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 0 0 0 20 0 2 3 455
A General Forecast-error Taxonomy 2 4 5 276 3 9 16 766
A Low-Dimension Collinearity-Robust Test for Non-linearity 0 0 0 84 0 5 8 451
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 1 17 26 263
A Short History of Macro-econometric Modelling 0 3 8 136 2 11 22 354
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 0 4 6 125
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 0 4 4 351
An Automatic Test of Super Exogeneity 0 0 0 258 2 6 8 847
An Econometric Analysis of Money Demand in Italy 0 0 0 0 0 6 10 1,256
An Open-model Forecast-error Taxonomy 1 1 1 50 1 4 7 96
An Overview of Forecasting Facing Breaks 0 0 3 116 1 10 18 212
An analogue model of phase-averaging procedures 0 0 0 26 0 8 9 596
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 0 0 0 286 0 5 10 1,589
An evaluation of forecasting using leading indicators 0 0 0 718 1 4 6 1,449
Analyzing Differences between Scenarios 0 0 0 57 1 9 19 307
Anthropogenic Influences on Atmospheric CO2 0 0 0 70 2 6 9 244
Assertion without empirical basis: an econometric appraisal of monetary trends in... the United Kingdom, by Milton Friedman and Anna J. Schwartz 0 0 0 108 1 6 10 760
Automatic Selection for Non-linear Models 0 0 0 179 1 6 8 550
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 0 2 23 1 7 9 80
Beyer-Doornik-Hendry 0 0 2 370 0 6 10 1,416
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 1 46 1 5 9 97
Climate Change: Lessons for our Future from the Distant Past 0 0 1 103 0 11 14 232
Cointegration tests in the presence of structural breaks 0 0 0 240 0 13 23 1,195
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 0 8 10 821
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate 0 0 1 269 3 11 18 652
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 3 7 8 912
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 0 7 13 21 2,240
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 29 1 17 21 114
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 0 3 172 1 10 18 833
Constructing Historical Euro-Zone Data 0 0 0 2 1 4 6 804
Deciding Between Alternative Approaches In Macroeconomics 0 1 3 231 0 22 31 460
Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation 0 0 0 55 2 43 51 179
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR 0 0 0 1 1 8 15 645
EXOGENEITY 0 1 1 27 9 31 37 152
Econometric Modelling of Changing Time Series 0 0 0 222 2 12 16 288
Economic Forecasting: Some Lessons from Recent Research 0 0 0 493 0 18 22 843
Economic Forecasting: Some Lessons from Recent Research 0 0 1 8 2 27 30 78
Economic Forecasting: Some Lessons from Recent Research 0 0 2 412 0 5 8 989
Economic forecasting: some lessons from recent research 0 0 2 451 0 8 14 993
Empirical Economic Model Discovery and Theory Evaluation 0 1 4 294 2 7 18 850
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 0 3 5 441
Evaluating Automatic Model Selection 0 0 1 76 0 5 15 237
Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations 0 0 0 55 1 3 6 117
Exogeneity 0 0 0 0 3 13 20 245
Exogeneity 0 2 3 44 4 18 29 935
Exogeneity, cointegration, and economic policy analysis 0 0 1 1,003 2 10 17 2,051
Explaining Cointegration Analysis: Part II 0 0 2 3,664 0 17 24 7,126
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 1 44 47 80
First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 0 0 3 93 4 16 31 154
Forecast Failure, Expectations Formation, and the Lucas Critique 0 0 0 239 0 6 6 625
Forecasting Aggregates by Disaggregates 0 0 2 274 2 6 10 1,032
Forecasting Economic Aggregates by Disaggregates 0 0 1 209 1 5 15 766
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 1 342 1 6 13 837
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 3 5 16 466 11 27 56 873
Forecasting breaks and forecasting during breaks 0 0 0 221 1 10 14 387
Forecasting by factors, by variables, or both? 0 0 0 147 0 5 5 304
Forecasting economic aggregates by disaggregates 0 0 0 242 4 12 19 563
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 149 1 5 7 633
Forecasting from Structural Econometric Models 1 2 2 383 1 8 13 729
Forecasting in Cointegrated Systems 0 0 0 4 0 3 5 230
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts 0 0 0 208 1 17 23 526
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 44 1 5 10 196
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 23 0 5 8 1,668
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 1 160 5 10 15 381
Forecasting: theory and practice 0 2 5 94 2 20 49 151
General-to-specific modeling: an overview and selected bibliography 0 0 2 1,802 5 11 23 7,103
Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns 0 0 2 35 1 10 15 79
Identifying the Causal Role of CO2 during the Ice Ages 0 0 0 54 2 9 13 97
Improving the Teaching of Econometrics 0 0 1 259 1 6 10 556
John Denis Sargan at the London School of Economics 0 0 0 104 0 9 11 236
Log Income vs. Linear Income: An Application of the Encompassing Principle 0 0 0 0 0 6 10 533
Log income versus linear income: an application of the encompassing principl 0 0 0 554 0 1 1 2,539
MULTI-STEP ESTIMATION FOR FORECASTING 0 1 1 5 3 9 10 69
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics 0 0 2 415 1 21 30 615
Milton Friedman and Data Adjustment 0 0 0 202 2 5 6 185
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 1 9 11 266
Model Discovery and Trygve Haavelmo's Legacy 0 0 0 119 4 14 15 331
Model Identification and Non-unique Structure 0 0 0 102 0 0 2 439
Model Selection in Equations with Many 'Small' Effects 0 0 1 25 0 3 6 101
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 6 10 192
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 0 6 7 161
Model Selection when there are Multiple Breaks 0 0 1 34 1 8 11 121
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 317 2 10 14 1,253
Modelling Non-stationary 'Big Data' 0 0 1 141 4 23 28 243
Modelling UK Inflation over the Long Run 0 0 0 45 0 7 12 124
Multi-Step Estimation for Forecasting 0 0 0 5 2 6 7 220
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 1 97 2 11 19 374
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 0 93 4 9 10 351
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 3 7 11 161
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 1 8 14 773
On the Mathematical Basis of Inter-temporal Optimization 0 0 1 219 0 5 9 455
On the interactions of unit roots and exogeneity 0 0 0 298 1 5 11 687
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 0 2 6 504
Policy Analysis, Forediction, and Forecast Failure 0 0 1 114 0 3 9 211
Pooling of Forecasts 0 0 1 333 0 2 4 818
Procrustean Econometrics: Stretching and Squeezing Data 0 0 1 99 1 5 7 780
RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES 0 0 0 155 1 3 3 203
Recent developments in the theory of encompassing 0 0 0 0 1 5 8 202
Regression Models with Data-based Indicator Variables 0 0 0 78 0 6 9 247
Regression Models with Data-based Indicator Variables 0 0 0 211 1 5 7 795
Robust Approaches to Forecasting 0 0 1 241 0 6 10 523
Robust Discovery of Regression Models 0 0 1 68 2 10 14 91
Robustifying Forecasts from Equilibrium-Correction Models 0 0 1 76 2 10 12 159
Selecting a Model for Forecasting 0 0 0 94 6 10 21 193
Selecting a Regression Saturated by Indicators 0 0 0 44 0 9 12 210
Selecting a Regression Saturated by Indicators 0 0 1 186 0 4 9 617
Semi-automatic Non-linear Model selection 0 1 2 112 1 11 16 215
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 0 47 1 2 5 90
Smooth Robust Multi-Horizon Forecasts 0 0 1 25 1 5 10 51
Smooth Robust Multi-Horizon Forecasts 0 0 1 46 2 6 8 80
Some Fallacies in Econometric Modelling of Climate Change 0 0 1 270 1 5 6 514
Some forecasting principles from the M4 competition 0 0 2 52 1 9 18 125
Statistical Model Selection with 'Big Data' 0 0 1 261 1 6 12 433
Step-indicator Saturation 0 1 3 142 3 12 34 518
Sub-sample Model Selection Procedures in Gets Modelling 0 0 0 122 0 4 6 542
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS 0 0 0 1 0 4 6 604
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 1 10 14 518
Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom 0 0 0 73 1 7 13 346
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 4 7 99
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 1 8 11 171
Testing the Lucas Critique: A Review 0 0 1 15 2 5 8 59
Testing the Lucas Critique: A Review 0 0 2 21 0 4 9 61
The Econometric Analysis of Economic Policy 0 0 0 1 0 3 4 416
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 3 52 2 6 12 106
The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series 0 1 3 122 0 3 6 119
The Influence of A. W. H. Phillips on Econometrics 0 0 0 0 1 1 1 442
The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems 0 0 0 10 1 2 2 168
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 0 3 9 592
The Properties of Automatic Gets Modelling 0 1 1 235 0 5 7 549
The Properties of Automatic Gets Modelling 0 0 0 144 1 57 61 435
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 0 8 9 139
The Properties of Model Selection when Retaining Theory Variables 0 0 0 47 0 3 6 106
The UK Demand for Broad Money over the Long run 0 0 0 314 2 13 22 919
The demand for broad money in the United Kingdom, 1878-1993 0 0 0 550 0 4 5 1,172
The econometric analysis of economic time series 0 0 0 0 0 3 8 92
The future of macroeconomics: Macro theory and models at the Bank of England 1 2 8 560 2 11 32 744
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 2 33 2 11 16 43
Unpredictability and the Foundations of Economic Forecasting 0 0 0 175 0 4 5 394
Unpredictability and the Foundations of Economic Forecasting 0 0 0 0 2 7 8 260
Unpredictability in Economic Analyis, Econometric Modelling and Forecasting 0 0 1 266 2 5 7 253
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting 0 0 1 145 2 8 14 208
We Ran One Regression 0 0 0 435 4 13 23 1,165
Total Working Papers 8 29 134 26,580 189 1,270 1,967 83,396

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Brief History of General‐to‐specific Modelling 0 1 5 17 0 5 15 33
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 0 8 8 192
A Novel Approach to Forecasting After Large Forecast Errors 0 0 0 0 0 0 0 0
A Re-analysis of Confluence Analysis 0 0 0 55 0 1 3 205
A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" 0 0 1 42 0 1 3 137
A low-dimension portmanteau test for non-linearity 0 0 0 49 1 8 17 198
A reply to Professors Maasoumi and Phillips 0 0 0 37 0 1 2 96
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 0 0 0 88 0 2 4 439
Achievements and challenges in econometric methodology 0 0 0 64 1 3 6 228
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 0 0 0 470 0 6 15 1,213
An Econometric Model of United Kingdom Building Societies 0 0 0 0 0 2 5 169
An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification 0 0 0 55 1 1 3 169
An Historical Perspective on Forecast Errors 0 0 0 0 0 3 6 9
An Historical Perspective on Forecast Errors 0 0 0 8 0 3 5 36
An Overview of Forecasting Facing Breaks 0 0 2 17 0 5 16 106
An analogue model of phase-averaging procedures 0 0 0 30 0 5 7 199
An econometric analysis of TV advertising expenditure in the United Kingdom 0 0 1 169 1 9 11 401
An empirical study of seasonal unit roots in forecasting 0 0 0 60 0 4 9 193
Analysing differences between scenarios 0 0 1 4 0 5 9 16
Applied Econometrics without Sinning 0 0 0 97 0 3 5 264
Automatic selection of indicators in a fully saturated regression 0 1 1 49 0 9 12 193
Automatic selection of indicators in a fully saturated regression 0 0 0 107 2 9 11 365
Autoreg: a computer program library for dynamic econometric models with autoregressive errors 0 0 0 26 0 2 11 162
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 2 9 19 19
Can Econometrics Improve Economic Forecasting? 0 0 0 73 0 9 11 218
Card forecasts for M4 1 1 2 6 2 2 3 46
Climate Econometrics: An Overview 1 1 8 40 4 6 20 110
Co-Breaking: Recent Advances and a Synopsis of the Literature 0 0 0 129 0 6 7 295
Cointegration tests in the presence of structural breaks 0 0 0 281 1 9 15 710
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 1 26 1 4 6 123
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 2 83 3 8 31 432
Comment on "Excessive Ambitions" (by Jon Elster) 0 0 0 41 0 5 8 171
Common volatility shocks driven by the global carbon transition 0 0 4 9 4 12 25 42
Computer automation of general-to-specific model selection procedures 0 0 2 402 3 7 20 1,060
Consistent Model Selection by an Automatic Gets Approach* 0 0 0 69 0 3 5 243
Constructing Historical Euro-Zone Data 0 0 0 254 1 9 12 847
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24? 0 2 2 2 0 10 10 10
DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION 0 0 0 7 6 16 16 72
Deciding between alternative approaches in macroeconomics 0 0 0 27 1 5 11 104
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 40 0 4 8 279
Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan 0 0 0 0 1 5 6 10
Econometric Evaluation of Linear Macro-Economic Models 0 3 4 348 2 11 31 984
Econometric Modelling of Time Series with Outlying Observations 0 0 1 55 1 7 11 290
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 1 3 5 1,916 1 6 17 4,296
Econometric Modelling with Cointegrated Variables: An Overview 0 0 0 4 1 46 54 1,254
Econometric Modelling: The "Consumption Function" in Retrospect 0 0 0 0 1 7 11 649
Econometric Modelling: The ‘Consumption Function’ In Retrospect 0 0 0 16 0 6 6 73
Econometric analysis of small linear systems using PC-FIML 0 0 0 50 0 2 5 188
Econometrics and Business Cycle Empirics 0 0 1 120 0 1 4 316
Economic Forecasting in a Changing World 0 0 0 90 1 6 14 213
Economic forecasting: some lessons from recent research 0 0 0 223 4 16 21 575
Elusive return predictability: Discussion 0 0 0 30 2 2 2 72
Empirical Economic Model Discovery and Theory Evaluation 0 0 0 32 0 4 6 242
Encompassing 0 0 1 7 1 4 6 33
Encompassing 0 0 0 0 1 7 9 12
Encompassing and Specificity 0 0 0 10 0 1 3 60
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 0 6 8 659
Encompassing in stationary linear dynamic models 0 0 0 17 0 1 5 96
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 56 0 5 6 289
Evaluating Automatic Model Selection 0 0 0 171 0 6 17 554
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 1 10 1 5 9 56
Evaluating a Model by Forecast Performance* 0 1 1 89 0 6 8 292
Evaluating multi-step system forecasts with relatively few forecast-error observations 0 0 0 6 1 3 3 58
Exogeneity 1 2 6 1,574 7 24 40 5,250
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 0 7 15 710
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK 0 0 0 367 0 1 2 993
Explaining Cointegration Analysis: Part 1 0 0 3 9 3 9 17 32
Explaining Cointegration Analysis: Part 1 0 3 7 501 3 16 34 1,413
Explaining Cointegration Analysis: Part II 0 0 0 3 0 7 10 15
Explaining Cointegration Analysis: Part II 0 1 1 235 0 7 12 893
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 0 7 11 14
Forecast Failure, Expectations Formation and the Lucas Critique 0 0 0 8 0 3 6 52
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 1 7 8 16
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 0 5 8 43
Forecasting by factors, by variables, by both or neither? 0 0 0 68 0 7 15 281
Forecasting economic processes 0 0 1 92 0 3 7 252
Forecasting in Cointegration Systems 0 0 1 380 2 6 11 760
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 7 24 36 41
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 1 4 7 1,746
Forecasting with equilibrium-correction models during structural breaks 0 0 1 68 0 5 8 280
Forecasting: theory and practice 1 4 10 59 27 76 149 442
Foreword 0 0 0 6 0 2 7 49
Foreword by the Editors 0 0 0 0 1 5 6 96
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 0 170 1 5 8 948
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 1 5 10 71
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 61 0 5 8 188
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 5 6 85
HUS Revisited 0 0 0 0 1 3 3 208
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 2 5 8 11
Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez 0 0 0 0 1 2 5 634
In memory of Clive Granger: an advisory board member of the journal 0 0 0 27 0 0 3 89
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 12 1 5 10 63
Intercept Corrections and Structural Change 0 1 1 264 0 8 12 870
Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment 0 0 0 23 0 0 4 254
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 0 0 0 170 1 6 7 322
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY 0 0 0 50 1 9 12 114
John Denis Sargan 0 0 0 11 1 5 6 125
Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* 0 0 0 54 3 8 11 278
Log Income vs. Linear Income: An Application of the Encompassing Principle* 0 0 1 90 0 1 9 325
Looking Back to 1991 Economic Forecasting: Introducing Cointegration 0 1 1 1 0 3 3 3
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY 0 0 0 23 1 3 5 76
Macro-economic Forecasting and Modelling 0 0 0 138 0 3 5 444
Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study 0 0 0 24 0 4 5 159
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process 0 0 0 137 1 3 4 649
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction 0 0 0 57 0 3 5 333
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 4 10 74
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 3 4 83
Model formulation to simplify selection when specification is uncertain 0 0 0 15 0 1 2 70
Model selection in under-specified equations facing breaks 0 1 1 25 1 3 7 121
Model selection when there are multiple breaks 0 0 0 45 0 3 8 188
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 2 1 6 10 27
Modeling the demand for narrow money in the United Kingdom and the United States 0 1 2 397 0 5 12 935
Modelling Linear Dynamic Econometric Systems 0 0 0 0 3 9 11 848
Modelling UK inflation, 1875-1991 0 0 0 811 0 2 6 2,106
Modelling methodology and forecast failure 0 0 0 105 1 5 8 387
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 2 3 31
Monetary Economic Myth and Econometric Reality 0 0 0 0 1 5 6 338
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares 0 0 0 44 0 5 6 149
Multi-step Estimation for Forecasting 0 0 0 3 1 10 15 373
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 1 1 81 2 4 5 206
Non-parametric direct multi-step estimation for forecasting economic processes 0 1 3 90 9 20 29 298
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 1 6 7 192
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 5 1 2 6 17
Obituary: Jan Tinbergen, 1903–94 0 0 0 0 0 6 7 11
On High and Low R2 Contributions 0 0 0 1 0 0 2 278
On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology 0 0 0 0 0 1 4 225
On adding over-identifying instrumental variables to simultaneous equations 0 0 0 14 2 3 5 71
On congruent econometric relations: A comment 0 0 0 30 0 2 4 158
On detectable and non-detectable structural change 0 0 0 81 1 3 5 236
On the formulation of empirical models in dynamic econometrics 0 1 4 260 0 3 11 568
On winning forecasting competitions in economics 0 0 0 201 1 5 8 778
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 1 1 11 0 4 5 42
Pooling of forecasts 0 0 0 304 2 13 17 881
Professor Sir Clive W.J. Granger and Cointegration 0 0 0 23 0 3 4 68
Reconstructing Aggregate Euro‐zone Data 0 0 0 16 1 5 5 71
Reformulating Empirical Macroeconomic Modelling 0 0 0 2 0 1 5 245
Regression Models with Data‐based Indicator Variables 0 0 0 102 1 6 7 731
Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' 0 0 0 14 3 5 8 54
Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts 0 0 1 23 0 4 7 85
Robust Discovery of Regression Models 0 1 1 5 0 5 6 15
Robust approaches to forecasting 0 0 1 61 1 6 11 155
Robustifying forecasts from equilibrium-correction systems 0 0 0 59 1 2 3 170
SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 0 0 0 8 0 0 0 32
Saturation in Autoregressive Models 0 0 1 79 1 3 5 199
Selecting a Model for Forecasting 0 0 1 20 3 30 36 86
Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England 0 1 5 607 0 7 16 1,436
Short-term forecasting of the coronavirus pandemic 0 0 0 4 1 2 3 14
Small-Sample Properties of ARCH Estimators and Tests 1 1 2 57 1 3 5 399
Stochastic Specification in an Aggregate Demand Model of the United Kingdom 0 0 0 45 0 2 6 226
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 1 2 10 1 4 8 27
Testing Integration and Cointegration: An Overview 0 0 0 2 1 4 14 782
Testing superexogeneity and invariance in regression models 0 0 1 270 1 9 13 561
The Demand for Broad Money in the United Kingdom, 1878–1993 0 1 2 96 1 46 49 389
The Demand for M1 in the U.S.A., 1960–1988 0 0 1 323 0 4 9 809
The Demand for M1 in the USA: A Reply 0 0 0 53 0 2 4 210
The Econometric Analysis of Economic Policy 0 0 0 2 2 4 5 380
The Econometrics of Macroeconomic Forecasting 0 0 0 224 2 8 9 644
The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics 0 0 0 83 1 6 9 867
The Implications for Econometric Modelling of Forecast Failure 0 0 0 5 1 6 7 21
The Nobel Memorial Prize for Clive W. J. Granger 0 1 1 81 2 5 6 229
The Properties of Automatic "GETS" Modelling 0 0 0 282 0 6 18 830
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems 0 0 0 30 2 2 2 238
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors 0 0 0 23 0 5 6 76
The future of macroeconomics: macro theory and models at the Bank of England 0 1 4 65 1 5 16 228
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 1 2 2 6 12 14
The impact of integrated measurement errors on modeling long-run macroeconomic time series 0 0 0 3 0 3 5 34
The long-run determinants of UK wages, 1860-2004 0 0 0 152 3 7 15 522
The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw 0 0 1 99 0 2 4 227
The structure of simultaneous equations estimators 0 0 0 43 0 6 7 128
Unpredictability in economic analysis, econometric modeling and forecasting 0 1 1 78 0 8 13 269
Using PC-GIVE in Econometrics Teaching 0 0 0 0 0 2 5 885
Using PC-NAIVE in Teaching Econometrics 0 0 0 2 1 6 8 213
We Ran One Regression 0 0 0 197 3 9 18 689
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 0 0 3 4 0 8 13 21
Total Journal Articles 6 39 122 16,945 184 1,090 1,855 63,672
5 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data 0 0 0 0 8 30 142 12,013
Dynamic Econometrics 0 0 0 0 2 14 29 1,608
Econometrics: Alchemy or Science?: Essays in Econometric Methodology 0 0 0 0 1 5 14 995
Forecasting Economic Time Series 0 0 0 0 3 25 77 719
Forecasting Economic Time Series 0 0 0 0 2 8 21 293
Forecasting Non-Stationary Economic Time Series 0 0 0 0 1 11 16 503
The Foundations of Econometric Analysis 0 0 0 0 3 5 12 157
The Foundations of Econometric Analysis 0 0 0 0 3 6 9 131
Total Books 0 0 0 0 23 104 320 16,419

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anthropogenic influences on atmospheric CO2 1 1 2 26 2 7 11 106
Bridging the Gap: Linking Economics and Econometrics 0 0 0 0 1 4 4 10
Causality and Exogeneity in Non-stationary Economic Time Series 0 1 1 3 1 4 4 7
Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 0 0 0 0 0 4 6 6
Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation 0 0 0 0 0 7 8 8
Conditional Econometric Modeling: An Application to New House Prices in the United Kingdom 0 0 0 0 1 5 5 5
Dynamic specification 0 1 4 743 3 10 20 1,894
Econometric forecasting of climate change 0 0 4 4 1 7 15 21
Forecasting with Breaks 1 1 3 311 4 25 38 764
John Denis Sargan (1924–1996) 0 0 0 0 1 2 4 11
Monte carlo experimentation in econometrics 0 1 3 701 2 10 18 1,487
Oxford’s Contributions to Econometrics 0 0 0 1 0 2 3 24
Preface to Econometric Modeling: A Likelihood Approach 0 0 0 131 2 7 9 335
Smooth Robust Multi-Horizon Forecasts 0 0 3 8 1 6 23 36
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 0 5 9 787
The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass 0 0 0 1 0 12 14 46
Total Chapters 2 5 20 2,110 19 117 191 5,547
4 registered items for which data could not be found
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