David F. Hendry : Citation Profile

Are you David F. Hendry?

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

48

H index

125

i10 index

9346

Citations

RESEARCH PRODUCTION:

162

Articles

141

Papers

8

Books

18

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   57 years (1966 - 2023). See details.
   Cites by year: 163
   Journals where David F. Hendry has often published
   Relations with other researchers
   Recent citing documents: 141.    Total self citations: 144 (1.52 %)

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   Permalink: http://citec.repec.org/phe33
   Updated: 2024-01-16    RAS profile: 2023-12-05    
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Relations with other researchers

Works with:

Castle, Jennifer (19)

Doornik, Jurgen (12)

Martinez, Andrew (6)

Shang, Han Lin (2)

Guidolin, Massimo (2)

Thomakos, Dimitrios (2)

Paccagnini, Alessia (2)

Franses, Philip Hans (2)

Li, Feng (2)

Grossi, Luigi (2)

Reade, J (2)

Fiszeder, Piotr (2)

Clements, Michael (2)

Rubaszek, Michał (2)

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

Is cited by:

Ericsson, Neil (418)

Marcellino, Massimiliano (156)

Qin, Duo (110)

Clements, Michael (86)

muellbauer, john (82)

Nymoen, Ragnar (75)

Pesaran, Mohammad (70)

Mizon, Grayham (65)

Johansen, Soren (64)

Aron, Janine (64)

Kapetanios, George (64)

Cites to:

Castle, Jennifer (190)

Doornik, Jurgen (139)

Johansen, Soren (135)

Mizon, Grayham (111)

Clements, Michael (110)

Santos, Carlos (102)

Ericsson, Neil (81)

Krolzig, Hans-Martin (64)

Engle, Robert (63)

Phillips, Peter (55)

Richard, Jean-Francois (48)

Main data

Where David F. Hendry has published?

Journals with more than one article published# docs
Journal of Econometrics20
Oxford Bulletin of Economics and Statistics19
International Journal of Forecasting12
Economic Journal10
Scottish Journal of Political Economy6
Journal of Applied Econometrics5
Econometrics Journal5
Oxford Review of Economic Policy4
National Institute Economic Review4
Review of Economic Studies4
Econometric Theory4
Econometrics4
Journal of Business & Economic Statistics3
International Economic Review3
National Institute Economic Review3
European Economic Review3
Econometrica3
Journal of Economic Surveys3
Empirical Economics3
The Energy Journal2
Journal of Time Series Econometrics2
Capitalism and Society2
Oxford Economic Papers2
Econometric Reviews2
Computational Statistics2
Scandinavian Journal of Economics2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics58
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
Working Paper Series / European Central Bank3
Discussion Papers / University of Copenhagen. Department of Economics3
Economic Research Papers / University of Warwick - Department of Economics3
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Working Papers / The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting2
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing David F. Hendry (2024 and 2023)

YearTitle of citing document
2023Long Monthly European Temperature Series and the North Atlantic Oscillation. (2023). Teräsvirta, Timo ; Tersvirta, Timo ; Silvennoinen, Annastiina ; Kang, Jian ; He, Changli. In: Economics Working Papers. RePEc:aah:aarhec:2023-03.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685.

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2023Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255.

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2023What Does it Take to Control Global Temperatures? A toolbox for estimating the impact of economic policies on climate. (2023). Kurita, Takamitsu ; Chevillon, Guillaume. In: Papers. RePEc:arx:papers:2307.05818.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo C ; Boaretto, Gilberto. In: Papers. RePEc:arx:papers:2308.11173.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2023Incentives for Private Industrial Investment in historical perspective: the case of industrial promotion and investment promotion in Uruguay (1974-2010). (2023). Vallarino, Diego. In: Papers. RePEc:arx:papers:2310.07738.

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2023Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2023.

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2023The 2021–22 Surge in Inflation. (2023). Uzeda, Luis ; MacGee, James (Jim) ; Kryvtsov, Oleksiy. In: Discussion Papers. RePEc:bca:bocadp:23-3.

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2023Heterogeneous predictive association of CO2 with global warming. (2023). Ramos, Andrey ; Gonzalo, Jesus ; Dolado, Juan J ; Chen, Liang. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1397-1421.

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2023What do indebted employees do? Financialisation and the decline of industrial action. (2023). Gouzoulis, Giorgos. In: Industrial Relations Journal. RePEc:bla:indrel:v:54:y:2023:i:1:p:71-94.

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2023Productivity in Indonesian agriculture: Impacts of domestic and international research. (2023). Warr, Peter. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:3:p:835-856.

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2023Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32.

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2023.

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2023Information Recovery in Complex Economic Systems. (2023). Judge, George. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt4jj70102.

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2023Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986.

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2023Heterogeneous Predictive Association of CO2 with Global Warming. (2023). Ramos, Andrey David ; Muoz, Jesus Gonzalo ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:36451.

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2023The pass through of monetary policy to euro area bank interest rates. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-2.

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2023Estimation of confidence intervals for decompositions and other complex demographic estimators. (2023). Hendi, Arun. In: Demographic Research. RePEc:dem:demres:v:49:y:2023:i:5.

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2023The demand for M3 in the euro area. (1999). Vega, Juan ; Coenen, Günter. In: Working Paper Series. RePEc:ecb:ecbwps:19990006.

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2023A deep dive into the capital channel of risk sharing in the euro area. (2023). Born, Alexandra ; Fuentes, Natalia Martin ; Lambert, Claudia ; Kastelein, Wieger ; Bremus, Franziska. In: Working Paper Series. RePEc:ecb:ecbwps:20232864.

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2023Relative Impact of the U.S. Energy Market Sentiments on Stocks and ESG Index Returns: Evidence from GCC Countries. (2023). Mohnot, Rajesh ; Verma, Rahul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-32.

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2023Do Clean Energy and Financial Innovation Induce SME Performance? Clarifying the Nexus between Financial Innovation, Technological Innovation, Clean Energy, Environmental Degradation, and SMEs Performa. (2023). Kler, Rajnish ; Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-36.

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2023Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401.

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2023Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693.

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2023Quantum monte carlo for economics: Stress testing and macroeconomic deep learning. (2023). Bromley, Thomas R ; Guala, Diego ; Priazhkina, Sofia ; Skavysh, Vladimir. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923000866.

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2023Political budget cycles in military expenditures: A meta-analysis. (2023). Klomp, Jeroen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:1083-1102.

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2023The stability of UK households Divisia money balances. (2023). Barlow, David. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:451-459.

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2023Do more stringent policies reduce daily COVID-19 case counts? Evidence from Canadian provinces. (2023). Lam, Jean-Paul ; Agarwal, Rishav Raj ; Zhang, Qihuang ; Baker, John David ; Sen, Anindya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:225-242.

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2023How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x.

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2023The British Stock Market, currencies, brexit, and media sentiments: A big data analysis. (2023). Das, Pranab ; Mukherjee, Debashis ; Marjit, Sugata ; Basak, Gopal K ; Yang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001966.

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2023Quantity or quality: Environmental legislation and corporate green innovations. (2023). Zou, Xinyu ; Zhang, Zhan ; Liu, Wei ; Huang, Xiaoqi. In: Ecological Economics. RePEc:eee:ecolec:v:204:y:2023:i:pb:s0921800922003457.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023We modeled long memory with just one lag!. (2023). Chevillon, Guillaume ; Bauwens, Luc ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001616.

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2023Seasonality in High Frequency Time Series. (2023). Proietti, Tommaso ; Pedregal, Diego J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:62-82.

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2023Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Frattarolo, Lorenzo ; Billio, Monica. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29.

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2023An independent European macroeconomics? A history of European macroeconomics through the lens of the European Economic Review. (2023). Goutsmedt, Aurélien ; Truc, Alexandre. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001873.

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2023Capacity planning for effective cohorting of hemodialysis patients during the coronavirus pandemic: A case study. (2023). Tuglular, Serhan ; Gunes, Evrim D ; Balcik, Burcu ; Kurbanzade, Ali Kaan ; Ozmemis, Cagri. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:1:p:276-291.

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2023Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431.

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2023The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Stawasz-Grabowska, Ewa ; Janus, Jakub ; Grabowski, Wojciech. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x.

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2023Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets. (2023). Kiohos, Apostolos ; Nikas, Christos ; Stoupos, Nikolaos. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001091.

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2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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2023Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts. (2023). Escribano, Alvaro ; Blazsek, Szabolcs. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000208.

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2023Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

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2023Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419.

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2023Institutions for effective climate policymaking: Lessons from the case of the United Kingdom. (2023). Fairbrother, Malcolm ; Rhodes, Ekaterina ; Gransaull, Gareth. In: Energy Policy. RePEc:eee:enepol:v:175:y:2023:i:c:s0301421523000691.

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2023Could financial development eliminate energy poverty through renewable energy in Poland?. (2023). Mikayilov, Jeyhun I ; Mukhtarov, Shahriyar. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003324.

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2023Digitalization in decarbonizing electricity systems – Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033.

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2023Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329.

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2023Memory long and short term time series network for ultra-short-term photovoltaic power forecasting. (2023). Yang, Mengyuan ; Huang, Congzhi. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223013555.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2023Broadband internet and stock market participation. (2023). Lu, Weijie ; Zhou, Yang ; Niu, Geng ; Wang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004239.

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2023Multifractal cross-correlations between green bonds and financial assets. (2023). Tabak, Benjamin M. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007796.

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2023Evaluation of the best M4 competition methods for small area population forecasting. (2023). Temple, Jeromey ; Grossman, Irina ; Wilson, Tom. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:110-122.

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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023The accuracy of IMF crises nowcasts. (2023). Rollinson, Yuan Gao ; Eicher, Theo S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:431-449.

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2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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2023Distributed ARIMA models for ultra-long time series. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184.

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2023fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317.

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2023Risk sharing channels in OECD countries: A heterogeneous panel VAR approach. (2023). Asdrubali, Pierfederico ; Poncela, Pilar ; Pericoli, Filippo Maria ; Kim, Soyoung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000050.

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2023Fiscal policy, macroeconomic performance and industry structure in a small open economy. (2023). Strom, Birger ; Skretting, Julia ; Kolsrud, Dag ; Hungnes, Hvard ; Hammersland, Roger ; Cappelen, Dne ; von Brasch, Thomas ; Boug, PL ; Vigtel, Trond C. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000241.

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2023The asymmetric impact of global economic policy uncertainty on international grain prices. (2023). Luo, Tianyuan ; Li, Jieyu ; Long, Shaobo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000307.

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2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

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2023Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Modelling the unit root properties of electricity data—A general note on time-domain applications. (2023). Strielkowski, Wadim ; Schneider, Nicolas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123002406.

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2023Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach. (2023). Zhou, Weihua ; Chen, Songlin ; Xiao, Qin ; Dai, Hongyan. In: International Journal of Production Economics. RePEc:eee:proeco:v:259:y:2023:i:c:s0925527323000658.

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2023Paradox of stationarity? A policy target dilemma for policymakers. (2023). Morgan, Jamie ; Nasir, Muhammad Ali. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:142-145.

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2023The artificial intelligence-assisted short-term optimal scheduling of a cascade hydro-photovoltaic complementary system with hybrid time steps. (2023). Kurban, Aynur ; He, YI ; Zheng, Kun ; Guo, SU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:1169-1189.

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2023Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195.

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2023What determines private and household savings in India?. (2023). Nath, Hiranya ; Ghosh, Soumya Kanti. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:639-651.

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2023Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. (2023). Lesame, Keagile ; Gupta, Rangan ; Christou, Christina ; Bouras, Christos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000788.

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2023Reconsidering the relationship between health and income in the UK. (2023). Watson, Duncan ; Cook, Steve ; Chowdhury, Rosen. In: Social Science & Medicine. RePEc:eee:socmed:v:332:y:2023:i:c:s0277953623004513.

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2023Does r-g cause wealth inequality? The case of the United States/¿La r-g causa la desigualdad de la riqueza? El caso de Estados Unidos. (2023). Ventosa-Santaulària, Daniel ; Ventosa-Santaularia, Daniel ; Strauss, David. In: Estudios Económicos. RePEc:emx:esteco:v:38:y:2023:i:2:p:183-224.

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2023The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?. (2023). Nguyen, My T ; Mitchell, James ; Filippou, Ilias. In: Working Papers. RePEc:fip:fedcwq:96636.

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2023The Impact of the COVID-19 Pandemic on the Use of the Menor Preço Brasil Application. (2023). Fochezatto, Adelar ; Tonetto, Jorge Luis ; Pique, Josep Miquel. In: Administrative Sciences. RePEc:gam:jadmsc:v:13:y:2023:i:11:p:229-:d:1267156.

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2023An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets. (2023). Goodwin, Barry ; Riquelme, Andres ; Guney, Selin. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:3:p:515-:d:1075655.

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2023Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:9-:d:1092261.

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2023Modeling COVID-19 Infection Rates by Regime-Switching Unobserved Components Models. (2023). Hartl, Tobias ; Haimerl, Paul. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:10-:d:1115213.

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2023Assessing the Energy Efficiency Gains and Savings in China’s 2060 Carbon-Neutral Plan. (2023). Mauleon, Ignacio ; Zhang, Chong. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:19:p:6863-:d:1249950.

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2023ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193.

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2023Forecasting the Monash Microgrid for the IEEE-CIS Technical Challenge. (2023). Bean, Richard. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1050-:d:1039403.

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2023Research on the Relationship between CO 2 Emissions, Road Transport, Economic Growth and Energy Consumption on the Example of the Visegrad Group Countries. (2023). Cka, Irena ; Supro, Baej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1340-:d:1048041.

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2023Enhancing Smart Home Design with AI Models: A Case Study of Living Spaces Implementation Review. (2023). Almssad, Asaad ; Yitmen, Ibrahim ; Almusaed, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2636-:d:1094089.

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2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

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2023The Governance and Disclosure of IFRS 9 Economic Scenarios. (2023). Stander, Yolanda S. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:47-:d:1033854.

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2023Caring for Blue-Green Solutions (BGS) in Everyday Life: An Investigation of Recreational Use, Neighborhood Preferences and Willingness to Pay in Augustenborg, Malmö. (2023). Sternudd, Catharina ; Karrholm, Mattias ; Jonsson, Karin ; Haghighatafshar, Salar ; Nordstrom, Jonas ; Mottaghi, Misagh. In: Land. RePEc:gam:jlands:v:12:y:2023:i:2:p:336-:d:1047591.

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2023.

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2023Oil and Non-Oil Determinants of Saudi Arabia’s International Competitiveness: Historical Analysis and Policy Simulations. (2023). Razek, Noha ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:9011-:d:1162758.

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2023Effects of FDI, External Trade, and Human Capital of the ICT Industry on Sustainable Development in Taiwan. (2023). Do, Sang ; Lin, Yu Cheng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11467-:d:1201461.

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2023Analyzing the Progress of China and the World in Achieving Sustainable Development Goals 7 and 13. (2023). Abudu, Hermas ; Alemzero, David ; Xiong, Shuwen ; Hossin, Md Altab. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14115-:d:1246374.

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2023On the Determinants of Bitcoin Returns and Volatility: What We Get from Gets?. (2023). el Montasser, Ghassen ; Messai, Ahlem Selma ; Benhamed, Adel. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1761-:d:1038511.

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2023Comprehensive Review on Waste Generation Modeling. (2023). Szasziova, Lenka ; Roseck, Martin ; Smejkalova, Veronika ; Omplak, Radovan ; Pavlas, Martin ; Hrabec, Duan ; Nevrl, Vlastimir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3278-:d:1064709.

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2023Understanding Trend Inflation Through the Lens of the Goods and Services Sectors. (2023). Wong, Benjamin ; Eo, Yunjong ; Uzeda, Luis. In: Discussion Paper Series. RePEc:iek:wpaper:2301.

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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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2007Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
2011The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2011The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
2002Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article9
2000Forecast Failure, Expectations Formation, and the Lucas Critique.(2000) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		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.
[Full Text][Citation analysis]		article139
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 139		paper
2000Explaining Cointegration Analysis: Part 1 In: The Energy Journal.
[Full Text][Citation analysis]		article267
2001Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 267		article
2000Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 267		paper
1996MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers.
[Full Text][Citation analysis]		paper80
1996Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
This paper has nother version. Agregated cites: 80		article
1996Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
1998FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers.
[Full Text][Citation analysis]		paper42
2001Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal.
[Citation analysis]
This paper has nother version. Agregated cites: 42		article
2000Forecasting with Difference-Stationary and Trend-Stationary Models.(2000) In: Economics Series Working Papers.
[Full Text][Citation analysis]
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1998Forecasting with Difference-Stationary and Trend-Stationary Models..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
1979EXOGENEITY In: Economic Research Papers.
[Full Text][Citation analysis]		paper48
1983Exogeneity.(1983) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 48		paper
1983Exogeneity..(1983) In: Econometrica.
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This paper has nother version. Agregated cites: 48		article
1979Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 48		paper
2022Forecasting: theory and practice In: Papers.
[Full Text][Citation analysis]		paper37
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 37		article
1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]		article87
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 87		paper
2007Co-Breaking: Recent Advances and a Synopsis of the Literature In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article47
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article129
2010Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		paper
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		article
2000Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan In: The Economic Record.
[Full Text][Citation analysis]		article0
2000Reconstructing Aggregate Euro?zone Data In: Journal of Common Market Studies.
[Full Text][Citation analysis]		article25
1998Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article90
2002Applied Econometrics without Sinning In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article7
2016DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article19
2016Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation.(2016) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
1996Obituary: Jan Tinbergen, 1903–94 In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article0
1983On High and Low R2 Contributions. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article1
1984An Econometric Model of United Kingdom Building Societies. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article5
1986Using PC-GIVE in Econometrics Teaching. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article5
1986Econometric Modelling with Cointegrated Variables: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article149
1991Using PC-NAIVE in Teaching Econometrics. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article0
1992Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article20
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article26
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2003Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2003Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article35
2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article118
2004We Ran One Regression.(2004) In: Economics Papers.
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This paper has nother version. Agregated cites: 118		paper
2005Regression Models with Data?based Indicator Variables In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article26
2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2005Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article10
2005Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article10
2008Foreword In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2008Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2008Log Income vs. Linear Income: An Application of the Encompassing Principle* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
1991Log Income vs. Linear Income: An Application of the Encompassing Principle.(1991) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2008Linear vs. Log?linear Unit?Root Specification: An Application of Mis?specification Encompassing* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article4
2011Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2012Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series.
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This paper has nother version. Agregated cites: 4		paper
1998The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article22
1997The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2004The Nobel Memorial Prize for Clive W. J. Granger In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article9
2016Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article3
1966SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
1983Econometric Modelling: The Consumption Function in Retrospect. In: Scottish Journal of Political Economy.
[Citation analysis]		article35
2013Econometric Modelling: The ‘Consumption Function’ In Retrospect.(2013) In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
1994Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy.
[Citation analysis]		article67
1997The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article36
2013Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220 In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
2021Modeling and forecasting the COVID?19 pandemic time?series data In: Social Science Quarterly.
[Full Text][Citation analysis]		article0
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
2008Economic Forecasting in a Changing World In: Capitalism and Society.
[Full Text][Citation analysis]		article19
2009Comment on Excessive Ambitions (by Jon Elster) In: Capitalism and Society.
[Full Text][Citation analysis]		article1
2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article18
2011Evaluating Automatic Model Selection In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article60
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).
[Full Text][Citation analysis]		paper5
1985Small-Sample Properties of ARCH Estimators and Tests. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article39
1987Recent developments in the theory of encompassing In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper13
1983The econometric analysis of economic time series In: LIDAM Reprints CORE.
[Citation analysis]		paper69
2006Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper51
2006Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series.
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This paper has nother version. Agregated cites: 51		paper
1985Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
1995The Foundations of Econometric Analysis In: Cambridge Books.
[Citation analysis]		book98
1997The Foundations of Econometric Analysis.(1997) In: Cambridge Books.
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This paper has nother version. Agregated cites: 98		book
1998Forecasting Economic Time Series In: Cambridge Books.
[Citation analysis]		book515
1998Forecasting Economic Time Series.(1998) In: Cambridge Books.
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1996Encompassing and Specificity In: Econometric Theory.
[Full Text][Citation analysis]		article7
2003J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY In: Econometric Theory.
[Full Text][Citation analysis]		article15
2005A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory.
[Full Text][Citation analysis]		article10
2015MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory.
[Full Text][Citation analysis]		article24
2012Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers.
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1988Encompassing.(1988) In: National Institute Economic Review.
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2001An Historical Perspective on Forecast Errors.(2001) In: National Institute Economic Review.
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2009NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING.(2009) In: National Institute Economic Review.
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2017John Denis Sargan at the London School of Economics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper5
1975The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1975A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems In: Cowles Foundation Discussion Papers.
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2001Economic forecasting: some lessons from recent research In: Working Paper Series.
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2002Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002.
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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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This paper has nother version. Agregated cites: 91		paper
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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2001Constructing Historical Euro-Zone Data. In: Economic Journal.
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2000Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers.
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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.
[Full Text][Citation analysis]		article142
1978Econometric Modelling of the Aggregate Time-Series Relationship between Consumers Expenditure and Income in the United Kingdom. In: Economic Journal.
[Full Text][Citation analysis]		article499
1988Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment. In: Economic Journal.
[Full Text][Citation analysis]		article9
2004Unpredictability and the Foundations of Economic Forecasting In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]		paper7
2004Unpredictability and the Foundations of Economic Forecasting.(2004) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
1974Stochastic Specification in an Aggregate Demand Model of the United Kingdom. In: Econometrica.
[Full Text][Citation analysis]		article13
1977The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems. In: Econometrica.
[Full Text][Citation analysis]		article4
2000A General Forecast-error Taxonomy In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper4
1998Foreword by the Editors In: Econometrics Journal.
[Citation analysis]		article0
1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal.
[Citation analysis]		article59
2002Modelling methodology and forecast failure In: Econometrics Journal.
[Full Text][Citation analysis]		article34
2004Pooling of forecasts In: Econometrics Journal.
[Full Text][Citation analysis]		article217
2001Pooling of Forecasts.(2001) In: Economics Papers.
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This paper has nother version. Agregated cites: 217		paper
1997On congruent econometric relations : A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article12
2001Computer automation of general-to-specific model selection procedures In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article164
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.
[Citation analysis]
This paper has nother version. Agregated cites: 164		paper
1984Monte carlo experimentation in econometrics In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter84
1984Dynamic specification In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter145
2006Forecasting with Breaks In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter87
2011On adding over-identifying instrumental variables to simultaneous equations In: Economics Letters.
[Full Text][Citation analysis]		article2
2001Achievements and challenges in econometric methodology In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
1980Autoreg: a computer program library for dynamic econometric models with autoregressive errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2006Robustifying forecasts from equilibrium-correction systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article61
2010Forecasting with equilibrium-correction models during structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2008Forecasting with Equilibrium-correction Models during Structural Breaks.(2008) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2010A low-dimension portmanteau test for non-linearity In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2010A Low-Dimension Portmanteau Test for Non-linearity.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2012Model selection when there are multiple breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article65
2008Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
1981Model formulation to simplify selection when specification is uncertain In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2013Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
2014Model selection in under-specified equations facing breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2010Model Selection in Under-specified Equations Facing Breaks.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
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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