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

9305

Citations

RESEARCH PRODUCTION:

161

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: 298.    Total self citations: 144 (1.52 %)

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   Permalink: http://citec.repec.org/phe33
   Updated: 2023-11-04    RAS profile: 2023-05-09    
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Relations with other researchers


Works with:

Castle, Jennifer (20)

Doornik, Jurgen (13)

Martinez, Andrew (6)

Shang, Han Lin (2)

Thomakos, Dimitrios (2)

Reade, J (2)

Grossi, Luigi (2)

Franses, Philip Hans (2)

Li, Feng (2)

Rubaszek, Michał (2)

Fiszeder, Piotr (2)

Guidolin, Massimo (2)

Paccagnini, Alessia (2)

Clements, Michael (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)

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

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
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics3
Discussion Papers / University of Copenhagen. Department of Economics3
Economics Working Papers / European University Institute3
Working Paper Series / European Central Bank3
Economic Research Papers / University of Warwick - Department of Economics3
Working Papers / The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting2
Working Paper series / Rimini Centre for Economic Analysis2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing David F. Hendry (2023 and 2022)


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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2022Energy Dependency and Long-Run Growth. (2022). Novelli, Giacomo. In: FEEM Working Papers. RePEc:ags:feemwp:329650.

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2022Improving ERSs Net Cash Income Forecasts using USDA Baseline Projections. (2021). Bora, Siddhartha. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310528.

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2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

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

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

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2022Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors. (2021). Russell, Thomas M ; Gu, Jiaying. In: Papers. RePEc:arx:papers:2101.01254.

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

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

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

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2022Bootstrap Cointegration Tests in ARDL Models. (2022). Zoia, Maria Grazia ; Vacca, Gianmarco ; Bertelli, Stefano. In: Papers. RePEc:arx:papers:2204.04939.

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2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2022Choosing Exogeneity Assumptions in Potential Outcome Models. (2022). Poirier, Alexandre ; Masten, Matthew A. In: Papers. RePEc:arx:papers:2205.02288.

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2022A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668.

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2022Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187.

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2022Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832.

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2022Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557.

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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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2022Spatial-temporal dynamics of employment shocks in declining coal mining regions and potentialities of the just transition. (2022). Schwarz, Moritz ; Rafaty, Ryan ; Mark, Ebba. In: Papers. RePEc:arx:papers:2211.12619.

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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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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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2022Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning. (2022). Bromley, Thomas ; Guala, Diego ; Priazhkina, Sofia ; Skavysh, Vladimir. In: Staff Working Papers. RePEc:bca:bocawp:22-29.

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2022Causal Impulse Responses for Time Series. (2022). Marinho, Leonardo . In: Working Papers Series. RePEc:bcb:wpaper:570.

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2022Different Motives for Holding Cash in France: an Analysis of the Net Cash Issues of the Banque de France. (2022). Seitz, Franz ; de Pastor, Raymond ; Devigne, Lucas. In: Working papers. RePEc:bfr:banfra:888.

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2022Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations. (2022). Wang, Yongli ; Tavlas, George S ; Hall, Stephen G. In: Discussion Papers. RePEc:bir:birmec:22-12.

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2022Methods to evaluate institutional responses to performance?based research funding systems. (2022). Creedy, John ; Buckle, Robert A. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:3:p:615-634.

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2022Persistence analysis of research intensity in OECD countries since 1870. (2022). Gil-Alana, Luis ; Gilalana, Luis A ; Lopez, Gema ; Solarin, Sakiru Adebola. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:4:p:738-750.

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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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2022Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:4:p:1019-1046.

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2022Causal mediation analysis in economics: Objectives, assumptions, models. (2022). Celli, Viviana. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:214-234.

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2022Statistical modeling and inference in the era of Data Science and Graphical Causal modeling. (2022). Spanos, Aris. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1251-1287.

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

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

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2022Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852.

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2022The Canadian–US dollar exchange rate over the four decades of the post?Bretton Woods float: An econometric study allowing for structural breaks. (2022). James, Patrick ; Kurita, Takamitsu. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:856-883.

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2022A Guide to Autoregressive Distributed Lag Models for Impulse Response Estimations. (2022). Lee, Byoungchan ; Baek, Chaewon. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1101-1122.

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2022Testing the Presence of Outliers in Regression Models. (2022). Pretis, Felix ; Jiao, Xiyu. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:6:p:1452-1484.

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2022Forecasting Under Structural Breaks Using Improved Weighted Estimation. (2022). Parsaeian, Shahnaz ; Ullah, Aman ; Lee, Taehwy. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:6:p:1485-1501.

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2022Dynamic version of Okun’s law in the EU15 countries—The role of delays in the unemployment?output nexus. (2022). Obst, Thomas. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:225-241.

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2022Revisiting economic effectiveness of foreign aid: The case of Japanese aid to China. (2022). Wang, Maojun ; Shao, Jing. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:7:p:2284-2304.

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2022Aggregate density forecast of models using disaggregate data - A copula approach. (2022). Ingebrigtsen, Tobias ; Fastbo, Tuva Marie ; Paulsen, Kenneth Saterhagen . In: Working Paper. RePEc:bno:worpap:2022_5.

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2022.

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2022Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2022The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?. (2022). Papafilis, Michalis-Panayiotis ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:300.

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2022Geopolitical Risk and the LNG-LPG Trade. (2022). Konstantinos, Melas ; Nektarios, Michail. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:28:y:2022:i:3:p:243-265:n:3.

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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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2022EU-induced Financialisation and Its Impact on the Greek Wage Share, 1999-2021. (2022). Galanis, Giorgos ; Iliopoulos, Panagiotis ; Gouzoulis, Giorgos. In: Working Papers. RePEc:cgs:wpaper:109.

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2022Utilización de noticias de prensa como indicador de confianza económica en tiempo real. (2022). Cova, Juan Pablo ; Peralta, Hugo ; del Pilar, Maria. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:938.

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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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2022Sacrifice rate and labour precariousness in Mexico, 2005Q1-2019Q4. (2022). Tirado, Raul ; Loria, Eduardo. In: Revista Cuadernos de Economía. RePEc:col:000093:020609.

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2022Forecasting World Trade Using Big Data and Machine Learning Techniques. (2022). Kattenberg, Mark ; Hendriks, Bram ; Elbourne, Adam ; Dubovik, Andrei. In: CPB Discussion Paper. RePEc:cpb:discus:441.

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2022Migration and University Education: An Empirical (Macro) Link. (2022). Gang, Ira ; Epstein, Gil ; Ule, Akkoyunlu. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2211.

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2022Score-driven threshold ice-age models: benchmark models for long-run climate forecasts. (2022). Blazsek, Szabolcs ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:34757.

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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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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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2022Economic forecasting: some lessons from recent research. (2001). Hendry, David ; Clements, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20010082.

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2022“Is there any Causality between the Islamic Banks’ Deposit Returns and the Conventional Banks’ Interest Rates? Evidence from Malaysian Commercial Banking”. (2022). Samad, Abdus. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-3.

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

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2022Privacy-preserving federated learning for residential short-term load forecasting. (2022). Rieger, Alexander ; Lee, Chul Min ; Menci, Sergio Potenciano ; Fernandez, Joaquin Delgado ; Fridgen, Gilbert. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922011722.

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2022Forecasting in a complex environment: Machine learning sales expectations in a stock flow consistent agent-based simulation model. (2022). Russo, Alberto ; Catullo, Ermanno ; Gallegati, Mauro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001117.

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2022The asymmetric effects of international oil prices, oil price uncertainty and income on urban residents’ consumption in China. (2022). Zhang, Rui ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:789-805.

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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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2022Bootstrap cointegration tests in ARDL models. (2022). Zoia, Maria ; Vacca, Gianmarco ; Bertelli, Stefano. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002310.

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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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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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

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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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2022Crypto-assets, corruption, and capital controls: Cross-country correlations. (2022). Mauro, Paolo ; Imamoglu, Eslem ; Rozhkov, Dmitriy ; Primus, Keyra ; Honda, Jiro ; Gueorguiev, Nikolay ; Alnasaa, Marwa. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001239.

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2022Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices: A reparameterized approach. (2022). Han, Xiaoyi ; Zhu, Yanli ; Cai, Zhengzheng. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002361.

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2022How should parameter estimation be tailored to the objective?. (2022). Dumitrescu, Elena-Ivona ; Hansen, Peter Reinhard. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:535-558.

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2022Conditional rotation between forecasting models. (2022). Timmermann, Allan ; Zhu, Yinchu. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:329-347.

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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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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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2022The influence of electricity prices on saving electricity in production: Automated multivariate time-series analyses for 99 Danish trades and industries. (2022). Moller, Niels Framroze ; Bjerregaard, Casper. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988321003327.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2022Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249.

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2022Income and price elasticities of natural gas demand in Pakistan: A disaggregated analysis. (2022). Arif, Umaima ; Khan, Farzana Naheed ; Javid, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s014098832200353x.

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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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2022Cost, emission, and macroeconomic implications of diesel displacement in the Saudi agricultural sector: Options and policy insights. (2022). Felder, Frank A ; Algahtani, Goblan J ; Hasanov, Fakhri J ; Alatawi, Hatem ; al Atawi, Hatem ; Elshurafa, Amro M. In: Energy Policy. RePEc:eee:enepol:v:168:y:2022:i:c:s0301421522003159.

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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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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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2022A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016. (2022). Kohler, Karsten ; Calvert Jump, Robert. In: Explorations in Economic History. RePEc:eee:exehis:v:85:y:2022:i:c:s001449832200016x.

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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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This paper has another version. Agregated cites: 2
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2011The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers.
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paper2
2011The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2002Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics.
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article9
2000Forecast Failure, Expectations Formation, and the Lucas Critique.(2000) In: Economics Papers.
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This paper has another 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.
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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.
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This paper has another version. Agregated cites: 139
paper
2000Explaining Cointegration Analysis: Part 1 In: The Energy Journal.
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article265
2001Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal.
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This paper has another version. Agregated cites: 265
article
2000Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers.
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This paper has another version. Agregated cites: 265
paper
1996MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers.
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paper80
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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paper42
2001Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal.
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article
2000Forecasting with Difference-Stationary and Trend-Stationary Models.(2000) In: Economics Series Working Papers.
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paper
1998Forecasting with Difference-Stationary and Trend-Stationary Models..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 42
paper
1979EXOGENEITY In: Economic Research Papers.
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paper48
1983Exogeneity.(1983) In: LIDAM Reprints CORE.
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paper
1983Exogeneity..(1983) In: Econometrica.
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article
1979Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS).
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paper
2022Forecasting: theory and practice In: Papers.
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paper30
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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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 another version. Agregated cites: 87
paper
2007Co-Breaking: Recent Advances and a Synopsis of the Literature In: Journal of Business & Economic Statistics.
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article47
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
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article129
2010Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series.
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This paper has another version. Agregated cites: 129
paper
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics.
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article
2000Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan In: The Economic Record.
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article0
2000Reconstructing Aggregate Euro?zone Data In: Journal of Common Market Studies.
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article25
1998Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys.
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article90
2002Applied Econometrics without Sinning In: Journal of Economic Surveys.
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article7
2016DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION In: Journal of Economic Surveys.
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article19
2016Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation.(2016) In: Economics Series Working Papers.
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paper
1996Obituary: Jan Tinbergen, 1903–94 In: Journal of the Royal Statistical Society Series A.
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article0
1983On High and Low R2 Contributions. In: Oxford Bulletin of Economics and Statistics.
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article1
1984An Econometric Model of United Kingdom Building Societies. In: Oxford Bulletin of Economics and Statistics.
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article5
1986Using PC-GIVE in Econometrics Teaching. In: Oxford Bulletin of Economics and Statistics.
[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.
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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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article35
2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
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article118
2004We Ran One Regression.(2004) In: Economics Papers.
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2005Regression Models with Data?based Indicator Variables In: Oxford Bulletin of Economics and Statistics.
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article26
2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
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paper
2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
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paper
2005Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics.
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article10
2005Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics.
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article10
2008Foreword In: Oxford Bulletin of Economics and Statistics.
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article0
2008Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics.
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article2
2008Log Income vs. Linear Income: An Application of the Encompassing Principle* In: Oxford Bulletin of Economics and Statistics.
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article9
1991Log Income vs. Linear Income: An Application of the Encompassing Principle.(1991) In: Working Papers.
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paper
2008Linear vs. Log?linear Unit?Root Specification: An Application of Mis?specification Encompassing* In: Oxford Bulletin of Economics and Statistics.
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article3
2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
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article4
2011Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 4
paper
2012Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series.
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This paper has another version. Agregated cites: 4
paper
1998The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics.
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article22
1997The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 22
paper
2004The Nobel Memorial Prize for Clive W. J. Granger In: Scandinavian Journal of Economics.
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article9
2016Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]
article3
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]
article35
2013Econometric Modelling: The ‘Consumption Function’ In Retrospect.(2013) In: Scottish Journal of Political Economy.
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This paper has another 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.
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article36
2013Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220 In: Scottish Journal of Political Economy.
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article0
2021Modeling and forecasting the COVID?19 pandemic time?series data In: Social Science Quarterly.
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article0
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics.
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paper0
2008Economic Forecasting in a Changing World In: Capitalism and Society.
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article19
2009Comment on Excessive Ambitions (by Jon Elster) In: Capitalism and Society.
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article1
2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
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article18
2011Evaluating Automatic Model Selection In: Journal of Time Series Econometrics.
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article59
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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paper5
1985Small-Sample Properties of ARCH Estimators and Tests. In: Canadian Journal of Economics.
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article39
1987Recent developments in the theory of encompassing In: LIDAM Discussion Papers CORE.
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paper13
1983The econometric analysis of economic time series In: LIDAM Reprints CORE.
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paper69
2006Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers.
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paper51
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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paper4
1995The Foundations of Econometric Analysis In: Cambridge Books.
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book98
1997The Foundations of Econometric Analysis.(1997) In: Cambridge Books.
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book
1998Forecasting Economic Time Series In: Cambridge Books.
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book513
1998Forecasting Economic Time Series.(1998) In: Cambridge Books.
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book
1996Encompassing and Specificity In: Econometric Theory.
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article7
2003J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY In: Econometric Theory.
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article15
2005A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory.
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article10
2015MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory.
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article24
2012Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers.
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article3
1988Encompassing.(1988) In: National Institute Economic Review.
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article1
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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article2
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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paper91
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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2003The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003.
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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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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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2004Unpredictability and the Foundations of Economic Forecasting In: Econometric Society 2004 Australasian Meetings.
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2004Unpredictability and the Foundations of Economic Forecasting.(2004) In: Economics Papers.
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1974Stochastic Specification in an Aggregate Demand Model of the United Kingdom. In: Econometrica.
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1977The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems. In: Econometrica.
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2000A General Forecast-error Taxonomy In: Econometric Society World Congress 2000 Contributed Papers.
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1998Foreword by the Editors In: Econometrics Journal.
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1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal.
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2002Modelling methodology and forecast failure In: Econometrics Journal.
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2004Pooling of forecasts In: Econometrics Journal.
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2001Pooling of Forecasts.(2001) In: Economics Papers.
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1997On congruent econometric relations : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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2001Computer automation of general-to-specific model selection procedures In: Journal of Economic Dynamics and Control.
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2000Computer Automation of General-to-Specific Model Selection Procedures.(2000) In: Economics Series Working Papers.
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1999Computer Automation of General-to-Specific Model Selection Procedures.(1999) In: Computing in Economics and Finance 1999.
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1984Monte carlo experimentation in econometrics In: Handbook of Econometrics.
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1984Dynamic specification In: Handbook of Econometrics.
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2006Forecasting with Breaks In: Handbook of Economic Forecasting.
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2011On adding over-identifying instrumental variables to simultaneous equations In: Economics Letters.
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2001Achievements and challenges in econometric methodology In: Journal of Econometrics.
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1980Autoreg: a computer program library for dynamic econometric models with autoregressive errors In: Journal of Econometrics.
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2006Robustifying forecasts from equilibrium-correction systems In: Journal of Econometrics.
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2010Forecasting with equilibrium-correction models during structural breaks In: Journal of Econometrics.
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2008Forecasting with Equilibrium-correction Models during Structural Breaks.(2008) In: Economics Series Working Papers.
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2010A low-dimension portmanteau test for non-linearity In: Journal of Econometrics.
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2010A Low-Dimension Portmanteau Test for Non-linearity.(2010) In: Economics Series Working Papers.
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2012Model selection when there are multiple breaks In: Journal of Econometrics.
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2008Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers.
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1981Model formulation to simplify selection when specification is uncertain In: Journal of Econometrics.
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2013Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics.
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2014Model selection in under-specified equations facing breaks In: Journal of Econometrics.
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2010Model Selection in Under-specified Equations Facing Breaks.(2010) In: Economics Series Working Papers.
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2014Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics.
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2013Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers.
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2011Unpredictability in Economic Analyis, Econometric Modelling and Forecasting.(2011) In: Economics Series Working Papers.
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1982A reply to Professors Maasoumi and Phillips In: Journal of Econometrics.
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1982On the formulation of empirical models in dynamic econometrics In: Journal of Econometrics.
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1974Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares In: Journal of Econometrics.
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1988Econometric analysis of small linear systems using PC-FIML In: Journal of Econometrics.
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1990An analogue model of phase-averaging procedures In: Journal of Econometrics.
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1987An analogue model of phase-averaging procedures.(1987) In: International Finance Discussion Papers.
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1993Testing superexogeneity and invariance in regression models In: Journal of Econometrics.
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1990TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS..(1990) In: Economics Series Working Papers.
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1994Encompassing in stationary linear dynamic models In: Journal of Econometrics.
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1996Cointegration tests in the presence of structural breaks In: Journal of Econometrics.
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1993Cointegration tests in the presence of structural breaks.(1993) In: International Finance Discussion Papers.
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1981Interpreting econometric evidence : The behaviour of consumers expenditure in the UK In: European Economic Review.
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