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 2 2 6 451
A General Forecast-error Taxonomy 0 0 3 260 1 1 10 726
A Low-Dimension Collinearity-Robust Test for Non-linearity 0 0 0 83 0 1 7 437
A Low-Dimension Portmanteau Test for Non-linearity 0 0 2 139 1 3 9 204
A Short History of Macro-econometric Modelling 5 16 74 74 10 35 163 163
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 93 0 1 3 113
AUTOMATIC TESTS for SUPER EXOGENEITY 0 1 1 164 0 1 4 331
An Automatic Test of Super Exogeneity 1 1 4 240 7 11 35 793
An Econometric Analysis of Money Demand in Italy 0 0 0 0 1 2 4 1,223
An Open-model Forecast-error Taxonomy 0 0 0 45 0 0 3 79
An Overview of Forecasting Facing Breaks 1 1 6 105 3 10 30 124
An analogue model of phase-averaging procedures 0 0 0 26 2 6 10 508
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 2 3 10 271 4 6 24 1,437
An evaluation of forecasting using leading indicators 0 0 0 716 1 1 3 1,435
Analyzing Differences between Scenarios 2 4 42 42 5 13 25 25
Anthropogenic Influences on Atmospheric CO2 0 0 0 67 1 6 19 189
Assertion without empirical basis: an econometric appraisal of monetary trends in... the United Kingdom, by Milton Friedman and Anna J. Schwartz 0 2 8 94 1 8 38 687
Automatic Selection for Non-linear Models 0 0 6 173 2 8 41 438
Beyer-Doornik-Hendry 2 3 15 340 5 9 50 1,303
Climate Change: Lessons for our Future from the Distant Past 0 0 3 101 3 4 11 207
Cointegration tests in the presence of structural breaks 1 1 7 228 3 11 37 1,062
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 1 6 131 2 6 26 690
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate 1 1 1 265 1 2 10 606
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 180 1 3 6 873
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 0 0 3 11 2,208
Computer Automation of General-to-Specific Model Selection Procedures 0 2 5 26 2 6 13 80
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 0 8 157 3 8 23 686
Constructing Historical Euro-Zone Data 0 1 3 20 0 1 7 64
Constructing Historical Euro-Zone Data 0 0 0 2 0 4 8 757
Deciding Between Alternative Approaches In Macroeconomics 2 8 18 191 5 16 58 330
Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation 0 0 2 51 0 3 19 87
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR 0 0 0 1 0 6 24 574
EXOGENEITY 1 1 2 8 4 5 25 42
Econometric Modelling of Changing Time Series 0 0 0 219 1 2 6 265
Economic Forecasting: Some Lessons from Recent Research 0 0 2 406 1 4 15 962
Economic Forecasting: Some Lessons from Recent Research 0 0 0 6 1 2 8 38
Economic Forecasting: Some Lessons from Recent Research 0 1 2 489 0 4 13 790
Economic forecasting: some lessons from recent research 0 0 0 443 1 3 9 942
Empirical Economic Model Discovery and Theory Evaluation 1 1 8 273 4 18 52 737
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 30 1 4 8 412
Evaluating Automatic Model Selection 0 0 4 60 2 7 29 142
Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations 1 1 1 53 2 4 16 71
Exogeneity 0 0 2 24 0 1 15 855
Exogeneity 0 0 0 0 1 4 36 124
Exogeneity, cointegration, and economic policy analysis 1 1 3 997 2 3 25 1,939
Explaining Cointegration Analysis: Part II 1 1 16 3,629 4 8 56 6,992
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 1 1 1 3 5 11 18
First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 3 5 55 55 4 15 33 33
Forecast Failure, Expectations Formation, and the Lucas Critique 0 0 1 237 3 5 10 602
Forecasting Aggregates by Disaggregates 0 0 1 266 2 4 14 993
Forecasting Economic Aggregates by Disaggregates 0 0 1 206 2 4 13 741
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 1 1 4 323 4 9 21 735
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 1 5 23 358 5 18 66 543
Forecasting breaks and forecasting during breaks 0 0 2 211 0 1 10 268
Forecasting by factors, by variables, or both? 0 0 1 142 1 5 16 229
Forecasting economic aggregates by disaggregates 0 0 0 230 0 1 15 508
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 2 144 0 3 55 577
Forecasting from Structural Econometric Models 0 1 2 366 2 6 26 632
Forecasting in Cointegrated Systems 0 0 0 4 1 3 14 212
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts 0 0 2 206 1 2 8 476
Forecasting with Difference-Stationary and Trend-Stationary Models 0 1 2 31 3 5 14 118
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 5 18 5 7 23 1,633
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 2 149 3 6 17 342
General-to-specific modeling: an overview and selected bibliography 6 16 61 1,637 41 117 411 6,075
Identifying the Causal Role of CO2 during the Ice Ages 2 6 41 41 6 19 40 40
Improving the Teaching of Econometrics 0 2 10 239 1 8 40 483
John Denis Sargan at the London School of Economics 0 0 4 102 1 6 24 105
Log Income vs. Linear Income: An Application of the Encompassing Principle 0 0 0 0 3 6 16 293
Log income versus linear income: an application of the encompassing principl 0 0 0 553 2 4 6 2,529
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 1 1 0 1 44 47
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics 0 0 3 403 1 1 10 501
Milton Friedman and Data Adjustment 1 4 23 190 1 6 38 150
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 1 1 1 99 2 6 14 227
Model Discovery and Trygve Haavelmo's Legacy 0 0 0 116 1 4 13 278
Model Identification and Non-unique Structure 0 0 0 100 1 2 9 429
Model Selection in Equations with Many 'Small' Effects 0 0 0 90 1 3 13 153
Model Selection in Equations with Many 'Small' Effects 0 0 0 23 1 3 10 74
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 0 5 16 131
Model Selection when there are Multiple Breaks 0 1 2 30 0 5 18 97
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 5 304 0 4 20 1,140
Modelling Non-stationary 'Big Data' 2 5 79 79 3 12 46 46
Modelling UK Inflation over the Long Run 0 1 4 28 1 5 13 56
Multi-Step Estimation for Forecasting 0 0 2 5 2 2 7 204
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 1 94 0 2 12 341
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 0 88 3 4 13 316
On Not Evaluating Economic Models by Forecast Outcomes 0 0 1 137 1 2 6 142
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 1 2 9 726
On the Mathematical Basis of Inter-temporal Optimization 1 3 7 211 3 6 29 407
On the interactions of unit roots and exogeneity 0 0 0 295 0 1 3 664
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 197 0 0 9 480
Policy Analysis, Forediction, and Forecast Failure 0 1 7 105 3 9 40 98
Pooling of Forecasts 0 1 1 327 1 3 8 780
Procrustean Econometrics: Stretching and Squeezing Data 0 0 2 92 2 4 27 752
RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES 0 0 1 153 0 0 1 192
Recent developments in the theory of encompassing 0 0 0 0 2 4 21 131
Regression Models with Data-based Indicator Variables 0 1 2 208 1 2 12 764
Regression Models with Data-based Indicator Variables 0 1 1 76 1 3 10 218
Robust Approaches to Forecasting 0 1 8 224 2 8 26 423
Robust Discovery of Regression Models 2 3 50 50 3 9 27 27
Robustifying Forecasts from Equilibrium-Correction Models 0 0 1 73 0 1 6 140
Selecting a Model for Forecasting 0 1 92 92 5 11 91 91
Selecting a Regression Saturated by Indicators 0 1 2 44 1 3 18 181
Selecting a Regression Saturated by Indicators 0 0 3 184 2 6 71 594
Semi-automatic Non-linear Model selection 0 0 3 103 3 5 17 171
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 2 24 24 24 5 25 25 25
Some Fallacies in Econometric Modelling of Climate Change 1 2 8 258 2 5 29 468
Some forecasting principles from the M4 competition 0 2 38 38 1 7 23 23
Statistical Model Selection with 'Big Data' 0 0 3 234 1 4 23 343
Step-indicator Saturation 0 0 3 86 3 5 32 267
Sub-sample Model Selection Procedures in Gets Modelling 0 0 0 122 1 1 4 532
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS 0 0 0 1 1 1 17 572
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 1 3 13 459
Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom 0 0 1 67 0 3 13 322
Testing the Invariance of Expectations Models of Inflation 0 0 1 25 0 1 6 83
Testing the Invariance of Expectations Models of Inflation 0 0 2 82 0 2 9 147
Testing the Lucas Critique: A Review 1 1 8 9 2 3 24 29
Testing the Lucas Critique: A Review 0 0 6 6 2 2 13 17
The Econometric Analysis of Economic Policy 0 0 0 1 1 3 10 396
The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series 1 1 9 113 2 3 23 93
The Influence of A. W. H. Phillips on Econometrics 0 0 0 0 0 0 3 428
The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems 0 0 0 9 1 1 3 163
The Long-Run Determinants of UK Wages, 1860-2004 0 1 3 210 2 10 23 524
The Properties of Automatic Gets Modelling 0 0 2 144 1 1 4 365
The Properties of Automatic Gets Modelling 0 0 2 228 1 3 7 523
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 1 1 9 124
The Properties of Model Selection when Retaining Theory Variables 0 0 0 45 4 5 14 87
The UK Demand for Broad Money over the Long run 0 0 1 313 1 5 16 807
The demand for broad money in the United Kingdom, 1878-1993 0 0 3 547 0 3 13 1,081
The econometric analysis of economic time series 0 0 0 0 2 6 24 48
Unpredictability and the Foundations of Economic Forecasting 0 0 0 0 0 1 6 248
Unpredictability and the Foundations of Economic Forecasting 0 0 0 173 1 2 8 376
Unpredictability in Economic Analyis, Econometric Modelling and Forecasting 0 0 1 260 2 4 15 212
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting 0 1 3 137 1 7 17 161
We Ran One Regression 0 0 10 431 0 3 24 1,064
Total Working Papers 47 146 914 24,340 270 789 3,130 72,544

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 2 47 1 4 11 178
A Re-analysis of Confluence Analysis 0 0 0 54 0 0 4 199
A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" 0 0 0 40 0 0 1 128
A low-dimension portmanteau test for non-linearity 0 0 0 46 0 1 6 165
A reply to Professors Maasoumi and Phillips 0 0 0 36 1 3 4 88
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 0 0 0 85 0 1 3 417
Achievements and challenges in econometric methodology 0 0 0 63 0 0 5 210
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 3 6 461 3 9 21 1,069
An Econometric Model of United Kingdom Building Societies 0 0 0 0 0 0 7 160
An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification 0 0 1 52 0 0 4 154
An Historical Perspective on Forecast Errors 0 0 0 8 0 0 5 29
An Overview of Forecasting Facing Breaks 0 0 4 10 2 5 19 43
An analogue model of phase-averaging procedures 0 0 0 29 1 3 9 169
An econometric analysis of TV advertising expenditure in the United Kingdom 0 0 1 163 0 0 6 380
An empirical study of seasonal unit roots in forecasting 0 0 0 58 0 0 3 178
Automatic selection of indicators in a fully saturated regression 0 2 3 94 0 3 17 312
Automatic selection of indicators in a fully saturated regression 0 0 4 38 0 2 15 160
Autoreg: a computer program library for dynamic econometric models with autoregressive errors 0 0 0 23 2 2 11 139
Can Econometrics Improve Economic Forecasting? 0 0 0 70 0 0 8 189
Card forecasts for M4 0 0 0 0 1 4 10 10
Climate Econometrics: An Overview 0 0 0 0 2 2 2 2
Co-Breaking: Recent Advances and a Synopsis of the Literature 0 0 3 128 0 0 6 278
Cointegration tests in the presence of structural breaks 1 2 5 272 1 7 17 581
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 1 1 1 79 5 13 47 313
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 1 1 2 14 1 3 8 76
Comment on "Excessive Ambitions" (by Jon Elster) 0 0 0 41 1 1 3 156
Computer automation of general-to-specific model selection procedures 0 0 9 381 3 12 37 966
Consistent Model Selection by an Automatic Gets Approach* 0 0 1 62 1 1 7 207
Constructing Historical Euro-Zone Data 1 1 4 254 1 3 13 813
DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION 0 0 0 7 2 4 17 46
Deciding between alternative approaches in macroeconomics 0 0 5 19 0 3 18 64
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 1 2 27 3 7 30 125
Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan 0 0 0 0 0 0 0 0
Econometric Evaluation of Linear Macro-Economic Models 1 3 10 318 5 9 31 858
Econometric Modelling of Time Series with Outlying Observations 0 1 1 50 2 5 20 178
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 1 15 61 1,770 7 40 160 3,960
Econometric Modelling with Cointegrated Variables: An Overview 0 0 0 4 4 6 31 1,165
Econometric Modelling: The "Consumption Function" in Retrospect 0 0 0 0 0 0 5 609
Econometric Modelling: The ‘Consumption Function’ In Retrospect 0 0 0 7 0 1 5 46
Econometric analysis of small linear systems using PC-FIML 0 0 1 49 0 0 6 176
Econometrics and Business Cycle Empirics 0 1 1 117 2 3 9 298
Economic Forecasting in a Changing World 0 0 0 88 1 1 6 182
Economic forecasting: some lessons from recent research 0 1 4 211 1 4 20 515
Elusive return predictability: Discussion 0 0 0 30 0 1 3 65
Empirical Economic Model Discovery and Theory Evaluation 0 1 2 29 2 6 17 204
Encompassing 0 0 0 5 0 1 4 15
Encompassing and Specificity 0 0 0 10 0 0 5 53
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 1 3 7 625
Encompassing in stationary linear dynamic models 0 0 0 15 0 0 4 89
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 55 0 0 3 281
Evaluating Automatic Model Selection 0 2 5 151 3 8 36 431
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 3 7 3 4 13 33
Evaluating a Model by Forecast Performance* 0 0 0 87 0 0 6 278
Evaluating multi-step system forecasts with relatively few forecast-error observations 0 0 1 5 2 4 18 39
Exogeneity 1 6 43 1,417 13 29 143 4,866
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 0 4 10 603
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK 0 1 1 366 1 2 10 986
Explaining Cointegration Analysis: Part 1 2 7 25 387 5 20 73 1,110
Explaining Cointegration Analysis: Part II 1 6 18 210 3 13 67 766
Forecast Failure, Expectations Formation and the Lucas Critique 0 0 1 7 0 1 6 36
Forecasting by factors, by variables, by both or neither? 0 1 2 63 2 6 20 182
Forecasting economic processes 0 0 2 82 0 1 10 218
Forecasting in Cointegration Systems 1 1 1 375 2 3 10 740
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 2 8 20 1,721
Forecasting with equilibrium-correction models during structural breaks 0 0 2 62 2 3 14 231
Foreword 0 0 0 6 0 0 5 37
Foreword by the Editors 0 0 0 0 0 0 2 88
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 0 167 0 1 6 915
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 0 0 5 58
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 58 0 1 4 174
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 0 0 77
HUS Revisited 0 0 0 0 0 2 5 199
Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez 0 0 0 0 0 0 11 611
In memory of Clive Granger: an advisory board member of the journal 0 1 1 27 0 1 5 84
Inference in Cointegrating Models: UK M1 Revisited 0 0 2 7 1 2 9 38
Intercept Corrections and Structural Change 0 0 0 257 0 5 19 815
Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment 0 0 0 23 0 2 3 245
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 0 1 3 157 0 2 12 289
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY 0 0 0 46 0 0 2 88
John Denis Sargan 0 1 1 10 0 1 4 111
Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* 0 0 2 51 0 0 6 235
Log Income vs. Linear Income: An Application of the Encompassing Principle* 1 2 3 84 2 3 14 254
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY 0 0 2 19 0 0 4 52
Macro-economic Forecasting and Modelling 0 0 0 138 1 1 6 428
Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study 0 0 1 24 0 3 11 140
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process 0 1 2 133 0 1 5 637
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction 0 1 1 52 0 2 44 323
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 10 1 3 8 39
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 4 9 62
Model formulation to simplify selection when specification is uncertain 0 0 0 15 0 0 2 66
Model selection in under-specified equations facing breaks 1 2 3 23 2 6 16 93
Model selection when there are multiple breaks 0 1 4 34 3 8 22 124
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 2 353 1 5 20 717
Modelling Linear Dynamic Econometric Systems 0 0 0 0 1 6 26 748
Modelling UK inflation, 1875-1991 0 1 5 800 0 1 10 2,069
Modelling methodology and forecast failure 0 0 0 105 0 0 6 365
Monetary Economic Myth and Econometric Reality 0 0 0 0 0 1 7 323
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares 0 0 0 44 0 1 5 141
Multi-step Estimation for Forecasting 0 0 0 3 0 0 3 346
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 6 70 0 3 22 172
Non-parametric direct multi-step estimation for forecasting economic processes 1 1 4 65 2 3 15 227
Nowcasting from disaggregates in the face of location shifts 0 0 2 74 1 3 16 163
Obituary: Jan Tinbergen, 1903–94 0 0 0 0 0 0 0 2
On High and Low R2 Contributions 0 0 0 1 0 0 3 272
On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology 0 0 0 0 0 0 1 219
On adding over-identifying instrumental variables to simultaneous equations 0 0 1 14 0 1 9 60
On congruent econometric relations: A comment 0 0 1 26 0 0 6 146
On detectable and non-detectable structural change 0 0 0 74 0 1 4 218
On the formulation of empirical models in dynamic econometrics 0 1 3 237 2 4 16 509
On winning forecasting competitions in economics 0 0 2 199 0 1 14 757
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 1 1 9 0 1 7 28
Pooling of forecasts 0 0 1 303 1 2 13 829
Professor Sir Clive W.J. Granger and Cointegration 0 0 0 21 0 1 3 61
Reconstructing Aggregate Euro‐zone Data 0 0 0 15 0 0 3 64
Reformulating Empirical Macroeconomic Modelling 0 0 0 2 0 0 3 231
Regression Models with Data‐based Indicator Variables 0 0 0 101 1 2 9 710
Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' 0 0 0 9 0 0 4 36
Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts 0 0 0 21 0 0 1 74
Robust approaches to forecasting 0 0 2 54 0 2 14 122
Robustifying forecasts from equilibrium-correction systems 0 0 0 55 0 1 8 157
SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 0 0 0 7 0 0 3 26
Saturation in Autoregressive Models 0 0 1 73 0 1 9 179
Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England 2 2 38 526 2 6 74 1,269
Small-Sample Properties of ARCH Estimators and Tests 0 1 3 50 0 2 11 375
Stochastic Specification in an Aggregate Demand Model of the United Kingdom 0 0 0 45 0 1 3 213
Testing Integration and Cointegration: An Overview 0 0 0 2 3 8 29 616
Testing superexogeneity and invariance in regression models 0 0 3 258 0 0 15 509
The Demand for Broad Money in the United Kingdom, 1878–1993 0 0 0 91 2 5 10 306
The Demand for M1 in the U.S.A., 1960–1988 0 1 5 311 0 3 15 764
The Demand for M1 in the USA: A Reply 0 0 0 52 0 0 3 199
The Econometric Analysis of Economic Policy 0 0 0 2 1 2 9 356
The Econometrics of Macroeconomic Forecasting 0 0 0 223 0 0 4 626
The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics 0 0 0 80 0 0 3 842
The Implications for Econometric Modelling of Forecast Failure 0 0 0 0 1 1 1 1
The Nobel Memorial Prize for Clive W. J. Granger 0 0 0 76 0 0 5 214
The Properties of Automatic "GETS" Modelling 0 0 3 279 2 3 17 778
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems 0 1 1 28 0 1 2 229
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors 0 0 0 22 0 0 5 64
The future of macroeconomics: macro theory and models at the Bank of England 1 2 8 25 3 10 31 73
The impact of integrated measurement errors on modeling long-run macroeconomic time series 1 1 1 1 1 1 7 23
The long-run determinants of UK wages, 1860-2004 0 1 3 148 0 6 24 469
The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw 0 0 1 88 1 1 5 194
The structure of simultaneous equations estimators 0 0 0 36 1 2 7 108
Unpredictability in economic analysis, econometric modeling and forecasting 0 2 9 56 5 10 39 172
Using PC-GIVE in Econometrics Teaching 0 0 0 0 0 2 12 864
Using PC-NAIVE in Teaching Econometrics 0 0 0 2 0 0 4 202
We Ran One Regression 0 0 5 189 1 5 27 631
Total Journal Articles 18 82 373 15,453 137 436 2,027 55,913
4 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 58 159 677 10,445
Dynamic Econometrics 0 0 0 0 6 24 96 1,259
Econometrics: Alchemy or Science?: Essays in Econometric Methodology 0 0 0 0 1 4 14 932
Forecasting Economic Time Series 0 0 0 0 3 9 70 364
Forecasting Economic Time Series 0 0 0 0 3 7 24 220
Forecasting Non-Stationary Economic Time Series 0 0 0 0 6 22 56 386
The Foundations of Econometric Analysis 0 0 0 0 1 4 9 90
The Foundations of Econometric Analysis 0 0 0 0 1 1 5 99
Total Books 0 0 0 0 79 230 951 13,795

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anthropogenic influences on atmospheric CO2 0 1 1 13 1 3 15 53
Dynamic specification 1 13 48 608 14 71 151 1,617
Forecasting with Breaks 1 2 5 273 2 6 18 646
Monte carlo experimentation in econometrics 1 2 7 678 2 7 21 1,414
Preface to Econometric Modeling: A Likelihood Approach 0 0 1 118 1 2 15 294
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 2 8 165 0 7 36 735
Total Chapters 3 20 70 1,855 20 96 256 4,759

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 Örebro University School of Business.

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

Statistics updated 2020-09-04