David Forbes Hendry

David Forbes Hendry's AcademicInfluence.com Rankings

David Forbes Hendry

Economics

#292

World Rank

#373

Historical Rank

Econometrics

#18

World Rank

#19

Historical Rank

economics Degrees

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Economics

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According to Wikipedia, Sir David Forbes Hendry, FBA CStat is a British econometrician, currently a professor of economics and from 2001 to 2007 was head of the economics department at the University of Oxford. He is also a professorial fellow at Nuffield College, Oxford.

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David Forbes Hendry's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Co-Integration and Error Correction : Representation , Estimation , and Testing (2007) (5889)
Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993) (2349)
Testing for a Unit Root (1993) (1227)
Econometrics-Alchemy or Science? (1980) (860)
Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England. (1978) (621)
Explaining Cointegration Analysis: Part II (2000) (592)
Forecasting Economic Time Series (2000) (563)
Econometric Evaluation of Linear Macro-Economic Models (1986) (551)
On the Formulation of Empirical-models in Dynamic Econometrics (1982) (544)
Forecasting Non-Stationary Economic Time Series (1999) (385)
The Properties of Automatic Gets Modelling (2004) (380)
Computer Automation of General-to-Specific Model Selection Procedures (2001) (377)
On the limitations of comparing mean square forecast errors (1993) (367)
The Econometric-analysis of Economic Time-series (1983) (363)
Modeling the demand for narrow money in the United Kingdom and the United States (1990) (359)
An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz (1989) (338)
Testing superexogeneity and invariance in regression models (1993) (319)
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR (1990) (313)
A companion to economic forecasting (2004) (290)
Explaining Cointegration Analysis : Part I (1999) (289)
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte-Carlo Evidence (2009) (288)
Automatic selection of indicators in a fully saturated regression (2008) (280)
Forecasting in Cointegrated Systems (1995) (270)
The Demand for M1 in the U.S.A., 1960–1988 (1992) (256)
Monte carlo experimentation in econometrics (1984) (239)
Liquidity and Inflation Effects on Consumers' Expenditure (1981) (233)
Econometric Modelling with Cointegrated Variables: An Overview (2009) (228)
Inference in Cointegrating Models: UK M1 Revisited (1998) (218)
Error Correction and the Econometric Analysis of Non-Stationary Data (1996) (218)
Cointegration tests in the presence of structural breaks (1993) (214)
Intercept Corrections and Structural Change (1996) (209)
Chapter 18 Dynamic specification (1984) (208)
General-to-Specific Modeling: An Overview and Selected Bibliography (2005) (208)
The Foundations of Econometric Analysis (1995) (195)
The encompassing implications of feedback versus feedforward mechanisms in econometrics (1988) (195)
Modelling UK inflation, 1875–1991 (2001) (195)
Testing the lucas critique: A review (1992) (192)
Constructing Historical Euro-Zone Data (2001) (184)
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate (2009) (181)
The structure of simultaneous equations estimators (1976) (175)
ECONOMETRIC MODELLING: THE “CONSUMPTION FUNCTION” IN RETROSPECT* (1983) (172)
Modelling Linear Dynamic Econometric Systems (1994) (171)
Improving on "Data mining reconsidered" by K.D. Hoover and S.J. Perez (1999) (163)
PcGive 8.0 : an interactive econometric modelling system (1990) (156)
Modelling Dynamic Systems Using PcGive (2001) (154)
Model selection when there are multiple breaks (2012) (153)
Econometrics and Quantitative Economics. (1985) (152)
Forecasting with Breaks (2006) (146)
A Random-Difference Series for Use in the Analysis of Time Series (Journal of the American Statistical Association, vol. 29,934, pp. 11–24 (data cut)) (1995) (142)
Small-Sample Properties of ARCH Estimators and Tests (1985) (140)
An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification (1980) (135)
Evaluating Automatic Model Selection (2011) (135)
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK☆ (1981) (133)
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK (1998) (131)
Non-Parametric Direct Multi-Step Estimation for Forecasting Economic Processes (2004) (129)
Econometrics: Alchemy or Science? : Essays in Econometric Methodology (1992) (125)
PcFiml 8.0 : interactive econometric modelling of dynamic systems (1995) (120)
Detecting Location Shifts during Model Selection by Step-Indicator Saturation (2015) (119)
Monetary Economic Myth and Econometric Reality (1985) (115)
On detectable and non-detectable structural change (2000) (114)
New Developments in Automatic General-to-specific Modelling (2001) (114)
Multi-Step Estimation For Forecasting (2009) (113)
Forecasting Economic Aggregates by Disaggregates (2006) (113)
Predictive failure and econometric modelling in macroeconomics: the transactions demand for money (2005) (113)
Econometric methodology: a personal perspective (2005) (112)
An Automatic Test of Super Exogeneity (2010) (110)
Recent developments in the theory of encompassing (1987) (109)
Robustifying forecasts from equilibrium-correction systems (2006) (106)
The Implications for Econometric Modelling of Forecast Failure (1997) (103)
The computer as von Neumann planned it (1993) (103)
Empirical Model Discovery and Theory Evaluation (2010) (102)
The Oxford handbook of economic forecasting (2011) (95)
Econometric Modeling: A Likelihood Approach (2007) (93)
Givewin: An Interface for Empirical Modelling (1999) (89)
Consistent Model Selection by an Automatic "Gets" Approach (2003) (87)
The demand for broad money in the United Kingdom (1998) (86)
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom (1993) (85)
TESTING INTEGRATION AND COINTEGRATION: AN OVERVIEW (1992) (83)
The future of macroeconomics: Macro theory and models at the Bank of England (2018) (82)
Vibro-impact responses of capsule system with various friction models (2013) (82)
Stochastic Specification in an Aggregate Demand Model of the United Kingdom (1974) (82)
Forecasting economic processes (1998) (81)
A Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots (1991) (79)
The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass (2009) (78)
Forecasting: theory and practice (2020) (78)
An empirical study of seasonal unit roots in forecasting (1997) (78)
An evaluation of forecasting using leading indicators (1994) (77)
Understanding Economic Forecasts (2003) (77)
Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom (1975) (76)
Nowcasting is not Just Contemporaneous Forecasting (2009) (75)
The Demand for Broad Money in the United Kingdom, 1878-1993 (1997) (73)
Unpredictability in economic analysis, econometric modeling and forecasting (2014) (73)
Empirical Econometric Modelling. (2009) (71)
Co-Breaking (2007) (71)
Robustifying Forecasts from Equilibrium-Correction Models (2004) (71)
Empirical Model Discovery and Theory Evaluation: Automatic Selection Methods in Econometrics (2014) (69)
Forecasting with difference‐stationary and trend‐stationary models (2001) (66)
Regression Models with Data-Based Indicator Variables (2005) (66)
Econometrics and Business Cycle Empirics (1995) (66)
Macro-economic Forecasting and Modelling (1995) (65)
On the interactions of unit roots and exogeneity (1995) (62)
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (1974) (61)
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction (1971) (60)
Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study (1972) (60)
A Conversation on Econometric Methodology (1990) (58)
On winning forecasting competitions in economics (1999) (57)
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY (2014) (57)
Statistical model selection with “Big Data” (2015) (57)
Econometric Modelling of Time Series with Outlying Observations (2011) (56)
The ET Dialogue: A Conversation on Econometric Methodology. (1990) (56)
Forecasting with equilibrium-correction models during structural breaks (2008) (56)
Forecasting by factors, by variables, by both or neither? (2013) (56)
General-to-Specific Modelling (2005) (56)
A low-dimension portmanteau test for non-linearity (2010) (54)
Selecting a Regression Saturated by Indicators (2007) (54)
Epilogue: The Success of General‐To‐Specific Model Selection (2000) (53)
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors (1979) (52)
The Demand for M1 in the USA: A Reply (1993) (51)
Assertion without empirical basis: an econometric appraisal of monetary trends in... the United Kingdom, by Milton Friedman and Anna J. Schwartz (1985) (51)
Guest Editors' Introduction: Information in Economic Forecasting (2005) (50)
Economic Forecasting in a Changing World (2008) (48)
Econometric analysis of small linear systems using PC-FIML (1988) (48)
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts (2001) (46)
Robust Approaches to Forecasting (2015) (45)
On the Mathematical Basis of Inter-temporal Optimization (2010) (44)
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (2003) (44)
The Long-Run Determinants of UK Wages, 1860-2004 (2009) (42)
Achievements and challenges in econometric methodology (2001) (42)
Autoreg: a computer program library for dynamic econometric models with autoregressive errors (1980) (42)
The Econometrics of Macroeconomic Forecasting (1997) (40)
Step-indicator Saturation (2013) (38)
Encompassing and rational expectations: How sequential corroboration can imply refutation (1999) (37)
On the constancy of time-series econometric equations (1996) (36)
Short-term forecasting of the coronavirus pandemic (2020) (35)
On the limitations of comparing mean square forecast errors: A reply (1993) (35)
A Re-analysis of Confluence Analysis (1989) (35)
Optimal Planning for Economic Stabilization: The Application of Control Theory to Stabilization Policy. (1974) (35)
On selecting policy analysis models by forecast accuracy (1999) (34)
Procrustean Econometrics: Stretching and Squeezing Data (1985) (34)
A comment on “Specification searches in spatial econometrics: The relevance of Hendry's methodology” (2006) (34)
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING (2005) (34)
Causality and Exogeneity in Non-stationary Economic Time Series (2004) (33)
Reconstructing Aggregate Euro-zone Data (2000) (33)
Automatic Selection for Non-linear Models (2012) (32)
On congruent econometric relations: A comment (1997) (32)
DECIDING BETWEEN ALTERNATIVE APPROACHES IN MACROECONOMICS (2018) (31)
Likelihood Evaluation for Dynamic Latent Variables Models (1992) (31)
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance (2017) (31)
Forecast Failure, Expectations Formation and the Lucas Critique (2000) (30)
Empirical modeling in dynamic econometrics (1986) (30)
Reformulating Empirical Macro-econometric Modelling (2001) (30)
Anthropogenic Influences on Atmospheric CO2 (2013) (29)
Explaining Forecast Failure in Macroeconomics (2007) (29)
Explaining the results of the M3 forecasting competition (Part of Commentaries on the M3-Competition) (2001) (29)
Forecasting Aggregates by Disaggregates (2005) (29)
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems (1977) (28)
Unpredictability and the Foundations of Economic Forecasting (2004) (28)
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts (2011) (28)
An Historical Perspective on Forecast Errors (2001) (28)
Economic forecasting in the face of structural breaks (2000) (27)
Reformulating empirical macroeconomic modelling (2000) (27)
Nowcasting from disaggregates in the face of location shifts (2010) (27)
Can Econometrics Improve Economic Forecasting (1994) (25)
Econometric Modelling (25)
An Overview of Economic Forecasting (2007) (25)
Encompassing in stationary linear dynamic models (1994) (25)
Automatic selection of indicators in a fully saturated regression (2008) (24)
An Econometric Analysis of Money Demand in Italy (1993) (24)
Econometric-analysis of Economic Time-series - Reply (1983) (24)
Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment (1988) (24)
The role of prediction in evaluating econometric models (1986) (24)
The theory of reduction in econometrics (1994) (24)
Conditional econometric modelling: an application to new house prices in the United Kingdom (1985) (23)
Automatic model selection: a new instrument for social science (2004) (23)
Chapter 16. New Developments in Automatic General-to-Specific Modeling (2003) (23)
An Overview of Forecasting Facing Breaks (2016) (22)
Inference in Cointegrated Models: UK M1 Revisited (1998) (22)
Testing the Invariance of Expectations Models of Inflation (2010) (22)
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview (2013) (22)
Sub-sample model selection procedures in general-to-specific modelling (2004) (22)
An analogue model of phase-averaging procedures (1987) (22)
Parallel computation in econometrics: a simplified approach (2004) (22)
Card forecasts for M4 (2020) (21)
A reply to Professors Maasoumi and Phillips (1982) (21)
Semi-automatic Non-linear Model selection (2013) (20)
Misspecification Testing: Non-Invariance of Expectations Models of Inflation (2014) (20)
Encompassing and Specificity (1996) (20)
Computationally intensive econometrics using a distributed matrix-programming language (2002) (20)
An Econometric Analysis of TV Advertising Expenditure in the United Kingdom. (1992) (19)
Model Selection in Under-specified Equations Facing Breaks (2014) (19)
PC-NAIVE: An Interactive Program for Monte Carlo Experimentation in Econometrics, Version 6.01. (1993) (19)
Statistical foundations of econometric modelling: Econometric modelling, a preliminary view (1986) (18)
Nonlinear Econometric Modeling in Time Series (2006) (18)
Open-Model Forecast-Error Taxonomies (2013) (17)
AUTOMATIC TESTS for SUPER EXOGENEITY (2007) (17)
Encompassing (1988) (17)
Constructing Historical EuroZone Data (17)
Evaluating multi-step system forecasts with relatively few forecast-error observations (2016) (17)
Econometric Modeling (2012) (17)
On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology (1983) (16)
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom (1998) (16)
Model Selection in Equations with Many ‘Small’ Effects (2013) (16)
The Econometrics of Economic Policy (1997) (16)
Bridging the Gap: Linking Economics and Econometrics (2005) (16)
Climate Econometrics: An Overview (2020) (16)
Comment on "Polynomial cointegration tests of anthropogenic impact on global warming" by Beenstock et al. (2012) - some hazards in econometric modelling of climate change (2013) (16)
On Asymptotic Theory and Finite Sample Experiments (1973) (16)
Empirical Economic Model Discovery and Theory Evaluation (2011) (15)
The Econometric Analysis of Economic Policy (2009) (14)
Model identification and non-unique structure (2001) (14)
Modelling our Changing World (2019) (14)
Forecasting and the UK business cycle (2001) (14)
Robust Discovery of Regression Models (2021) (14)
On the Mathematical Basis of Intertemporal Optimization (2010) (14)
Typologies of linear dynamic systems and models (1996) (14)
All Change! The Implications of Non-Stationarity for Empirical Modelling, Forecasting and Policy (2016) (13)
Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 (2008) (13)
Forecasting breaks and forecasting during breaks (2011) (13)
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation (2007) (12)
Linear Vs. Log-Linear Unit-Root Specification: An Application of Mis-Specification Encompassing (2008) (12)
Saturation in Autoregressive Models (2006) (12)
Resolving Three ‘Intractable’ Problems using a GetsApproach (2004) (12)
Modelling non-stationary ‘Big Data’ (2020) (11)
JOHN DENIS SARGAN (1997) (11)
Using PC-GIVE in Econometrics Teaching. (2009) (11)
Forecasting economic time series: Evaluating forecast accuracy (1998) (11)
The impact of integrated measurement errors on modeling long-run macroeconomic time series (2017) (11)
The analysis and forecasting of the British economy (1972) (10)
The Econometrics Journal of the Royal Economic Society (1998) (10)
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC (2021) (10)
bootstrapping a stable AD model: weak versus strong exogeneity (1997) (10)
THE ET INTERVIEW : PROFESSOR (2004) (10)
THE ET INTERVIEW : PROFESSOR (2004) (10)
THE ET INTERVIEW : PROFESSOR (2004) (10)
Modelling UK Inflation over the Long Run (2000) (9)
Report of a scoping study of forecasting in the national accounts at the Office for National Statistics (2003) (9)
Climate Change: Lessons for our Future from the Distant Past (2010) (9)
A reply to armstrong and fildes (1995) (9)
Forecasting Principles from Experience with Forecasting Competitions (2021) (9)
Encompassing and Rational Expectations : How Sequential Corroboration Can Imply Refutation (1989) (9)
On the Time‐Series Approach to Econometric Model Building (2000) (9)
Equilibrium-correction models (2010) (9)
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics (2001) (8)
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors (1976) (8)
Semi-Automatic Nonlinear Model Selection (2014) (8)
A General Forecast-error Taxonomy (2000) (8)
Guest Editors’ Introduction to Special Issue on Encompassing (2008) (8)
Modeling and forecasting the COVID‐19 pandemic time‐series data (2021) (8)
Forecasting from Structural Econometric Models (2012) (8)
What Needs Rethinking in Macroeconomics (2011) (7)
The Foundations of Econometric Analysis: Structure and Simultaneity (1995) (7)
Econometrics in action (1987) (7)
Econometric Modelling of Changing Time Series (2010) (7)
AN ECONOMETRIC MODEL OF UNITED KINGDOM BUILDING SOCIETIES (2009) (7)
Detectives of Change: Indicator Saturation (2019) (7)
The ET Interview: Professor H. O. A. Wold: 1908-1992. (1994) (7)
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics (2003) (7)
Smooth Robust Multi-Horizon Forecasts (2020) (6)
The Influence of A.W.H. Phillips on Econometrics (1996) (6)
Forecasting in macro-economics Michael P. Clements (1996) (6)
TheMethodology andPractice of Econometrics : a Festschrift in Honour of (6)
On not evaluating economic models by forecast outcomes (2011) (6)
Forecasting: An Essential Introduction (2019) (6)
On adding over-identifying instrumental variables to simultaneous equations (2011) (6)
Revisiting UK consumers’ expenditure: cointegration, breaks and robust forecasts (2011) (6)
The Econometrics of DHSY. (2011) (6)
Problems in Model Averaging with Dummy Variables (2005) (6)
Improving the teaching of econometrics (2016) (6)
First in, First out: Econometric Modelling of UK Annual CO2 Emissions, 1860–2017 (2020) (6)
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics (2012) (6)
On a Theory of Intercept Corrections in Macroeconometric Forecasting. (2011) (6)
Unpredictability in Economic Analyis, Econometric Modelling and Forecasting (2011) (5)
Obituary: John Denis Sargan, 1924-1996 (1997) (5)
Milton Friedman as an Empirical Modeler (2016) (5)
The Theory of Reduction (1995) (5)
Comment whither disequilibrium econometrics (1982) (5)
Identification and non-unique structure (2009) (4)
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations (2011) (4)
Extending the Boundaries of Automatic Selection : Non-linear Models (2008) (4)
Sub-sample Model Selection Procedures in Gets Modelling (2003) (4)
Some forecasting principles from the M4 competition (2019) (4)
Some Fallacies in Econometric Modelling of Climate Change (2013) (4)
Forecasting, Structural Breaks and Non-linearities (2007) (4)
Digital Holography: Digital Hologram Recording, Numerical Reconstruction and Related Techniques, U. Schnars, W. Jueptner (Eds.). Springer, Berlin (2005), (164 pp.+ix., $69.95), ISBN: 354021934-X (2006) (4)
A Low-Dimension Collinearity-Robust Test for Non-linearity (2007) (4)
Clive W.J. Granger and Cointegration (2017) (4)
Forecasting by factors, by variables, or both? (2012) (4)
The UK Demand for Broad Money over the Long run. (1997) (4)
Economic Cycles – Their Law and Cause (Macmillan, New York, 1914, pp. 68–80) (1995) (4)
Intertemporal Consumer Behaviour under Structural Changes in Income: Comment. (1989) (4)
Present Position and Potential Developments: Some Personal Views: Time-Series Econometrics. (1984) (4)
An Open-model Forecast-error Taxonomy (2011) (3)
Statistical foundations of econometric modelling: The general notion of expectation (1986) (3)
Chapter 11 Forecasting breaks and forecasting during breaks (2011) (3)
Statistical foundations of econometric modelling: List of symbols and abbreviations (1986) (3)
IN DYNAMIC SYSTEMS (1977) (3)
SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 (1966) (3)
A Modern Approach to Teaching Econometrics (2010) (3)
MATHEMATICAL MODELS AND ECONOMIC FORECASTING : SOME USES AND MISUSES OF MATHEMATICS IN ECONOMICS (2011) (3)
Special Issue on Encompassing (2008) (3)
Policy Analysis, Forediction, and Forecast Failure (2016) (3)
Professor H.O.A. Wold: 1908–1992 (1994) (3)
Towards FORTRAN VI? Part 2. FORTRAN in the Modern World (1969) (3)
The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw (1991) (3)
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen (2016) (3)
Statistical foundations of econometric modelling: Statistical models in econometrics (1986) (3)
Obituary: Jan Tinbergen, 1903–94 (1996) (3)
Milton Friedman and Data Adjustment (2017) (3)
Identifying the Causal Role of CO2 during the Ice Ages (2020) (3)
Forecasting (2019) (2)
Econometrics for Modelling Climate Change (2021) (2)
Model formulation to simplify selection when specification is uncertain (1981) (2)
Properties of Integrated Processes (1993) (2)
The Demand for M 1 in the USA : A Reply to (2007) (2)
Cointegration, Seasonality, Encompassing, and the Demand for Money in the UK. (2011) (2)
Linear Transformations, Error Correction, and the Long Run in Dynamic Regression (1993) (2)
Forecasting economic time series: First principles (1998) (2)
On High and Low R2 Contributions (2009) (2)
Overdeterminacy and endogenous cycles : Trygve Haavelmo ' s business cycle model and its implications for monetary policy (2011) (2)
The Bernoulli model, from Econometric Modeling: A Likelihood Approach (2007) (2)
Interpreting Linear Models (1995) (2)
Analysing differences between scenarios (2022) (2)
Forecasting the U.K. Economy. (1975) (2)
Key Concepts: A Series of Primers (2019) (2)
Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' (2013) (2)
Near and generous ? Gift propensity and chosen emotional distance (2011) (2)
John Denis Sargan at the London School of Economics (2017) (1)
Postscript: The Econometrics of PC‐GIVE (2000) (1)
Response to the Discussants of ‘Deciding between alternative approaches in macroeconomics’ (2018) (1)
A Window on Econometrics (1996) (1)
Statistical foundations of econometric modelling: The nature of statistical inference (1986) (1)
Analyzing Differences between Scenarios (2020) (1)
Monte Carlo Experimentation Using PC-NAIVE. (2011) (1)
PcGive Version 7. (1993) (1)
Discussion Paper Series Selecting a Model for Forecasting (2018) (1)
Testing Super Exogeneity (2014) (1)
Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan (2000) (1)
No . 07-26 Selecting a Regression Saturated by Indicators (2006) (1)
Book Reviews (2010) (1)
A Typology of Linear Dynamic Equations (1995) (1)
The Suntory and Toyota International Centres for Economics and Related Disciplines (2011) (1)
Comment on "Economic Forecasting in a (2008) (1)
Interpreting Econometric Evidence: The Behaviour of Consumers' Expenditure in the United Kingdom (2000) (1)
The Polymath: Combining Theory and Data (2019) (1)
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics (2021) (1)
Does an Empirical Economic Relation Have a Life? (2022) (1)
Forecasting economic time series: An introduction to forecasting (1998) (1)
Statistical foundations of econometric modelling: Descriptive study of data (1986) (1)
Imperfect Knowledge, Unpredictability and the Failures of Modern Macroeconomics (2017) (1)
Professor Sir Clive W.J. Granger and Cointegration (2010) (1)
Regression With Integrated Variables (1993) (1)
Multi-step estimation (1998) (1)
Short-term forecasting of the Coronavirus Pandemic-2020-04-27 (2020) (1)
Using PC-NAIVE in Teaching Econometrics (2009) (1)
Causality in Macroeconomics (2003) (1)
John Denis Sargan (1924–1996) (2019) (1)
In memory of Clive Granger: an advisory board member of the journal (2009) (1)
The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems (1975) (1)
Essays in econometrics and forecasting (2008) (1)
PC-GIVE. Version 6.01 (1990) (0)
Programmable Direct-Memory-Access Controller (1990) (0)
Statistical foundations of econometric modelling: The linear regression model III – departures from the assumptions underlying the probability model (1986) (0)
Background to Automatic Model Selection (2014) (0)
ECONOMIC METHODOLOGY, PHILOSOPHY & HISTORY | RESEARCH ARTICLE Statistical model selection with "Big Data" (2015) (0)
The Foundations of Econometric Analysis: Bibliography (1995) (0)
PAPER SERIES ON THE MATHEMATICAL BASIS OF INTERTEMPORAL OPTIMIZATION (2010) (0)
Detecting Outliers and Breaks Using IIS (2014) (0)
Statistical foundations of econometric modelling: References (1986) (0)
Simultaneous Equations Systems (1995) (0)
Forecasting using leading indicators (1998) (0)
Interviewed by Neil R. Ericsson (2004) (0)
Chapter 1 Open-model Forecast-error Taxonomies (2011) (0)
Statistical foundations of econometric modelling: The linear regression model II – departures from the assumptions underlying the statistical GM (1986) (0)
Re-Modeling Uk Real Consumers' Expenditure (2014) (0)
RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES (2010) (0)
Bias Correcting Selection Effects (2014) (0)
A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems (1975) (0)
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 (2022) (0)
Forecasting economic time series: Forecasting in cointegrated systems (1998) (0)
Statistical foundations of econometric modelling: The linear regression model I – specification, estimation and testing (1986) (0)
Forecasting economic time series: Forecasting in univariate processes (1998) (0)
More Variables than Observations (2014) (0)
DEPARTMENT OF ECONOMICS DISCUSSION PAPER SERIES Deciding Between Alternative Approaches In Macroeconomics (2016) (0)
Oxford’s Contributions to Econometrics (2021) (0)
Making Trends and Breaks Work to Our Advantage (2019) (0)
Statistical foundations of econometric modelling: Random vectors and their distributions (1986) (0)
Comparisons of 1-cut Selection with Autometrics (2014) (0)
Forecasting using Economic Systems in Uncertain Environments (2008) (0)
Statistical foundations of econometric modelling: The dynamic linear regression model (1986) (0)
Econometric methods for empirical climate modelling (2020) (0)
Statistical foundations of econometric modelling: The multivariate normal distribution (1986) (0)
Measurement Problems in Econometrics (1995) (0)
LANGUAGE DESIGN AND THE NEEDS OF STATISTICIANS (1969) (0)
Testing and Evaluation (1995) (0)
Why Is the World Always Changing? (2019) (0)
Conclusions: The Ever-Changing Way Forward (2019) (0)
Statistical foundations of econometric modelling: The linear regression model IV – departures from the sampling model assumption (1986) (0)
This is a postprint version of the following published document: Banerjee, Anindya; Dolado, Juan José ; Hendry, David F.; Smith, Gregor W. Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte-Carlo (2016) (0)
Impact of Diagnostic Tests (2014) (0)
Forecasting economic time series: Parsimony (1998) (0)
DISCUSSION PAPER SERIES EVALUATING AUTOMATIC MODEL SELECTION (2009) (0)
Econometric methods and applications in modelling non-stationary climate data (2015) (0)
Statistical foundations of econometric modelling: Preface (1986) (0)
Statistical foundations of econometric modelling: The multivariate linear regression model (1986) (0)
Statistical foundations of econometric modelling: Foreword by David Hendry (1986) (0)
Statistical foundations of econometric modelling: Estimation I – properties of estimators (1986) (0)
Co‐Integration in Individual Equations (1993) (0)
Forecasting economic time series: Preface (1998) (0)
ANTHROPOGENIC INFLUENCE ON ATMOSPHERIC (2011) (0)
Statistical foundations of econometric modelling: Probability (1986) (0)
Statistical foundations of econometric modelling: The simultaneous equations model (1986) (0)
A.W.H. Phillips's influence on econometrics (2000) (0)
Selecting a Model in One Decision (2014) (0)
PcGive Professional 8.0 and PcGive Student 8.0 (1995) (0)
Selecting Non-Linear Models (2014) (0)
Statistical foundations of econometric modelling: Estimation II – methods (1986) (0)
A comparison of degree classification using spectral techniques and average percentage (2011) (0)
Statistical foundations of econometric modelling: The Gauss linear model (1986) (0)
Elusive return predictability: discussion (2008) (0)
MAXIMUM LIKELIHOOD ESTIMATION OF SYSTEMS OF SIMUL- TANEOUS REGRESSION EQUATIONS WITH ERRORS GENER- (2016) (0)
Statistical foundations of econometric modelling: Introduction to asymptotic theory (1986) (0)
A Translation and Critique of the LSE Approach 1 Introduction The breakdown of the 1960 s consensus regarding the theoretical foundation of macroeconomics (2000) (0)
Exogeneity and Causality (1995) (0)
Statistical foundations of econometric modelling: Epilogue: towards a methodology of econometric modelling (1986) (0)
Econometric Tools and Techniques (1995) (0)
Empirical Modeling Illustrated (2014) (0)
Information in economics forecasting (2005) (0)
Chapter 10. Can we forecast breaks before they hit? (2019) (0)
Portfolio separation properties of the skew-elliptical distributions Memorandum (2011) (0)
Mathematical Methods for Optical Physics and Engineering, Gregory J. Gbur. Cambridge University Press, New York (2011) 818 pp., ISBN: 9780521516105, £55.0 (US$90.0) (2013) (0)
Forecasting economic time series: A theory of intercept corrections: beyond mechanistic forecasts (1998) (0)
Understanding Economic Forecasts: Editor's Introduction. (2011) (0)
Forecasting economic time series: Forecasting with large-scale macroeconometric models (1998) (0)
Statistical foundations of econometric modelling: Hypothesis testing and confidence regions (1986) (0)
Open-economy forecast-error taxonomies (2012) (0)
Statistical foundations of econometric modelling: Random variables and probability distributions (1986) (0)
Selecting Forecasting Models (2014) (0)
Five Sensitive Intervention Points to Achieve Climate Neutrality by 2050 (2022) (0)
Registration + Coffee / Tea Session 1 : Model Selection (2009) (0)
Cointegration Analysis : Part II (2000) (0)
Seeing into the Future (2019) (0)
Blackwell Companions to Contemporary Economics (2006) (0)
Co‐Integration in Systems of Equations (1993) (0)
Discussion of Elusive Return Predictability, by Allan Timmermann (2008) (0)
Model Selection in Underspecified Settings (2014) (0)
A strategy for achieving net-zero emissions by 2050 (2021) (0)
Retaining a Theory Model During Selection (2014) (0)
Machine-independent organic software tools (MINT) (2nd revised ed.) (1985) (0)
Advances in Economic Theory. Invited Papers for the 4th World Congress of the Econometric Society. (1984) (0)
Testing forecast accuracy (1998) (0)
WORKING PAPER SERIES Smooth Robust Multi-Horizon Forecasts (2020) (0)
Dynamics and Interdependence (1995) (0)
Modelling Cointegrated Processes Final Report (1999) (0)
Evaluating Model Selection (2014) (0)
Chapter 5. How uncertain are our forecasts? (2019) (0)
8. Forecasting Pitfalls (2015) (0)
Sir Clive W.J. Granger Memorial Special Issue on Econometrics Clive W.J. Granger and Cointegration (2017) (0)
Comment on "Excessive Ambitions" (by Jon Elster) (2009) (0)
Forecasting economic time series: Postscript (1998) (0)
Sir Clive W.J. Granger Memorial Special Issue on Econometrics: An Introduction (2017) (0)
Monte Carlo techniques (1998) (0)
Statistical foundations of econometric modelling: Functions of random variables (1986) (0)
The Foundations of Econometric Analysis: Introduction (1995) (0)
Resurgence of Instrument Variable Estimation and Fallacy of Endogeneity (2014) (0)
Preface to Econometric Modeling: A Likelihood Approach (2007) (0)
The Emerging Role of Econometrics in Economics (1995) (0)
PAPER SERIES UNPREDICTABILITY IN ECONOMIC ANALYSIS , ECONOMETRIC MODELING AND FORECASTING (2011) (0)
Economic Forecasting (2010) (0)
A Tale of Three Cities (2011) (0)
The 2-variable DGP (2014) (0)
Comment on “ Polynomial coint gration tests of anthropogenic impact on global warming ” by Beenstock et al . ( 2012 ) – Some fallacies in econometric modelling of climate (1985) (0)
Statistical foundations of econometric modelling: Asymptotic test procedures (1986) (0)
PAPER SERIES MODEL SELECTION WHEN THERE ARE MULTIPLE BREAKS (2008) (0)
An Overview of Forecasting Facing Breaks (2016) (0)
Impulse-Indicator Saturation for Multiple Breaks (2014) (0)
CENTRE FOR ECONOMETRIC ANALYSIS (2006) (0)
Role of Encompassing (2014) (0)
The Foundations of Econometric Analysis: Preface (1995) (0)
CREATES Research Paper 2007-36 Selecting a Regression Saturated by Indicators (2006) (0)
Statistical foundations of econometric modelling: Limit theorems (1986) (0)
Notes on Automatic Econometric Model Selection (2005) (0)
Statistical foundations of econometric modelling: Stochastic processes (1986) (0)
Comparisons of Autometrics with Other Approaches (2014) (0)
Ulysses: A functional description and simulation software system (1986) (0)

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