Access Statistics for David F. Hendry

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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 3 3 6 458
A General Forecast-error Taxonomy 1 3 6 277 3 8 21 771
A Low-Dimension Collinearity-Robust Test for Non-linearity 0 0 0 84 1 1 8 452
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 2 3 28 265
A Short History of Macro-econometric Modelling 1 1 7 137 3 5 22 357
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 0 1 7 126
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 0 0 4 351
An Automatic Test of Super Exogeneity 0 0 0 258 2 4 10 849
An Econometric Analysis of Money Demand in Italy 0 0 0 0 0 0 10 1,256
An Open-model Forecast-error Taxonomy 0 1 1 50 3 4 9 99
An Overview of Forecasting Facing Breaks 1 1 3 117 4 6 22 217
An analogue model of phase-averaging procedures 0 0 0 26 3 3 11 599
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 1 1 10 1,590
An evaluation of forecasting using leading indicators 0 0 0 718 2 3 8 1,451
Analyzing Differences between Scenarios 0 0 0 57 3 5 22 311
Anthropogenic Influences on Atmospheric CO2 0 0 0 70 3 5 11 247
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 2 3 12 762
Automatic Selection for Non-linear Models 0 0 0 179 6 7 14 556
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 0 1 23 2 3 10 82
Beyer-Doornik-Hendry 0 0 2 370 4 4 14 1,420
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 0 46 3 6 13 102
Climate Change: Lessons for our Future from the Distant Past 0 0 1 103 5 5 19 237
Cointegration tests in the presence of structural breaks 0 0 0 240 2 2 25 1,197
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 1 1 11 822
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate 0 0 0 269 1 7 20 656
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 4 7 12 916
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 0 2 9 23 2,242
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 29 3 6 26 119
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 0 3 172 5 6 22 838
Constructing Historical Euro-Zone Data 0 0 0 2 1 2 7 805
Deciding Between Alternative Approaches In Macroeconomics 1 1 2 232 4 4 31 464
Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation 0 0 0 55 5 8 57 185
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR 0 0 0 1 2 3 16 647
EXOGENEITY 0 0 1 27 5 14 41 157
Econometric Modelling of Changing Time Series 0 0 0 222 0 2 16 288
Economic Forecasting: Some Lessons from Recent Research 0 0 0 493 2 4 26 847
Economic Forecasting: Some Lessons from Recent Research 0 0 2 412 5 6 14 995
Economic Forecasting: Some Lessons from Recent Research 0 0 0 8 5 7 34 83
Economic forecasting: some lessons from recent research 0 0 2 451 0 1 15 994
Empirical Economic Model Discovery and Theory Evaluation 0 0 4 294 2 4 19 852
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 1 1 6 442
Evaluating Automatic Model Selection 0 0 1 76 2 5 20 242
Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations 0 0 0 55 3 5 10 121
Exogeneity 0 1 4 45 6 11 35 942
Exogeneity 0 0 0 0 5 8 24 250
Exogeneity, cointegration, and economic policy analysis 0 0 1 1,003 1 4 18 2,053
Explaining Cointegration Analysis: Part II 0 0 2 3,664 2 3 27 7,129
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 2 3 48 82
First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 1 2 4 95 2 8 32 158
Forecast Failure, Expectations Formation, and the Lucas Critique 0 0 0 239 1 2 8 627
Forecasting Aggregates by Disaggregates 0 0 2 274 4 6 14 1,036
Forecasting Economic Aggregates by Disaggregates 0 0 1 209 1 2 16 767
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 0 342 0 1 12 837
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 1 4 17 467 9 28 69 890
Forecasting breaks and forecasting during breaks 0 0 0 221 2 5 16 391
Forecasting by factors, by variables, or both? 0 0 0 147 1 2 7 306
Forecasting economic aggregates by disaggregates 0 0 0 242 5 9 23 568
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 149 3 5 11 637
Forecasting from Structural Econometric Models 0 1 2 383 4 6 18 734
Forecasting in Cointegrated Systems 0 0 0 4 0 0 5 230
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts 0 0 0 208 2 3 22 528
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 23 0 1 9 1,669
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 44 1 4 12 199
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 1 160 5 11 21 387
Forecasting: theory and practice 1 1 5 95 3 5 45 154
General-to-specific modeling: an overview and selected bibliography 0 0 2 1,802 2 15 32 7,113
Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns 0 0 0 35 1 2 13 80
Identifying the Causal Role of CO2 during the Ice Ages 0 0 0 54 3 6 17 101
Improving the Teaching of Econometrics 0 0 0 259 4 6 14 561
John Denis Sargan at the London School of Economics 0 0 0 104 5 6 17 242
Log Income vs. Linear Income: An Application of the Encompassing Principle 0 0 0 0 6 6 15 539
Log income versus linear income: an application of the encompassing principl 0 0 0 554 0 0 1 2,539
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 1 5 2 5 12 71
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics 1 1 3 416 4 5 33 619
Milton Friedman and Data Adjustment 0 0 0 202 2 5 9 188
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 2 4 13 269
Model Discovery and Trygve Haavelmo's Legacy 0 0 0 119 1 5 16 332
Model Identification and Non-unique Structure 0 0 0 102 2 2 2 441
Model Selection in Equations with Many 'Small' Effects 0 0 0 25 2 3 8 104
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 1 1 11 193
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 2 4 11 165
Model Selection when there are Multiple Breaks 0 0 1 34 6 8 18 128
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 317 0 3 15 1,254
Modelling Non-stationary 'Big Data' 0 0 1 141 6 10 34 249
Modelling UK Inflation over the Long Run 0 0 0 45 2 2 14 126
Multi-Step Estimation for Forecasting 0 0 0 5 5 8 13 226
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 0 93 2 7 13 354
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 1 97 7 9 26 381
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 3 7 15 165
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 2 3 14 775
On the Mathematical Basis of Inter-temporal Optimization 0 0 0 219 3 3 11 458
On the interactions of unit roots and exogeneity 0 0 0 298 0 1 11 687
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 2 2 7 506
Policy Analysis, Forediction, and Forecast Failure 0 0 1 114 1 3 11 214
Pooling of Forecasts 0 0 1 333 7 7 11 825
Procrustean Econometrics: Stretching and Squeezing Data 0 0 0 99 2 3 8 782
RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES 0 0 0 155 1 2 4 204
Recent developments in the theory of encompassing 0 0 0 0 2 3 10 204
Regression Models with Data-based Indicator Variables 0 0 0 78 4 4 13 251
Regression Models with Data-based Indicator Variables 0 0 0 211 1 3 9 797
Robust Approaches to Forecasting 0 0 1 241 1 1 11 524
Robust Discovery of Regression Models 0 0 1 68 3 5 17 94
Robustifying Forecasts from Equilibrium-Correction Models 0 0 1 76 1 3 13 160
Selecting a Model for Forecasting 0 0 0 94 5 15 27 202
Selecting a Regression Saturated by Indicators 0 0 0 44 8 8 20 218
Selecting a Regression Saturated by Indicators 0 0 1 186 6 7 16 624
Semi-automatic Non-linear Model selection 0 0 2 112 2 3 18 217
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 1 1 48 1 3 7 92
Smooth Robust Multi-Horizon Forecasts 0 1 2 26 3 5 14 55
Smooth Robust Multi-Horizon Forecasts 0 0 1 46 3 5 11 83
Some Fallacies in Econometric Modelling of Climate Change 0 0 1 270 1 4 9 517
Some forecasting principles from the M4 competition 0 0 1 52 2 5 21 129
Statistical Model Selection with 'Big Data' 0 0 1 261 3 4 14 436
Step-indicator Saturation 0 0 3 142 5 10 40 525
Sub-sample Model Selection Procedures in Gets Modelling 0 0 0 122 1 1 7 543
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS 0 0 0 1 1 2 7 606
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 2 3 16 520
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 3 15 348
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 1 1 8 100
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 4 5 14 175
Testing the Lucas Critique: A Review 0 0 1 15 1 4 10 61
Testing the Lucas Critique: A Review 0 0 2 21 0 0 9 61
The Econometric Analysis of Economic Policy 0 0 0 1 1 1 5 417
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 0 52 2 4 11 108
The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series 0 0 3 122 1 2 8 121
The Influence of A. W. H. Phillips on Econometrics 0 0 0 0 2 3 3 444
The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems 0 0 0 10 3 4 5 171
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 4 4 10 596
The Properties of Automatic Gets Modelling 0 0 0 144 2 4 63 438
The Properties of Automatic Gets Modelling 0 1 2 236 3 5 12 554
The Properties of Model Selection when Retaining Theory Variables 0 0 0 47 3 4 10 110
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 2 3 12 142
The UK Demand for Broad Money over the Long run 0 0 0 314 1 3 23 920
The demand for broad money in the United Kingdom, 1878-1993 0 0 0 550 5 5 10 1,177
The econometric analysis of economic time series 0 0 0 0 3 3 11 95
The future of macroeconomics: Macro theory and models at the Bank of England 0 2 7 561 6 16 41 758
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 2 33 4 8 22 49
Unpredictability and the Foundations of Economic Forecasting 0 0 0 0 3 5 11 263
Unpredictability and the Foundations of Economic Forecasting 0 0 0 175 2 2 7 396
Unpredictability in Economic Analyis, Econometric Modelling and Forecasting 0 0 1 266 2 5 10 256
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting 0 0 1 145 2 5 17 211
We Ran One Regression 1 1 1 436 4 10 29 1,171
Total Working Papers 9 23 124 26,595 374 667 2,359 83,874

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 0 4 17 1 1 15 34
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 3 3 11 195
A Novel Approach to Forecasting After Large Forecast Errors 0 0 0 0 2 2 2 2
A Re-analysis of Confluence Analysis 0 0 0 55 3 3 6 208
A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" 0 0 1 42 1 1 4 138
A low-dimension portmanteau test for non-linearity 0 0 0 49 3 5 21 202
A reply to Professors Maasoumi and Phillips 0 0 0 37 2 2 4 98
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 0 0 0 88 3 5 9 444
Achievements and challenges in econometric methodology 0 0 0 64 0 1 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 1 2 16 1,215
An Econometric Model of United Kingdom Building Societies 0 0 0 0 1 2 7 171
An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification 0 0 0 55 1 2 4 170
An Historical Perspective on Forecast Errors 0 0 0 0 2 2 8 11
An Historical Perspective on Forecast Errors 0 0 0 8 4 4 9 40
An Overview of Forecasting Facing Breaks 0 0 2 17 4 4 19 110
An analogue model of phase-averaging procedures 0 0 0 30 2 3 10 202
An econometric analysis of TV advertising expenditure in the United Kingdom 0 0 1 169 1 3 13 403
An empirical study of seasonal unit roots in forecasting 0 0 0 60 0 1 9 194
Analysing differences between scenarios 0 0 0 4 3 4 12 20
Applied Econometrics without Sinning 0 0 0 97 0 1 6 265
Automatic selection of indicators in a fully saturated regression 0 0 1 49 2 3 15 196
Automatic selection of indicators in a fully saturated regression 0 0 0 107 5 7 16 370
Autoreg: a computer program library for dynamic econometric models with autoregressive errors 0 0 0 26 2 2 13 164
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 2 6 23 23
Can Econometrics Improve Economic Forecasting? 0 0 0 73 2 2 13 220
Card forecasts for M4 0 1 2 6 3 6 7 50
Climate Econometrics: An Overview 0 1 7 40 1 9 23 115
Co-Breaking: Recent Advances and a Synopsis of the Literature 0 0 0 129 1 1 8 296
Cointegration tests in the presence of structural breaks 0 0 0 281 2 3 15 712
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 1 83 2 5 31 434
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 0 26 2 3 7 125
Comment on "Excessive Ambitions" (by Jon Elster) 0 0 0 41 1 1 9 172
Common volatility shocks driven by the global carbon transition 1 1 3 10 3 9 25 47
Computer automation of general-to-specific model selection procedures 0 0 2 402 5 8 24 1,065
Consistent Model Selection by an Automatic Gets Approach* 0 0 0 69 2 2 7 245
Constructing Historical Euro-Zone Data 0 0 0 254 3 4 15 850
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24? 1 1 3 3 3 4 14 14
DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION 0 0 0 7 3 10 20 76
Deciding between alternative approaches in macroeconomics 0 1 1 28 2 4 14 107
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 40 1 2 10 281
Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan 0 0 0 0 2 3 8 12
Econometric Evaluation of Linear Macro-Economic Models 0 0 4 348 0 3 32 985
Econometric Modelling of Time Series with Outlying Observations 0 0 0 55 4 5 14 294
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 0 1 4 1,916 6 9 23 4,304
Econometric Modelling with Cointegrated Variables: An Overview 0 0 0 4 5 8 60 1,261
Econometric Modelling: The "Consumption Function" in Retrospect 0 0 0 0 2 3 12 651
Econometric Modelling: The ‘Consumption Function’ In Retrospect 0 0 0 16 2 4 10 77
Econometric analysis of small linear systems using PC-FIML 0 0 0 50 1 1 6 189
Econometrics and Business Cycle Empirics 0 0 1 120 1 2 6 318
Economic Forecasting in a Changing World 0 0 0 90 3 4 17 216
Economic forecasting: some lessons from recent research 0 0 0 223 3 10 24 581
Elusive return predictability: Discussion 0 0 0 30 2 4 4 74
Empirical Economic Model Discovery and Theory Evaluation 0 0 0 32 1 2 8 244
Encompassing 0 0 1 7 1 2 6 34
Encompassing 0 0 0 0 1 2 9 13
Encompassing and Specificity 0 0 0 10 3 4 7 64
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 2 2 10 661
Encompassing in stationary linear dynamic models 0 0 0 17 1 1 6 97
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 56 3 4 10 293
Evaluating Automatic Model Selection 0 0 0 171 1 4 21 558
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 1 10 5 6 14 61
Evaluating a Model by Forecast Performance* 0 0 1 89 0 0 8 292
Evaluating multi-step system forecasts with relatively few forecast-error observations 0 0 0 6 1 2 4 59
Exogeneity 4 5 9 1,578 8 17 49 5,260
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 1 2 17 712
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK 0 0 0 367 1 1 3 994
Explaining Cointegration Analysis: Part 1 0 0 3 9 3 7 21 36
Explaining Cointegration Analysis: Part II 0 0 0 3 4 4 14 19
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 3 4 15 18
Forecast Failure, Expectations Formation and the Lucas Critique 0 0 0 8 5 5 11 57
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 0 1 8 16
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 5 5 13 48
Forecasting by factors, by variables, by both or neither? 0 0 0 68 2 4 18 285
Forecasting economic processes 0 0 0 92 1 1 6 253
Forecasting in Cointegration Systems 0 0 1 380 2 4 13 762
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 2 13 41 47
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 0 2 7 1,747
Forecasting with equilibrium-correction models during structural breaks 0 0 1 68 0 2 10 282
Forecasting: theory and practice 0 3 11 61 31 83 189 498
Foreword 0 0 0 6 1 1 8 50
Foreword by the Editors 0 0 0 0 0 1 6 96
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 0 170 3 4 11 951
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 1 2 11 72
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 61 0 0 8 188
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 0 6 85
HUS Revisited 0 0 0 0 1 3 5 210
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 1 3 8 12
Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez 0 0 0 0 2 4 8 637
In memory of Clive Granger: an advisory board member of the journal 0 0 0 27 1 1 4 90
Inference in Cointegrating Models: UK M1 Revisited 0 0 0 12 1 3 10 65
Intercept Corrections and Structural Change 0 0 1 264 1 3 15 873
Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment 0 0 0 23 1 2 6 256
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 0 0 0 170 2 3 9 324
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY 0 0 0 50 4 5 16 118
John Denis Sargan 0 0 0 11 2 3 8 127
Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* 0 0 0 54 2 7 14 282
Log Income vs. Linear Income: An Application of the Encompassing Principle* 0 0 1 90 2 2 8 327
Looking Back to 1991 Economic Forecasting: Introducing Cointegration 0 0 1 1 2 3 6 6
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY 0 0 0 23 4 5 9 80
Macro-economic Forecasting and Modelling 0 0 0 138 0 1 6 445
Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study 0 0 0 24 1 2 7 161
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process 0 0 0 137 1 2 5 650
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction 0 0 0 57 3 3 8 336
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 6 6 14 80
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 2 3 6 85
Model formulation to simplify selection when specification is uncertain 0 0 0 15 1 1 3 71
Model selection in under-specified equations facing breaks 0 0 1 25 0 1 7 121
Model selection when there are multiple breaks 0 0 0 45 3 3 11 191
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 2 5 7 16 33
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 2 397 1 2 13 937
Modelling Linear Dynamic Econometric Systems 0 0 0 0 1 4 12 849
Modelling UK inflation, 1875-1991 0 0 0 811 1 2 8 2,108
Modelling methodology and forecast failure 0 0 0 105 1 2 9 388
Modelling non-stationary ‘Big Data’ 0 0 0 7 2 2 5 33
Monetary Economic Myth and Econometric Reality 0 0 0 0 0 1 6 338
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares 0 0 0 44 2 2 8 151
Multi-step Estimation for Forecasting 0 0 0 3 1 2 16 374
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 1 81 1 5 8 209
Non-parametric direct multi-step estimation for forecasting economic processes 0 0 3 90 1 11 31 300
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 0 2 8 193
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 5 1 2 7 18
Obituary: Jan Tinbergen, 1903–94 0 0 0 0 0 0 7 11
On High and Low R2 Contributions 0 0 0 1 1 1 3 279
On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology 0 0 0 0 1 2 6 227
On adding over-identifying instrumental variables to simultaneous equations 0 0 0 14 2 4 6 73
On congruent econometric relations: A comment 0 0 0 30 1 4 8 162
On detectable and non-detectable structural change 0 0 0 81 1 2 6 237
On the formulation of empirical models in dynamic econometrics 0 0 3 260 1 2 11 570
On winning forecasting competitions in economics 0 0 0 201 1 2 9 779
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 0 1 11 0 0 5 42
Pooling of forecasts 0 0 0 304 8 12 27 891
Professor Sir Clive W.J. Granger and Cointegration 0 0 0 23 1 3 7 71
Reconstructing Aggregate Euro‐zone Data 0 0 0 16 5 7 11 77
Reformulating Empirical Macroeconomic Modelling 0 0 0 2 3 3 6 248
Regression Models with Data‐based Indicator Variables 0 0 0 102 1 2 8 732
Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' 0 0 0 14 1 4 9 55
Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts 0 0 1 23 3 4 10 89
Robust Discovery of Regression Models 0 0 1 5 2 2 8 17
Robust approaches to forecasting 0 0 1 61 2 3 12 157
Robustifying forecasts from equilibrium-correction systems 0 0 0 59 0 1 3 170
SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 0 0 0 8 1 1 1 33
Saturation in Autoregressive Models 0 0 1 79 3 6 10 204
Selecting a Model for Forecasting 0 0 1 20 2 5 37 88
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 1 6 608 2 5 19 1,441
Short-term forecasting of the coronavirus pandemic 0 0 0 4 1 2 4 15
Small-Sample Properties of ARCH Estimators and Tests 0 1 2 57 3 4 8 402
Stochastic Specification in an Aggregate Demand Model of the United Kingdom 0 0 0 45 0 0 6 226
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 2 10 0 2 9 28
Testing Integration and Cointegration: An Overview 0 0 0 2 2 3 16 784
Testing superexogeneity and invariance in regression models 0 1 2 271 1 3 14 563
The Demand for Broad Money in the United Kingdom, 1878–1993 0 0 2 96 0 1 49 389
The Demand for M1 in the U.S.A., 1960–1988 0 0 1 323 3 4 12 813
The Demand for M1 in the USA: A Reply 0 0 0 53 0 0 4 210
The Econometric Analysis of Economic Policy 0 0 0 2 1 3 6 381
The Econometrics of Macroeconomic Forecasting 0 0 0 224 1 3 10 645
The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics 0 0 0 83 2 3 11 869
The Implications for Econometric Modelling of Forecast Failure 0 0 0 5 1 2 8 22
The Nobel Memorial Prize for Clive W. J. Granger 0 0 1 81 3 6 10 233
The Properties of Automatic "GETS" Modelling 0 0 0 282 2 4 22 834
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems 0 0 0 30 0 2 2 238
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors 0 0 0 23 4 4 9 80
The future of macroeconomics: macro theory and models at the Bank of England 1 1 5 66 3 5 19 232
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 1 2 1 6 16 18
The impact of integrated measurement errors on modeling long-run macroeconomic time series 0 0 0 3 1 1 6 35
The long-run determinants of UK wages, 1860-2004 0 0 0 152 1 5 17 524
The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw 0 0 1 99 0 1 5 228
The structure of simultaneous equations estimators 0 1 1 44 2 3 10 131
Unpredictability in economic analysis, econometric modeling and forecasting 0 0 1 78 1 2 15 271
Using PC-GIVE in Econometrics Teaching 0 0 0 0 2 2 7 887
Using PC-NAIVE in Teaching Econometrics 0 0 0 2 1 2 9 214
We Ran One Regression 0 0 0 197 1 5 20 691
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 1 1 3 5 4 4 16 25
Total Journal Articles 9 20 113 16,223 350 660 2,213 61,845
7 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 11 24 139 12,029
Dynamic Econometrics 0 0 0 0 6 11 37 1,617
Econometrics: Alchemy or Science?: Essays in Econometric Methodology 0 0 0 0 3 4 16 998
Forecasting Economic Time Series 0 0 0 0 2 6 22 297
Forecasting Economic Time Series 0 0 0 0 5 15 77 731
Forecasting Non-Stationary Economic Time Series 0 0 0 0 2 4 18 506
The Foundations of Econometric Analysis 0 0 0 0 2 5 13 159
The Foundations of Econometric Analysis 0 0 0 0 1 5 10 133
Total Books 0 0 0 0 32 74 332 16,470

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 2 26 6 8 16 112
Bridging the Gap: Linking Economics and Econometrics 0 0 0 0 0 2 5 11
Causality and Exogeneity in Non-stationary Economic Time Series 0 0 1 3 1 2 5 8
Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 0 0 0 0 0 1 7 7
Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation 0 0 0 0 1 1 9 9
Conditional Econometric Modeling: An Application to New House Prices in the United Kingdom 0 0 0 0 2 3 7 7
Dynamic specification 1 2 6 745 3 8 23 1,899
Econometric forecasting of climate change 0 0 4 4 3 4 18 24
Forecasting with Breaks 1 3 5 313 3 10 44 770
John Denis Sargan (1924–1996) 0 0 0 0 2 3 6 13
Monte carlo experimentation in econometrics 0 0 3 701 4 8 23 1,493
Oxford’s Contributions to Econometrics 0 0 0 1 4 4 7 28
Preface to Econometric Modeling: A Likelihood Approach 0 0 0 131 1 3 10 336
Smooth Robust Multi-Horizon Forecasts 0 0 3 8 1 3 25 38
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 1 2 11 789
The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass 0 0 0 1 2 4 18 50
Total Chapters 2 6 24 2,114 34 66 234 5,594
4 registered items for which data could not be found
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