David F. Hendry : Citation Profile


Are you David F. Hendry?

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

45

H index

107

i10 index

7351

Citations

RESEARCH PRODUCTION:

147

Articles

133

Papers

8

Books

6

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   54 years (1966 - 2020). See details.
   Cites by year: 136
   Journals where David F. Hendry has often published
   Relations with other researchers
   Recent citing documents: 299.    Total self citations: 128 (1.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe33
   Updated: 2020-11-21    RAS profile: 2020-09-03    
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Relations with other researchers


Works with:

Castle, Jennifer (14)

Doornik, Jurgen (8)

Martinez, Andrew (4)

Pretis, Felix (3)

Clements, Michael (3)

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

Is cited by:

Ericsson, Neil (361)

Marcellino, Massimiliano (151)

Qin, Duo (72)

Pesaran, M (70)

Nymoen, Ragnar (69)

muellbauer, john (65)

Clements, Michael (59)

Mizon, Grayham (57)

Aron, Janine (54)

Johansen, Soren (51)

Banerjee, Anindya (47)

Cites to:

Castle, Jennifer (129)

Johansen, Soren (116)

Doornik, Jurgen (110)

Mizon, Grayham (96)

Santos, Carlos (85)

Clements, Michael (83)

Ericsson, Neil (66)

Krolzig, Hans-Martin (62)

Engle, Robert (51)

Phillips, Peter (47)

Watson, Mark (38)

Main data


Where David F. Hendry has published?


Journals with more than one article published# docs
Journal of Econometrics20
Oxford Bulletin of Economics and Statistics19
Economic Journal10
International Journal of Forecasting8
Scottish Journal of Political Economy6
Journal of Applied Econometrics5
Econometrics Journal5
Oxford Review of Economic Policy4
Econometric Theory4
Review of Economic Studies4
Empirical Economics3
European Economic Review3
Journal of Business & Economic Statistics3
Econometrica3
International Economic Review3
Econometrics2
Journal of Economic Surveys2
Scandinavian Journal of Economics2
The Energy Journal2
Oxford Economic Papers2
Journal of Time Series Econometrics2
Capitalism and Society2
Econometric Reviews2
Computational Statistics2

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

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


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

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

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

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2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2020Farm types and precision agriculture adoption: crops, regions, soil variability, and farm size. (2020). Schimmelpfennig, David ; Lowenberg-Deboer, James. In: Agri-Tech Economics Papers. RePEc:ags:haaepa:304070.

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2020Farm types and precision agriculture adoption: crops, regions, soil variability, and farm size. (2020). Schimmelpfennig, David ; Lowenberg-Deboer, James. In: Land, Farm & Agribusiness Management Department. RePEc:ags:haaewp:304070.

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

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

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2019How do governments determine policy priorities? Studying development strategies through spillover networks. (2019). Guerrero, Omar ; Ch, Florian ; Castaneda, Gonzalo. In: Papers. RePEc:arx:papers:1902.00432.

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

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2020Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569.

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

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

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

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

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

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

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

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2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

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2020Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.12263.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2020The Race between Population and Technology: Real Wages in the First Industrial Revolution. (2020). Crafts, Nicholas ; Mills, Terence C. In: CAGE Online Working Paper Series. RePEc:cge:wacage:502.

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2020States and Wars: China’s Long March towards Unity and its Consequences, 221 BC – 1911 AD. (2020). Ma, Debin ; Shuo, Chen. In: CAGE Online Working Paper Series. RePEc:cge:wacage:505.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2020Some stylised facts on the euro area business cycle. (2001). Mojon, Benoit ; Agresti,A-M., . In: Working Paper Series. RePEc:ecb:ecbwps:20010095.

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

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

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

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

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2020Dynamic Modeling Using Vector Error-correction Model: Studying the Relationship among Data Share Price of Energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand. (2020). Warsono, Warsono ; Usman, Mustofa ; Widiarti, Widiarti ; Wamiliana, Wamiliana ; Putri, Almira Rizka ; Russel, Edwin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-42.

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2019A review of research on tourism demand forecasting. (2019). Park, Jinah ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:338-362.

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2019The combination of interval forecasts in tourism. (2019). Liu, Anyu ; Zhou, Menglin ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:363-378.

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2019Forecasting campground demand in US national parks. (2019). Pan, Bing ; Park, So Young ; Rice, William L ; Newman, Peter. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:424-438.

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2020Machine learning based very short term load forecasting of machine tools. (2020). Abele, Eberhard ; Weigold, Matthias ; Walther, Jessica ; Dietrich, Bastian. In: Applied Energy. RePEc:eee:appene:v:276:y:2020:i:c:s0306261920309521.

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2019Modelling the real yen–dollar rate and inflation dynamics based on international parity conditions. (2019). Kurita, Takamitsu ; Almaas, Synne S. In: Journal of Asian Economics. RePEc:eee:asieco:v:61:y:2019:i:c:p:51-64.

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2019India’s external commercial borrowing: Pulled by domestic fundamentals or pushed by global conditions?. (2019). Nandy, Amarendu ; Ray, Partha ; Sur, Abhisek. In: Journal of Asian Economics. RePEc:eee:asieco:v:61:y:2019:i:c:p:65-77.

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2020Macroeconomic implications of population aging: Evidence from Japan. (2020). Wong, Koi ; McNown, Robert ; Goh, Soo Khoon. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300427.

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2020Forward-looking agents and inflation in an oil-producing country: Evidence from Iran. (2020). Jafari, Mahboubeh ; Kia, Amir. In: Journal of Asian Economics. RePEc:eee:asieco:v:69:y:2020:i:c:s104900782030097x.

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2019Interest rate pass-through in Morocco: Evidence from bank-level survey data. (2019). Bennouna, Hicham. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:142-157.

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2020A Keynesian Dynamic Stochastic Disequilibrium model for business cycle analysis. (2020). Schoder, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:117-132.

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2020Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393.

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2020Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil. (2020). Souza, Ivan ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302316.

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2020Evaluating the sustainability of Italian public finances. (2020). Postigliola, Michele ; Piergallini, Alessandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300772.

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2020A time-varying diffusion index forecasting model. (2020). Zhang, Yonghui ; Wei, Jie. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302172.

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2020Trends in distributional characteristics: Existence of global warming. (2020). Gonzalo, Jesus ; Gadea, Maria Dolores. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:153-174.

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2020A multicointegration model of global climate change. (2020). Stern, David ; Csereklyei, Zsuzsanna ; Bruns, Stephan B. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:175-197.

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2020Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis. (2020). Teräsvirta, Timo ; Holt, Matthew ; Terasvirta, Timo. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:198-215.

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2020Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions. (2020). Pretis, Felix. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:256-273.

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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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2020Microeconometric dynamic panel data methods: Model specification and selection issues. (2020). Kiviet, Jan F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45.

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2019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

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2020A financial accelerator in the business sector of a macroeconometric model of a small open economy. (2020). Hammersland, Roger ; Benedictow, Andreas. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362518300578.

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2019Forecasting retailer product sales in the presence of structural change. (2019). Fildes, Robert ; Huang, Tao ; Soopramanien, Didier. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:459-470.

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2019Can pecuniary and environmental incentives via SMS messaging make households adjust their electricity demand to a fluctuating production?. (2019). Møller, Niels ; Jensen, Carsten ; Hansen, Lars ; Andersen, Laura Morch. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:1050-1058.

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2019An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela. (2019). Chuffart, Thomas ; Hooper, Emma. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:904-916.

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2019Food versus fuel: An updated and expanded evidence. (2019). Krištoufek, Ladislav ; Janda, Karel ; Zilberman, David ; Kristoufek, Ladislav ; Filip, Ondrej. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:152-166.

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2019Energy and economic growth in the USA two decades later: Replication and reanalysis. (2019). Leiva, Benjamin ; Liu, Zhongyuan. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:89-99.

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2019On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach. (2019). Darne, Olivier ; Zerbo, Eleazar. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:319-332.

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2019Crises and emissions: New empirical evidence from a large sample. (2019). Jalles, Joao. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:880-895.

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2019Russian gas exchange: A new indicator of market efficiency and competition or the instrument of monopolist?. (2019). Tukpetov, Pavel ; Parsegov, Sergei G ; Talipova, Aminam. In: Energy Policy. RePEc:eee:enepol:v:135:y:2019:i:c:s0301421519305993.

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2020Electricity incentives for agriculture in Saudi Arabia. Is that relevant to remove them?. (2020). Shannak, Sa'd, ; Hasanov, Fakhri J. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303293.

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2020Quantile partial adjustment model with application to predicting energy demand in China. (2020). Cheng, Fenfen ; Zhou, Kaile ; Yang, Shanlin. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322145.

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2019Forecasting stock returns with cycle-decomposed predictors. (2019). Ma, Feng ; Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:250-261.

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2020Information, prices and efficiency in an online betting market. (2020). Singleton, Carl ; Reade, J ; Elaad, Guy. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306440.

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2020Too much of a good thing? Speculative effects on commodity futures curves. (2020). van Huellen, Sophie. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418118302295.

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2019Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ). (2019). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:232-249.

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2019Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information. (2019). Masolo, Riccardo M. ; Waldron, Matt ; Fawcett, Nicholas ; Boneva, Lena. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:100-120.

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2019Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180.

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2019Polls to probabilities: Comparing prediction markets and opinion polls. (2019). Reade, J ; VaughanWilliams, Leighton . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:336-350.

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2019When are prediction market prices most informative?. (2019). Reade, J ; VaughanWilliams, Leighton ; Brown, Alasdair. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:420-428.

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2019Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66.

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2019Tales from tails: On the empirical distributions of forecasting errors and their implication to risk. (2019). Assimakopoulos, Vassilios ; Nikolopoulos, Konstantinos ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:687-698.

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2019New perspectives on forecasting inflation in emerging market economies: An empirical assessment. (2019). Martínez García, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1008-1031.

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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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paper0
2011The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2002Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics.
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article8
2000Forecast Failure, Expectations Formation, and the Lucas Critique.(2000) In: Economics Papers.
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paper
1991An Econometric Analysis of U.K. Money Demand in Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna Schwartz. In: American Economic Review.
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article68
1989An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz.(1989) In: International Finance Discussion Papers.
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paper
2000Explaining Cointegration Analysis: Part 1 In: The Energy Journal.
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article190
2001Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal.
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article
2000Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers.
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paper
1996MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers.
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paper77
1996Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics.
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article
1996Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS).
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paper
1998FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers.
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paper40
2001Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal.
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2000Forecasting with Difference-Stationary and Trend-Stationary Models.(2000) In: Economics Series Working Papers.
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paper
1998Forecasting with Difference-Stationary and Trend-Stationary Models..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
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1979EXOGENEITY In: Economic Research Papers.
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paper48
1983Exogeneity.(1983) In: CORE Discussion Papers RP.
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1983Exogeneity..(1983) In: Econometrica.
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1979Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS).
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1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
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article70
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
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2007Co-Breaking: Recent Advances and a Synopsis of the Literature In: Journal of Business & Economic Statistics.
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article42
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
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article102
2010Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series.
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paper
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics.
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article
2000Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan In: The Economic Record.
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article0
2000Reconstructing Aggregate Euro‐zone Data In: Journal of Common Market Studies.
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article24
1998Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys.
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article49
2016DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION In: Journal of Economic Surveys.
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article13
2016Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation.(2016) In: Economics Series Working Papers.
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1996Obituary: Jan Tinbergen, 1903–94 In: Journal of the Royal Statistical Society Series A.
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1983On High and Low R2 Contributions. In: Oxford Bulletin of Economics and Statistics.
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article1
1984An Econometric Model of United Kingdom Building Societies. In: Oxford Bulletin of Economics and Statistics.
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article1
1986Using PC-GIVE in Econometrics Teaching. In: Oxford Bulletin of Economics and Statistics.
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article4
1986Econometric Modelling with Cointegrated Variables: An Overview. In: Oxford Bulletin of Economics and Statistics.
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article125
1991Using PC-NAIVE in Teaching Econometrics. In: Oxford Bulletin of Economics and Statistics.
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article0
1992Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics.
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article17
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
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article24
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
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paper
2003Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics.
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article0
2003Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics.
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article26
2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
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article98
2004We Ran One Regression.(2004) In: Economics Papers.
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paper
2005Regression Models with Data‐based Indicator Variables In: Oxford Bulletin of Economics and Statistics.
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article24
2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
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2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
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2005Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics.
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article9
2005Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics.
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article7
2008Foreword In: Oxford Bulletin of Economics and Statistics.
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2008Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics.
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article2
2008Log Income vs. Linear Income: An Application of the Encompassing Principle* In: Oxford Bulletin of Economics and Statistics.
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article4
1991Log Income vs. Linear Income: An Application of the Encompassing Principle.(1991) In: Working Papers.
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2008Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* In: Oxford Bulletin of Economics and Statistics.
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article3
2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
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article2
2011Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers.
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paper
2012Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series.
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paper
1998The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics.
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article17
1997The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers.
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paper
2004The Nobel Memorial Prize for Clive W. J. Granger In: Scandinavian Journal of Economics.
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article7
2016Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics.
[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.
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article0
1983Econometric Modelling: The Consumption Function in Retrospect. In: Scottish Journal of Political Economy.
[Citation analysis]
article30
2013Econometric Modelling: The ‘Consumption Function’ In Retrospect.(2013) In: Scottish Journal of Political Economy.
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article
1994Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy.
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article63
1997The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy.
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article0
2013Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220 In: Scottish Journal of Political Economy.
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article0
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics.
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paper0
2008Economic Forecasting in a Changing World In: Capitalism and Society.
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article14
2009Comment on Excessive Ambitions (by Jon Elster) In: Capitalism and Society.
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2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
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2011Evaluating Automatic Model Selection In: Journal of Time Series Econometrics.
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article35
2010Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers.
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2007AUTOMATIC TESTS for SUPER EXOGENEITY In: Working Papers de Economia (Economics Working Papers).
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1985Small-Sample Properties of ARCH Estimators and Tests. In: Canadian Journal of Economics.
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1987Recent developments in the theory of encompassing In: CORE Discussion Papers.
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1983The econometric analysis of economic time series In: CORE Discussion Papers RP.
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2006Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers.
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2006Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series.
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1985Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers.
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1995The Foundations of Econometric Analysis In: Cambridge Books.
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1997The Foundations of Econometric Analysis.(1997) In: Cambridge Books.
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1998Forecasting Economic Time Series In: Cambridge Books.
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book472
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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article9
2015MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory.
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article20
2017John Denis Sargan at the London School of Economics In: Cowles Foundation Discussion Papers.
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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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paper72
2002Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002.
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2003Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling.
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2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers.
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2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Series Working Papers.
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2003The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003.
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2005The Properties of Automatic GETS Modelling.(2005) In: Economic Journal.
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2003The Properties of Automatic Gets Modelling.(2003) In: Economics Papers.
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1993The Demand for M1 in the USA: A Reply. In: Economic Journal.
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1995Macro-economic Forecasting and Modelling. In: Economic Journal.
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1995Econometrics and Business Cycle Empirics. In: Economic Journal.
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1997John Denis Sargan. In: Economic Journal.
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1997The Econometrics of Macroeconomic Forecasting. In: Economic Journal.
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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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2000A General Forecast-error Taxonomy In: Econometric Society World Congress 2000 Contributed Papers.
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1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal.
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1997On congruent econometric relations : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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2000Computer Automation of General-to-Specific Model Selection Procedures.(2000) In: Economics Series Working Papers.
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1999Computer Automation of General-to-Specific Model Selection Procedures.(1999) In: Computing in Economics and Finance 1999.
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1984Monte carlo experimentation in econometrics In: Handbook of Econometrics.
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chapter46
1984Dynamic specification In: Handbook of Econometrics.
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2011On adding over-identifying instrumental variables to simultaneous equations In: Economics Letters.
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2001Achievements and challenges in econometric methodology In: Journal of Econometrics.
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1980Autoreg: a computer program library for dynamic econometric models with autoregressive errors In: Journal of Econometrics.
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2006Robustifying forecasts from equilibrium-correction systems In: Journal of Econometrics.
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2010Forecasting with equilibrium-correction models during structural breaks In: Journal of Econometrics.
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2008Forecasting with Equilibrium-correction Models during Structural Breaks.(2008) In: Economics Series Working Papers.
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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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1991Modeling the demand for narrow money in the United Kingdom and the United States In: European Economic Review.
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2005Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting.
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2008Elusive return predictability: Discussion In: International Journal of Forecasting.
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2014Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers.
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