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 0 0 452
A General Forecast-error Taxonomy 0 0 1 271 0 0 2 750
A Low-Dimension Collinearity-Robust Test for Non-linearity 0 0 0 84 0 1 2 443
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 0 0 0 237
A Short History of Macro-econometric Modelling 0 1 7 128 1 5 21 332
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 1 1 1 119
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 0 0 0 347
An Automatic Test of Super Exogeneity 1 2 5 258 1 2 5 839
An Econometric Analysis of Money Demand in Italy 0 0 0 0 0 0 1 1,246
An Open-model Forecast-error Taxonomy 0 1 1 49 0 1 2 89
An Overview of Forecasting Facing Breaks 0 0 2 113 1 2 6 194
An analogue model of phase-averaging procedures 0 0 0 26 0 1 1 587
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 4 286 0 0 7 1,579
An evaluation of forecasting using leading indicators 0 0 2 718 0 0 4 1,443
Analyzing Differences between Scenarios 0 1 2 57 0 1 5 288
Anthropogenic Influences on Atmospheric CO2 0 0 1 70 1 2 3 235
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 0 0 2 750
Automatic Selection for Non-linear Models 0 0 1 179 1 2 5 542
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 0 0 21 0 0 0 71
Beyer-Doornik-Hendry 0 1 2 368 3 6 12 1,406
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 5 45 2 3 11 88
Climate Change: Lessons for our Future from the Distant Past 0 0 0 102 0 1 1 218
Cointegration tests in the presence of structural breaks 0 0 0 240 1 1 2 1,172
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 0 0 1 811
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate 0 0 0 268 0 0 1 634
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 0 0 0 904
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 0 0 0 0 2,219
Computer Automation of General-to-Specific Model Selection Procedures 0 0 1 29 1 1 2 93
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 0 2 169 0 2 4 815
Constructing Historical Euro-Zone Data 0 0 0 2 0 1 5 798
Deciding Between Alternative Approaches In Macroeconomics 0 1 4 228 2 3 10 429
Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation 0 0 0 55 12 12 12 128
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR 0 0 0 1 2 3 9 630
EXOGENEITY 1 2 5 26 4 5 20 115
Econometric Modelling of Changing Time Series 0 0 0 222 0 0 1 272
Economic Forecasting: Some Lessons from Recent Research 0 0 0 7 0 0 2 48
Economic Forecasting: Some Lessons from Recent Research 0 0 2 410 0 2 6 981
Economic Forecasting: Some Lessons from Recent Research 0 1 2 493 7 9 15 821
Economic forecasting: some lessons from recent research 0 0 3 449 2 3 9 979
Empirical Economic Model Discovery and Theory Evaluation 0 0 2 290 2 4 8 832
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 0 0 0 436
Evaluating Automatic Model Selection 0 0 0 75 0 1 7 222
Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations 0 0 0 55 1 1 2 111
Exogeneity 0 0 0 0 3 6 24 225
Exogeneity 1 2 4 41 2 3 8 906
Exogeneity, cointegration, and economic policy analysis 0 1 2 1,002 1 3 4 2,034
Explaining Cointegration Analysis: Part II 0 0 3 3,662 1 2 12 7,102
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 0 0 2 33
First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 2 3 6 90 5 8 13 123
Forecast Failure, Expectations Formation, and the Lucas Critique 0 0 0 239 1 2 3 619
Forecasting Aggregates by Disaggregates 0 0 3 272 0 0 8 1,022
Forecasting Economic Aggregates by Disaggregates 0 1 1 208 0 1 2 751
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 3 341 0 0 7 824
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 0 1 11 450 0 2 35 817
Forecasting breaks and forecasting during breaks 0 0 2 221 0 0 3 373
Forecasting by factors, by variables, or both? 0 0 0 147 0 0 2 299
Forecasting economic aggregates by disaggregates 0 1 3 242 1 2 7 544
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 1 149 1 1 2 626
Forecasting from Structural Econometric Models 0 0 2 381 0 0 3 716
Forecasting in Cointegrated Systems 0 0 0 4 1 2 2 225
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts 0 0 0 208 0 0 5 503
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 22 0 0 2 1,660
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 3 43 4 5 15 186
Forecasting with Equilibrium-correction Models during Structural Breaks 0 1 2 159 1 5 6 366
Forecasting: theory and practice 0 4 12 89 0 4 23 102
General-to-specific modeling: an overview and selected bibliography 0 0 10 1,800 1 3 36 7,080
Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns 0 0 2 33 0 1 8 64
Identifying the Causal Role of CO2 during the Ice Ages 1 1 2 54 4 4 6 84
Improving the Teaching of Econometrics 0 0 1 258 0 0 4 546
John Denis Sargan at the London School of Economics 0 0 1 104 1 1 2 225
Log Income vs. Linear Income: An Application of the Encompassing Principle 0 0 0 0 6 12 36 523
Log income versus linear income: an application of the encompassing principl 0 0 0 554 0 0 0 2,538
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 1 4 0 0 2 59
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics 0 0 1 413 2 5 13 585
Milton Friedman and Data Adjustment 0 0 1 202 0 1 3 179
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 1 101 2 2 4 255
Model Discovery and Trygve Haavelmo's Legacy 0 0 0 119 0 0 2 316
Model Identification and Non-unique Structure 0 0 0 102 0 0 0 437
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 3 5 182
Model Selection in Equations with Many 'Small' Effects 0 0 1 24 0 0 1 95
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 1 1 1 154
Model Selection when there are Multiple Breaks 0 0 1 33 2 3 6 110
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 316 1 1 2 1,239
Modelling Non-stationary 'Big Data' 0 0 1 140 1 3 7 215
Modelling UK Inflation over the Long Run 0 0 1 45 0 0 3 112
Multi-Step Estimation for Forecasting 0 0 0 5 1 1 1 213
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 1 96 1 1 2 355
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 0 93 0 1 5 341
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 0 0 1 150
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 1 2 13 759
On the Mathematical Basis of Inter-temporal Optimization 0 0 1 218 0 0 4 446
On the interactions of unit roots and exogeneity 0 0 1 298 1 2 3 676
Parallel Computation in Econometrics: A Simplified Approach 0 0 1 201 0 0 2 498
Policy Analysis, Forediction, and Forecast Failure 0 0 0 113 0 0 5 202
Pooling of Forecasts 0 1 5 332 2 3 12 814
Procrustean Econometrics: Stretching and Squeezing Data 1 1 1 98 1 1 2 773
RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES 0 0 1 155 1 1 4 200
Recent developments in the theory of encompassing 0 0 0 0 0 0 6 194
Regression Models with Data-based Indicator Variables 0 0 0 78 1 1 2 238
Regression Models with Data-based Indicator Variables 0 0 0 211 2 2 2 788
Robust Approaches to Forecasting 0 0 3 240 1 2 11 513
Robust Discovery of Regression Models 0 1 2 67 1 3 6 77
Robustifying Forecasts from Equilibrium-Correction Models 0 0 0 75 1 1 1 147
Selecting a Model for Forecasting 0 0 0 94 2 2 8 172
Selecting a Regression Saturated by Indicators 0 0 0 44 0 0 1 198
Selecting a Regression Saturated by Indicators 0 0 0 185 1 1 2 608
Semi-automatic Non-linear Model selection 0 0 1 110 0 0 1 199
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 1 1 47 2 3 4 85
Smooth Robust Multi-Horizon Forecasts 0 0 1 45 0 0 2 72
Smooth Robust Multi-Horizon Forecasts 0 2 4 24 0 3 6 41
Some Fallacies in Econometric Modelling of Climate Change 0 1 2 269 1 3 4 508
Some forecasting principles from the M4 competition 0 0 2 50 1 2 7 107
Statistical Model Selection with 'Big Data' 0 1 1 260 0 1 5 421
Step-indicator Saturation 0 0 8 139 5 7 35 484
Sub-sample Model Selection Procedures in Gets Modelling 0 0 0 122 0 0 0 536
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS 0 0 0 1 1 1 2 598
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 0 1 2 504
Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom 0 0 1 73 0 0 1 333
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 2 2 4 160
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 0 1 92
Testing the Lucas Critique: A Review 0 1 1 14 0 1 2 51
Testing the Lucas Critique: A Review 0 0 0 19 1 2 3 52
The Econometric Analysis of Economic Policy 0 0 0 1 1 1 3 412
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 1 4 8 49 1 10 20 94
The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series 0 0 2 119 0 0 3 113
The Influence of A. W. H. Phillips on Econometrics 0 0 0 0 1 1 1 441
The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems 0 0 0 10 0 0 0 166
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 1 1 7 583
The Properties of Automatic Gets Modelling 0 0 2 234 0 0 3 542
The Properties of Automatic Gets Modelling 0 0 0 144 2 2 2 374
The Properties of Model Selection when Retaining Theory Variables 0 0 0 47 0 0 0 100
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 0 0 0 130
The UK Demand for Broad Money over the Long run 0 0 0 314 0 0 1 897
The demand for broad money in the United Kingdom, 1878-1993 1 1 1 550 1 1 1 1,167
The econometric analysis of economic time series 0 0 0 0 0 1 6 84
The future of macroeconomics: Macro theory and models at the Bank of England 0 2 10 552 1 6 26 712
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 0 31 1 1 1 27
Unpredictability and the Foundations of Economic Forecasting 0 0 0 175 0 1 3 389
Unpredictability and the Foundations of Economic Forecasting 0 0 0 0 1 1 1 252
Unpredictability in Economic Analyis, Econometric Modelling and Forecasting 0 0 1 265 0 2 4 246
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting 0 1 2 144 0 2 4 194
We Ran One Regression 0 0 0 435 1 6 11 1,142
Total Working Papers 9 42 201 26,446 128 248 805 81,429

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 7 12 1 2 10 18
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 1 50 0 0 2 184
A Re-analysis of Confluence Analysis 0 0 0 55 1 1 2 202
A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" 0 0 1 41 1 1 5 134
A low-dimension portmanteau test for non-linearity 0 0 0 49 0 0 0 181
A reply to Professors Maasoumi and Phillips 0 0 0 37 0 0 0 94
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 0 0 2 88 0 0 3 435
Achievements and challenges in econometric methodology 0 0 0 64 0 0 0 222
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 2 470 1 2 8 1,198
An Econometric Model of United Kingdom Building Societies 0 0 0 0 1 1 1 164
An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification 0 1 1 55 1 2 3 166
An Historical Perspective on Forecast Errors 0 0 0 0 1 1 1 3
An Historical Perspective on Forecast Errors 0 0 0 8 0 0 1 31
An Overview of Forecasting Facing Breaks 1 1 1 15 2 3 5 90
An analogue model of phase-averaging procedures 0 0 0 30 0 1 2 192
An econometric analysis of TV advertising expenditure in the United Kingdom 0 0 1 168 0 1 2 390
An empirical study of seasonal unit roots in forecasting 0 0 0 60 0 0 0 184
Analysing differences between scenarios 0 0 3 3 0 0 4 7
Applied Econometrics without Sinning 0 0 1 97 1 1 5 259
Automatic selection of indicators in a fully saturated regression 0 0 3 107 0 4 9 354
Automatic selection of indicators in a fully saturated regression 0 1 1 48 1 2 4 181
Autoreg: a computer program library for dynamic econometric models with autoregressive errors 0 1 1 26 0 1 1 151
Can Econometrics Improve Economic Forecasting? 0 0 1 73 0 0 5 207
Card forecasts for M4 0 0 1 4 0 0 2 43
Climate Econometrics: An Overview 0 2 5 32 1 4 16 90
Co-Breaking: Recent Advances and a Synopsis of the Literature 0 0 0 129 0 0 1 288
Cointegration tests in the presence of structural breaks 0 1 2 281 0 1 7 695
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 0 25 0 0 4 117
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 0 81 0 1 6 401
Comment on "Excessive Ambitions" (by Jon Elster) 0 0 0 41 0 0 0 163
Common volatility shocks driven by the global carbon transition 1 3 5 5 1 5 17 17
Computer automation of general-to-specific model selection procedures 0 0 3 400 1 2 8 1,040
Consistent Model Selection by an Automatic Gets Approach* 0 0 0 69 9 9 10 238
Constructing Historical Euro-Zone Data 0 0 0 254 1 1 8 835
DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION 0 0 0 7 1 2 2 56
Deciding between alternative approaches in macroeconomics 0 1 2 27 0 2 3 93
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 5 40 0 1 10 271
Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan 0 0 0 0 0 0 0 4
Econometric Evaluation of Linear Macro-Economic Models 0 0 7 344 1 1 18 953
Econometric Modelling of Time Series with Outlying Observations 1 1 1 54 1 2 2 279
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 1 4 23 1,911 2 5 30 4,279
Econometric Modelling with Cointegrated Variables: An Overview 0 0 0 4 1 1 8 1,200
Econometric Modelling: The "Consumption Function" in Retrospect 0 0 0 0 1 1 5 638
Econometric Modelling: The ‘Consumption Function’ In Retrospect 0 0 0 16 0 0 1 67
Econometric analysis of small linear systems using PC-FIML 0 0 0 50 0 0 0 183
Econometrics and Business Cycle Empirics 0 0 1 119 1 1 2 312
Economic Forecasting in a Changing World 0 0 1 90 0 0 1 199
Economic forecasting: some lessons from recent research 0 0 4 223 1 1 9 554
Elusive return predictability: Discussion 0 0 0 30 0 0 0 70
Empirical Economic Model Discovery and Theory Evaluation 1 1 1 32 2 2 4 236
Encompassing 1 1 1 6 3 3 3 27
Encompassing 0 0 0 0 1 1 1 3
Encompassing and Specificity 0 0 0 10 1 1 1 57
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 1 2 3 651
Encompassing in stationary linear dynamic models 0 0 0 17 0 0 0 91
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 56 1 1 1 283
Evaluating Automatic Model Selection 0 1 5 171 0 2 9 537
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 0 9 0 0 1 47
Evaluating a Model by Forecast Performance* 0 0 0 88 0 0 1 284
Evaluating multi-step system forecasts with relatively few forecast-error observations 0 0 0 6 1 1 1 55
Exogeneity 2 6 28 1,568 7 17 61 5,210
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 0 2 3 695
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK 0 0 0 367 0 0 1 991
Explaining Cointegration Analysis: Part 1 0 0 6 6 1 2 15 15
Explaining Cointegration Analysis: Part 1 1 3 25 494 8 11 50 1,379
Explaining Cointegration Analysis: Part II 0 1 3 234 0 3 14 881
Explaining Cointegration Analysis: Part II 0 0 3 3 1 1 5 5
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 0 0 3 3
Forecast Failure, Expectations Formation and the Lucas Critique 0 0 1 8 1 1 2 46
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 1 1 2 8
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 1 1 1 35
Forecasting by factors, by variables, by both or neither? 0 0 1 68 2 3 6 266
Forecasting economic processes 0 0 0 91 2 2 2 245
Forecasting in Cointegration Systems 0 0 0 379 0 1 2 749
Forecasting the UK top 1% income share in a shifting world 0 0 1 1 3 3 5 5
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 0 1 3 1,739
Forecasting with equilibrium-correction models during structural breaks 0 0 0 67 1 1 1 272
Forecasting: theory and practice 1 4 18 49 7 26 148 293
Foreword 0 0 0 6 0 0 1 42
Foreword by the Editors 0 0 0 0 0 0 0 90
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 2 170 0 1 7 940
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 0 0 1 61
Guest Editors’ Introduction: Information in Economic Forecasting 0 1 1 61 1 2 2 180
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 1 1 2 79
HUS Revisited 0 0 0 0 0 0 0 205
Improving models and forecasts after equilibrium-mean shifts 0 0 2 2 0 0 3 3
Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez 0 0 0 0 1 3 5 629
In memory of Clive Granger: an advisory board member of the journal 0 0 0 27 0 0 0 86
Inference in Cointegrating Models: UK M1 Revisited 0 0 0 11 2 2 2 53
Intercept Corrections and Structural Change 1 1 2 263 5 5 12 858
Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment 0 0 0 23 0 0 0 250
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 0 0 3 170 0 0 3 315
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY 0 0 2 50 0 0 3 102
John Denis Sargan 0 0 1 11 0 0 1 119
Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* 0 0 1 54 0 0 7 267
Log Income vs. Linear Income: An Application of the Encompassing Principle* 0 0 2 89 1 2 5 316
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY 0 0 1 23 3 3 6 71
Macro-economic Forecasting and Modelling 0 0 0 138 0 0 0 439
Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study 0 0 0 24 0 0 0 154
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process 0 0 1 137 0 1 3 645
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction 0 0 0 57 0 0 0 328
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 1 1 5 64
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 1 1 79
Model formulation to simplify selection when specification is uncertain 0 0 0 15 1 1 1 68
Model selection in under-specified equations facing breaks 0 0 0 24 1 1 1 114
Model selection when there are multiple breaks 1 1 2 45 2 4 8 180
Modeling and forecasting the COVID‐19 pandemic time‐series data 1 1 1 2 1 1 1 17
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 4 395 1 2 11 923
Modelling Linear Dynamic Econometric Systems 0 0 0 0 3 3 5 837
Modelling UK inflation, 1875-1991 1 1 3 811 1 2 5 2,100
Modelling methodology and forecast failure 0 0 0 105 1 1 1 379
Modelling non-stationary ‘Big Data’ 0 0 1 7 0 1 3 28
Monetary Economic Myth and Econometric Reality 0 0 0 0 0 0 0 332
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares 0 0 0 44 0 0 1 143
Multi-step Estimation for Forecasting 0 0 0 3 1 1 1 358
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 3 80 1 1 6 201
Non-parametric direct multi-step estimation for forecasting economic processes 0 0 4 87 1 3 10 269
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 0 1 2 185
Nowcasting is not Just Contemporaneous Forecasting 0 0 2 5 0 0 2 11
Obituary: Jan Tinbergen, 1903–94 0 0 0 0 0 0 0 4
On High and Low R2 Contributions 0 0 0 1 0 0 0 276
On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology 0 0 0 0 0 0 0 221
On adding over-identifying instrumental variables to simultaneous equations 0 0 0 14 0 0 1 66
On congruent econometric relations: A comment 0 0 0 30 0 0 1 154
On detectable and non-detectable structural change 0 0 0 81 0 0 1 231
On the formulation of empirical models in dynamic econometrics 0 0 4 256 0 1 12 557
On winning forecasting competitions in economics 0 0 0 201 0 0 0 770
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 0 0 10 0 0 0 37
Pooling of forecasts 0 0 0 304 1 4 19 864
Professor Sir Clive W.J. Granger and Cointegration 0 0 0 23 0 0 0 64
Reconstructing Aggregate Euro‐zone Data 0 0 0 16 1 1 1 66
Reformulating Empirical Macroeconomic Modelling 0 0 0 2 2 2 3 240
Regression Models with Data‐based Indicator Variables 0 0 1 102 1 1 2 724
Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' 1 1 1 14 1 2 2 46
Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts 0 0 0 22 0 0 0 78
Robust Discovery of Regression Models 1 1 2 4 2 2 5 9
Robust approaches to forecasting 1 1 3 60 2 2 6 144
Robustifying forecasts from equilibrium-correction systems 0 0 1 59 0 0 4 167
SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 0 0 1 8 1 1 2 32
Saturation in Autoregressive Models 0 1 1 78 0 1 1 194
Selecting a Model for Forecasting 0 0 2 19 0 1 6 50
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 2 9 602 2 3 14 1,420
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 1 3 11
Small-Sample Properties of ARCH Estimators and Tests 0 0 0 55 0 0 2 394
Stochastic Specification in an Aggregate Demand Model of the United Kingdom 0 0 0 45 0 0 1 220
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 0 8 0 0 0 19
Testing Integration and Cointegration: An Overview 0 0 0 2 4 6 11 768
Testing superexogeneity and invariance in regression models 0 0 1 269 0 2 7 548
The Demand for Broad Money in the United Kingdom, 1878–1993 0 0 0 94 0 0 2 340
The Demand for M1 in the U.S.A., 1960–1988 0 1 4 322 2 5 9 800
The Demand for M1 in the USA: A Reply 0 0 0 53 1 1 1 206
The Econometric Analysis of Economic Policy 0 0 0 2 0 3 6 375
The Econometrics of Macroeconomic Forecasting 1 1 1 224 2 2 2 635
The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics 0 0 0 83 1 1 2 858
The Implications for Econometric Modelling of Forecast Failure 0 0 1 5 0 0 1 14
The Nobel Memorial Prize for Clive W. J. Granger 0 1 1 80 0 1 1 223
The Properties of Automatic "GETS" Modelling 0 0 0 282 2 4 9 812
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems 0 0 0 30 1 1 1 236
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors 0 0 0 23 0 1 2 70
The future of macroeconomics: macro theory and models at the Bank of England 1 2 5 61 4 6 27 212
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 1 1 0 0 1 2
The impact of integrated measurement errors on modeling long-run macroeconomic time series 0 0 1 3 2 2 4 29
The long-run determinants of UK wages, 1860-2004 0 0 2 152 0 0 5 507
The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw 0 0 2 98 0 0 5 223
The structure of simultaneous equations estimators 0 2 3 43 0 2 5 121
Unpredictability in economic analysis, econometric modeling and forecasting 0 0 0 77 1 1 7 256
Using PC-GIVE in Econometrics Teaching 0 0 0 0 0 0 3 880
Using PC-NAIVE in Teaching Econometrics 0 0 0 2 2 2 2 205
We Ran One Regression 0 0 1 197 1 1 6 671
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 0 0 1 1 1 3 8 8
Total Journal Articles 20 52 266 16,823 145 262 932 61,817
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 27 139 11,871
Dynamic Econometrics 0 0 0 0 4 4 36 1,579
Econometrics: Alchemy or Science?: Essays in Econometric Methodology 0 0 0 0 3 3 5 981
Forecasting Economic Time Series 0 0 0 0 3 9 59 642
Forecasting Economic Time Series 0 0 0 0 1 2 8 272
Forecasting Non-Stationary Economic Time Series 0 0 0 0 2 6 18 487
The Foundations of Econometric Analysis 0 0 0 0 0 1 3 145
The Foundations of Econometric Analysis 0 0 0 0 1 3 4 122
Total Books 0 0 0 0 22 55 272 16,099

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 4 24 0 2 6 95
Bridging the Gap: Linking Economics and Econometrics 0 0 0 0 1 2 3 6
Causality and Exogeneity in Non-stationary Economic Time Series 0 1 1 2 0 1 2 3
Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 0 0 0 0 0 0 0 0
Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation 0 0 0 0 0 0 0 0
Dynamic specification 0 4 20 739 1 5 37 1,874
Forecasting with Breaks 0 0 3 308 1 1 12 726
John Denis Sargan (1924–1996) 0 0 0 0 0 0 1 7
Monte carlo experimentation in econometrics 0 1 3 698 0 1 7 1,469
Oxford’s Contributions to Econometrics 0 0 0 1 0 1 1 21
Preface to Econometric Modeling: A Likelihood Approach 0 0 1 131 0 0 1 326
Smooth Robust Multi-Horizon Forecasts 0 1 4 5 0 4 10 13
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 0 0 0 778
The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass 0 0 0 1 1 2 4 32
Total Chapters 0 8 36 2,090 4 19 84 5,350
4 registered items for which data could not be found
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