Access Statistics for David F. Hendry

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems 1 2 6 13 1 4 27 279
A General Forecast-error Taxonomy 1 4 22 232 1 13 54 623
A Low-Dimension Collinearity-Robust Test for Non-linearity 2 5 22 53 9 29 129 238
AUTOMATIC TESTS FOR SUPER EXOGENEITY 1 4 23 105 4 9 47 154
An Econometric Analysis of Money Demand in Italy 0 0 0 0 1 7 30 1,085
An analogue model of phase-averaging procedures 2 3 3 3 8 20 32 285
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 6 21 47 47 12 43 307 828
An evaluation of forecasting using leading indicators 6 15 30 557 7 21 52 1,024
Assertion without empirical basis: an econometric appraisal of monetary trends in... the United Kingdom, by Milton Friedman and Anna J. Schwartz 1 3 6 6 4 10 33 242
Beyer-Doornik-Hendry 3 12 27 225 5 20 58 899
Cointegration tests in the presence of structural breaks 5 16 18 18 10 26 46 535
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 3 12 18 18 6 20 48 385
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 1 5 14 154 3 18 75 702
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 1 4 10 43 141
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 0 19 70 311 1,591
Conditional econometric modelling: an application to new house prices in the United Kingdom 2 3 6 6 5 10 19 345
Constructing Historical Euro-Zone Data 0 0 0 2 4 17 54 519
Constructing Historical Euro-Zone Data 0 0 0 0 2 15 54 194
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR 0 0 0 1 5 18 67 183
Economic Forecasting: Some Lessons from Recent Research 3 9 31 404 5 14 74 595
Economic Forecasting: Some Lessons from Recent Research 3 7 29 312 7 13 65 725
Economic Forecasting: Some Lessons from Recent Research 2 6 14 38 5 12 34 117
Economic forecasting: some lessons from recent research 3 3 14 404 8 12 48 783
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 1 2 2 5 9 13 210
Exogeneity 0 0 0 0 4 21 67 72
Exogeneity, cointegration, and economic policy analysis 2 12 62 715 7 30 101 1,223
Explaining Cointegration Analysis: Part II 32 85 287 2,287 64 174 561 3,868
Forecast Failure, Expectations Formation, and the Lucas Critique 2 8 15 184 3 13 40 442
Forecasting Aggregates by Disaggregates 5 15 44 175 24 54 184 425
Forecasting Economic Aggregates by Disaggregates 4 7 21 153 14 29 79 419
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 6 20 72 183 15 70 214 357
Forecasting economic aggregates by disaggregates 6 10 25 155 7 17 61 310
Forecasting in Cointegrated Systems 0 0 0 4 6 17 31 93
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts 0 3 11 154 0 6 28 329
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 3 36 131 390 954
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 2 13 53 115 1,029
Forecasting with Equilibrium-correction Models during Structural Breaks 6 18 23 23 12 27 37 37
General-to-specific modeling: an overview and selected bibliography 8 38 104 366 17 67 179 498
Log Income vs. Linear Income: An Application of the Encompassing Principle 0 0 0 0 3 13 33 153
Log income versus linear income: an application of the encompassing principl 4 23 67 235 24 73 215 907
Model Identification and Non-unique Structure 1 3 7 80 5 14 32 315
Modeling the demand for narrow money in the United Kingdom and the United States 6 21 28 28 8 27 58 526
Modelling UK Inflation over the Long Run 0 0 0 0 3 9 44 148
Multi-Step Estimation for Forecasting 0 0 0 1 5 11 28 95
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 2 4 9 46 6 12 28 159
On Selecting Policy Analysis Models by Forecast Accuracy 0 0 0 0 5 25 138 766
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 10 24 97 297
On the interactions of unit roots and exogeneity 2 9 20 252 7 16 33 540
Pooling of Forecasts 1 5 23 229 4 11 37 559
Procrustean Econometrics: Stretching and Squeezing Data 1 3 8 52 3 6 28 417
Recent developments in the theory of encompassing 0 0 0 0 0 2 2 2
Reformulating Empirical Macro-econometric Modelling 0 0 0 0 4 9 27 340
Regression Models with Data-based Indicator Variables 0 5 24 167 7 34 99 571
Selecting a Regression Saturated by Indicators 2 4 32 83 7 19 82 153
Selecting a Regression Saturated by Indicators 1 3 19 20 4 14 62 62
Sub-sample Model Selection Procedures in Gets Modelling 4 10 19 78 13 41 124 351
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS 0 0 0 1 7 16 42 184
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 1 9 36 172
Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom 1 3 7 29 4 10 25 211
The Econometric Analysis of Economic Policy 0 0 0 1 5 9 37 199
The Influence of A. W. H. Phillips on Econometrics 0 0 0 0 5 18 59 216
The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems 0 1 1 4 0 1 7 125
The Long-Run Determinants of UK Wages, 1860-2004 6 17 39 39 11 30 70 70
The Properties of Automatic Gets Modelling 1 3 11 101 2 6 28 240
The Properties of Automatic Gets Modelling 1 4 33 150 2 7 56 332
The UK Demand for Broad Money over the Long run 1 2 14 249 3 7 37 615
The demand for broad money in the United Kingdom, 1878-1993 1 6 28 320 1 6 45 634
Unpredictability and the Foundations of Economic Forecasting 0 0 0 0 1 2 9 156
Total Working Papers 151 473 1,385 9,172 522 1,630 5,425 32,253

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Conversation on Econometric Methodology 1 2 2 2 2 4 4 4
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 1 3 5 11 1 3 7 22
A Re-analysis of Confluence Analysis 2 3 8 38 4 7 17 153
A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" 0 3 9 25 0 3 20 70
A reply to Professors Maasoumi and Phillips 1 4 7 21 1 4 10 43
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 1 2 4 71 1 3 10 365
Achievements and challenges in econometric methodology 1 2 6 39 1 2 15 103
An Econometric Analysis of U.K. Money Demand in 'Monetary Trends in the United States and the United Kingdom' by Milton Friedman and Anna Schwartz 4 10 33 302 6 16 79 689
An Econometric Model of United Kingdom Building Societies 0 0 0 0 0 2 12 98
An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification 0 1 7 35 0 2 14 105
An analogue model of phase-averaging procedures 2 2 4 26 2 2 12 103
An econometric analysis of TV advertising expenditure in the United Kingdom 0 1 11 111 4 8 33 257
An empirical study of seasonal unit roots in forecasting 0 2 7 45 2 5 15 111
An excursion into conditional varianceland* 0 1 1 2 0 1 2 4
Applied Econometrics without Sinning 0 1 9 72 0 2 14 164
Automatic selection of indicators in a fully saturated regression 0 1 6 9 0 2 27 32
Automatic selection of indicators in a fully saturated regression 0 2 18 18 3 8 56 64
Autoreg: a computer program library for dynamic econometric models with autoregressive errors 0 1 6 15 1 5 19 49
Can Econometrics Improve Economic Forecasting? 1 7 13 13 3 9 26 26
Co-Breaking: Recent Advances and a Synopsis of the Literature 4 8 22 58 5 10 46 126
Cointegration tests in the presence of structural breaks 2 6 22 202 2 7 35 377
Comment 0 1 1 1 0 1 2 4
Comment 0 0 1 2 0 1 3 9
Comment whither disequilibrium econometrics? 0 1 3 3 0 1 4 7
Computer automation of general-to-specific model selection procedures 6 11 34 165 11 26 72 386
Consistent Model Selection by an Automatic "Gets" Approach 1 4 12 20 4 10 36 60
Constructing Historical Euro-Zone Data 1 10 24 194 2 13 47 636
Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan 0 0 0 0 2 3 5 69
Econometric Evaluation of Linear Macro-Economic Models 2 6 21 161 4 12 40 474
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 27 75 211 768 88 197 490 1,714
Econometric Modelling with Cointegrated Variables: An Overview 0 0 0 4 2 12 254 606
Econometric Modelling: The "Consumption Function" in Retrospect 0 0 0 0 7 34 69 356
Econometric analysis of small linear systems using PC-FIML 0 1 6 14 1 3 18 52
Econometrics and Business Cycle Empirics 1 4 11 65 2 7 22 167
Econometrics-Alchemy or Science? 8 25 77 341 13 38 126 638
Economic Forecasting in a Changing World 5 16 18 18 7 18 23 23
Economic forecasting: some lessons from recent research 3 5 11 135 5 9 42 331
Elusive return predictability: Discussion 1 2 8 8 2 3 17 17
Encompassing and Specificity 0 1 1 1 1 3 3 3
Encompassing and rational expectations: How sequential corroboration can imply refutation 1 1 6 71 4 6 24 551
Encompassing in stationary linear dynamic models 0 1 1 10 0 1 2 40
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 1 5 46 0 4 25 243
Evaluating a Model by Forecast Performance 0 3 8 42 4 12 30 133
Exogeneity 13 40 101 610 43 136 349 1,856
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 6 17 76 436
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK 1 6 11 320 2 8 28 882
Forecast Failure, Expectations Formation and the Lucas Critique 0 0 0 0 0 1 1 1
Forecasting economic processes 0 1 5 39 1 6 16 100
Forecasting in Cointegration Systems 3 10 35 233 3 16 63 483
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 7 35 152 1,438
Foreword 0 1 3 3 1 3 7 7
Foreword by the Editors 0 0 0 0 1 1 2 76
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 1 5 14 144 4 11 41 777
Guest Editors' Introduction to Special Issue on Encompassing 3 4 9 9 4 6 14 14
Guest Editors' Introduction: Information in Economic Forecasting 1 2 8 39 3 4 18 100
Guest Editors' Introduction: Model Selection and Evaluation in Econometrics 1 2 4 10 3 6 19 53
HUS Revisited 0 0 0 0 0 1 10 118
Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez 0 0 0 0 3 10 41 480
Inference in Cointegrating Models: UK M1 Revisited 1 4 19 140 1 7 40 356
Intercept Corrections and Structural Change 2 5 27 179 6 11 58 521
Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment 0 1 1 17 1 2 19 171
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 1 5 15 62 1 7 33 102
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY 1 3 6 7 1 3 6 8
John Denis Sargan 0 1 1 6 0 1 4 67
Linear vs. Log-linear Unit-Root Specification: An Application of Mis-specification Encompassing 3 7 9 9 5 17 35 35
Log Income vs. Linear Income: An Application of the Encompassing Principle 1 6 17 17 3 12 35 35
Macro-economic Forecasting and Modelling 0 2 11 108 0 5 26 340
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process 1 3 13 120 3 7 38 587
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction 0 0 0 45 0 1 3 258
Model formulation to simplify selection when specification is uncertain 0 1 1 6 0 1 9 16
Modeling the demand for narrow money in the United Kingdom and the United States 4 10 31 227 5 15 45 450
Modelling Linear Dynamic Econometric Systems 0 0 0 0 2 4 53 511
Modelling UK inflation, 1875-1991 2 14 76 588 5 25 147 1,667
Modelling methodology and forecast failure 1 4 10 68 2 8 24 217
Monetary Economic Myth and Econometric Reality 0 0 0 0 3 5 34 245
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares 0 1 8 19 1 5 25 43
Multi-step Estimation for Forecasting 0 0 0 3 5 9 26 252
Non-parametric direct multi-step estimation for forecasting economic processes 0 1 4 24 0 1 14 96
On Asymptotic Theory and Finite Sample Experiments 0 1 4 15 0 1 16 77
On High and Low R2 Contributions 0 0 0 1 3 12 53 192
On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology 0 0 0 0 0 4 14 194
On congruent econometric relations: A comment 0 1 5 14 0 2 14 76
On detectable and non-detectable structural change 3 5 12 43 3 7 27 127
On the formulation of empirical models in dynamic econometrics 3 5 22 60 4 11 40 119
On the interactions of unit roots and exogeneity 1 3 11 18 1 6 23 37
On winning forecasting competitions in economics 0 2 10 178 1 4 26 670
Pooling of forecasts 2 4 12 194 4 8 36 545
Professor H.O.A. Wold: 1908?1992 0 2 2 2 1 3 4 4
Reconstructing Aggregate Euro-zone Data 0 1 5 9 1 3 10 24
Reformulating Empirical Macroeconomic Modelling 0 0 0 2 0 2 6 178
Regression Models with Data-based Indicator Variables 2 6 13 52 10 37 116 327
Robustifying forecasts from equilibrium-correction systems 0 2 5 13 1 3 12 37
Saturation in Autoregressive Models 2 4 19 48 2 8 41 82
Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England 1 5 45 127 3 7 195 491
Small-Sample Properties of ARCH Estimators and Tests 0 2 10 11 2 5 26 253
Stochastic Specification in an Aggregate Demand Model of the United Kingdom 1 4 5 28 1 6 10 164
Testing Integration and Cointegration: An Overview 0 0 0 2 5 14 50 334
Testing superexogeneity and invariance in regression models 4 10 27 128 4 16 43 235
Testing the lucas critique: A review 1 9 25 40 2 21 61 92
The Demand for Broad Money in the United Kingdom, 1878-1993 0 4 13 65 1 5 21 193
The Demand for M1 in the U.S.A., 1960-1988 2 11 38 175 4 18 91 393
The Demand for M1 in the USA: A Reply 0 2 2 43 1 4 10 152
The Econometric Analysis of Economic Policy 0 0 0 2 2 8 46 234
The Econometrics of Macroeconomic Forecasting 0 5 21 180 4 14 50 483
The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics 0 1 12 62 11 37 311 721
The Implications for Econometric Modelling of Forecast Failure 3 9 15 59 6 17 33 231
The Nobel Memorial Prize for Clive W. J. Granger 1 5 15 63 2 9 25 180
The Properties of Automatic "GETS" Modelling 3 19 46 130 14 36 97 300
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems 1 3 4 26 1 3 6 213
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors 0 1 4 7 0 2 10 19
The long-run determinants of UK wages, 1860-2004 3 7 7 7 12 33 41 41
The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw 1 4 12 53 2 5 24 112
The structure of simultaneous equations estimators 0 3 8 12 1 6 15 26
Using PC-GIVE in Econometrics Teaching 0 0 0 0 2 14 78 588
Using PC-NAIVE in Teaching Econometrics 0 0 0 2 1 2 14 135
We Ran One Regression 1 3 26 104 5 15 75 299
Total Journal Articles 151 512 1,553 8,240 439 1,334 5,108 30,860

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Non-Stationary Economic Time Series 0 0 0 0 2 4 4 4
Total Books 0 0 0 0 2 4 4 4

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic specification 3 11 30 123 5 25 70 281
Forecasting with Breaks 7 13 39 63 10 25 80 129
Monte carlo experimentation in econometrics 11 29 75 269 17 52 144 509
Preface to Econometric Modeling: A Likelihood Approach 0 10 31 37 0 18 54 72
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 5 21 63 78 14 56 177 215
Total Chapters 26 84 238 570 46 176 525 1,206

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-07-03