82 |
| 2001 | A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2001 | Modelling UK inflation, 1875-1991 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 37 |
| 2009 | In memory of Clive Granger: an advisory board member of the journal In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Nowcasting from disaggregates in the face of location shifts In: Journal of Forecasting. [Full Text][Citation analysis] | article | 14 |
| 2001 | Forecasting Non-Stationary Economic Time Series In: MIT Press Books. [Citation analysis] | book | 139 |
| 1994 | An evaluation of forecasting using leading indicators In: Economics Papers. [Full Text][Citation analysis] | paper | 8 |
| 1995 | On the interactions of unit roots and exogeneity In: Economics Papers. [Full Text][Citation analysis] | paper | 18 |
| 2001 | Computationally-intensive Econometrics using a Distributed Matrix-programming Language In: Economics Papers. [Full Text][Citation analysis] | paper | 4 |
| 2001 | Model Identification and Non-unique Structure In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | Forecasting in the Presence of Structural Breaks and Policy Regime Shifts In: Economics Papers. [Full Text][Citation analysis] | paper | 5 |
| 2003 | Sub-sample Model Selection Procedures in Gets Modelling In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Robustifying Forecasts from Equilibrium-Correction Models In: Economics Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Parallel Computation in Econometrics: A Simplified Approach In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Some forecasting principles from the M4 competition In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | A Short History of Macro-econometric Modelling In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Robust Discovery of Regression Models In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Log income versus linear income: an application of the encompassing principl In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | The UK Demand for Broad Money over the Long run In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 1983 | On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology. In: Cambridge Journal of Economics. [Citation analysis] | article | 0 |
| 2010 | Professor Sir Clive W.J. Granger and Cointegration In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1988 | The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 51 |
| 1989 | A Re-analysis of Confluence Analysis. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 5 |
| 1994 | HUS Revisited. In: Oxford Review of Economic Policy. [Citation analysis] | article | 26 |
| 2000 | Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy. [Citation analysis] | article | 12 |
| 1985 | Monetary Economic Myth and Econometric Reality. In: Oxford Review of Economic Policy. [Citation analysis] | article | 25 |
| 2018 | The future of macroeconomics: macro theory and models at the Bank of England In: Oxford Review of Economic Policy. [Full Text][Citation analysis] | article | 16 |
| 1972 | Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study In: Review of Economic Studies. [Full Text][Citation analysis] | article | 11 |
| 1980 | An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: Review of Economic Studies. [Full Text][Citation analysis] | article | 18 |
| 1986 | Econometric Evaluation of Linear Macro-Economic Models In: Review of Economic Studies. [Full Text][Citation analysis] | article | 247 |
| 1992 | The Demand for M1 in the U.S.A., 1960–1988 In: Review of Economic Studies. [Full Text][Citation analysis] | article | 76 |
| 2000 | Modelling UK Inflation over the Long Run In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 |
| 2010 | Automatic Selection for Non-linear Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Econometric Modelling of Changing Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | An Automatic Test of Super Exogeneity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2010 | Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Climate Change: Lessons for our Future from the Distant Past In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2011 | A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Empirical Economic Model Discovery and Theory Evaluation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 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 |
| 2011 | Forecasting breaks and forecasting during breaks In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2011 | On Not Evaluating Economic Models by Forecast Outcomes In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | An Open-model Forecast-error Taxonomy In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 20 |
| 2013 | Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Statistical Model Selection with Big Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | |
| 2016 | Improving the Teaching of Econometrics In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 |
| 2017 | The impact of integrated measurement errors on modeling long-run macroeconomic time series.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2018 | Selecting a Model for Forecasting In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Identifying the Causal Role of CO2 during the Ice Ages In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Modelling Non-stationary Big Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 |
| 1992 | On the Limitations of Comparing Mean Square Forecast Errors. In: Economics Series Working Papers. [Citation analysis] | paper | 47 |
| 1992 | Forecasting in Cointegrated Systems. In: Economics Series Working Papers. [Citation analysis] | paper | 25 |
| 1995 | Dynamic Econometrics In: OUP Catalogue. [Citation analysis] | book | 523 |
| 1993 | Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data In: OUP Catalogue. [Citation analysis] | book | 519 |
| 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 |
| 2012 | Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Misspecification Testing: Non-Invariance of Expectations Models of Inflation.(2014) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| In: . [Full Text][Citation analysis] | article | 3 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 22 | |
| 2005 | Forecasting Aggregates by Disaggregates In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 14 |
| 1994 | Can Econometrics Improve Economic Forecasting? In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 9 |
| 2008 | Automatic selection of indicators in a fully saturated regression In: Computational Statistics. [Full Text][Citation analysis] | article | 110 |
| 2008 | Automatic selection of indicators in a fully saturated regression.(2008) In: Computational Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | article | |
| 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 | 69 |
| 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 |
| 1999 | On winning forecasting competitions in economics In: Spanish Economic Review. [Full Text][Citation analysis] | article | 20 |
| 2011 | Revisiting UK consumers expenditure: cointegration, breaks and robust forecasts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES In: Economics Discussion / Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team