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 1 1 1 453
A General Forecast-error Taxonomy 0 0 1 272 1 3 6 756
A Low-Dimension Collinearity-Robust Test for Non-linearity 0 0 0 84 1 1 3 445
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 1 1 1 238
A Short History of Macro-econometric Modelling 2 2 6 133 3 5 17 342
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 0 0 2 120
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 0 0 0 347
An Automatic Test of Super Exogeneity 0 0 2 258 1 1 3 840
An Econometric Analysis of Money Demand in Italy 0 0 0 0 1 1 1 1,247
An Open-model Forecast-error Taxonomy 0 0 1 49 0 1 4 92
An Overview of Forecasting Facing Breaks 0 1 2 115 2 4 7 199
An analogue model of phase-averaging procedures 0 0 0 26 0 0 2 588
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 1 286 1 4 7 1,584
An evaluation of forecasting using leading indicators 0 0 0 718 0 1 1 1,444
Analyzing Differences between Scenarios 0 0 2 57 0 4 11 296
Anthropogenic Influences on Atmospheric CO2 0 0 0 70 0 1 4 237
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 0 750
Automatic Selection for Non-linear Models 0 0 0 179 0 2 4 544
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 1 1 2 23 1 1 2 73
Beyer-Doornik-Hendry 1 1 2 369 1 2 9 1,409
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 1 46 1 1 5 90
Climate Change: Lessons for our Future from the Distant Past 0 0 1 103 1 1 3 220
Cointegration tests in the presence of structural breaks 0 0 0 240 6 6 7 1,178
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 1 1 2 813
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate 0 0 1 269 1 1 5 639
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 1 1 1 905
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 0 1 3 4 2,223
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 29 2 3 4 96
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 0 2 171 2 2 7 820
Constructing Historical Euro-Zone Data 0 0 0 2 0 2 3 800
Deciding Between Alternative Approaches In Macroeconomics 0 0 3 230 1 2 11 437
Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation 0 0 0 55 1 2 14 130
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR 0 0 0 1 0 1 8 634
EXOGENEITY 0 0 2 26 1 2 12 121
Econometric Modelling of Changing Time Series 0 0 0 222 0 1 2 274
Economic Forecasting: Some Lessons from Recent Research 0 0 2 412 0 0 5 984
Economic Forecasting: Some Lessons from Recent Research 0 0 1 8 1 1 2 50
Economic Forecasting: Some Lessons from Recent Research 0 0 1 493 3 3 13 824
Economic forecasting: some lessons from recent research 0 1 2 451 1 2 6 982
Empirical Economic Model Discovery and Theory Evaluation 0 0 2 292 1 2 12 839
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 1 1 1 437
Evaluating Automatic Model Selection 0 1 1 76 2 4 9 230
Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations 0 0 0 55 0 2 4 114
Exogeneity 0 0 0 0 1 2 10 229
Exogeneity 1 1 3 42 1 1 10 913
Exogeneity, cointegration, and economic policy analysis 0 0 2 1,003 2 3 8 2,039
Explaining Cointegration Analysis: Part II 0 1 3 3,664 1 3 9 7,107
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 0 0 1 34
First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 0 1 8 93 2 8 25 137
Forecast Failure, Expectations Formation, and the Lucas Critique 0 0 0 239 0 0 2 619
Forecasting Aggregates by Disaggregates 0 0 2 274 1 1 4 1,025
Forecasting Economic Aggregates by Disaggregates 0 0 2 209 6 6 8 758
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 1 342 2 2 6 829
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 1 5 8 456 1 12 25 839
Forecasting breaks and forecasting during breaks 0 0 0 221 1 2 4 377
Forecasting by factors, by variables, or both? 0 0 0 147 0 0 0 299
Forecasting economic aggregates by disaggregates 0 0 1 242 2 3 7 549
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 149 0 0 3 628
Forecasting from Structural Econometric Models 0 0 0 381 2 3 5 721
Forecasting in Cointegrated Systems 0 0 0 4 0 1 3 226
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts 0 0 0 208 0 2 6 509
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 44 0 1 10 190
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 22 1 1 1 1,661
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 2 160 1 1 8 369
Forecasting: theory and practice 1 1 6 91 8 11 28 124
General-to-specific modeling: an overview and selected bibliography 0 0 1 1,800 1 5 14 7,087
Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns 0 0 3 35 0 0 7 69
Identifying the Causal Role of CO2 during the Ice Ages 0 0 1 54 0 0 6 85
Improving the Teaching of Econometrics 0 0 1 259 0 2 4 550
John Denis Sargan at the London School of Economics 0 0 0 104 0 0 2 226
Log Income vs. Linear Income: An Application of the Encompassing Principle 0 0 0 0 0 2 19 527
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 0 4 0 0 0 59
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics 0 1 1 414 1 4 13 592
Milton Friedman and Data Adjustment 0 0 0 202 0 1 2 180
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 1 1 4 257
Model Discovery and Trygve Haavelmo's Legacy 0 0 0 119 0 0 1 316
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 1 2 97
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 3 8 186
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 0 0 1 154
Model Selection when there are Multiple Breaks 0 0 0 33 1 1 5 112
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 317 0 0 3 1,241
Modelling Non-stationary 'Big Data' 0 0 1 141 1 1 6 218
Modelling UK Inflation over the Long Run 0 0 0 45 1 1 3 114
Multi-Step Estimation for Forecasting 0 0 0 5 0 1 2 214
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 1 97 2 3 7 361
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 0 93 0 0 1 341
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 1 1 2 152
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 0 0 5 761
On the Mathematical Basis of Inter-temporal Optimization 0 0 1 219 0 0 4 449
On the interactions of unit roots and exogeneity 0 0 0 298 2 3 7 681
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 2 3 4 502
Policy Analysis, Forediction, and Forecast Failure 0 1 1 114 2 3 5 207
Pooling of Forecasts 0 1 2 333 0 1 5 816
Procrustean Econometrics: Stretching and Squeezing Data 0 0 2 99 0 0 4 775
RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES 0 0 0 155 0 0 1 200
Recent developments in the theory of encompassing 0 0 0 0 0 1 3 197
Regression Models with Data-based Indicator Variables 0 0 0 78 0 0 2 239
Regression Models with Data-based Indicator Variables 0 0 0 211 0 0 3 789
Robust Approaches to Forecasting 0 0 1 241 2 3 8 517
Robust Discovery of Regression Models 0 0 2 68 2 2 6 80
Robustifying Forecasts from Equilibrium-Correction Models 0 1 1 76 0 2 3 149
Selecting a Model for Forecasting 0 0 0 94 2 4 12 181
Selecting a Regression Saturated by Indicators 0 0 0 44 0 1 1 199
Selecting a Regression Saturated by Indicators 0 0 1 186 2 2 4 611
Semi-automatic Non-linear Model selection 0 1 1 111 1 4 4 203
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 47 0 1 4 86
Smooth Robust Multi-Horizon Forecasts 0 0 1 46 0 0 1 73
Smooth Robust Multi-Horizon Forecasts 1 1 3 25 3 3 7 44
Some Fallacies in Econometric Modelling of Climate Change 0 0 2 270 0 0 4 509
Some forecasting principles from the M4 competition 0 0 2 52 3 4 9 114
Statistical Model Selection with 'Big Data' 0 0 1 260 1 4 6 426
Step-indicator Saturation 1 2 3 141 4 5 32 505
Sub-sample Model Selection Procedures in Gets Modelling 0 0 0 122 0 0 1 537
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS 0 0 0 1 0 0 2 599
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 1 1 6 508
Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom 0 0 0 73 3 4 4 337
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 1 1 1 93
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 0 4 161
Testing the Lucas Critique: A Review 0 0 2 21 0 1 6 55
Testing the Lucas Critique: A Review 0 0 2 15 0 0 4 53
The Econometric Analysis of Economic Policy 0 0 0 1 0 0 3 413
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 7 52 0 1 17 99
The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series 1 2 2 121 1 2 2 115
The Influence of A. W. H. Phillips on Econometrics 0 0 0 0 0 0 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 2 6 588
The Properties of Automatic Gets Modelling 0 0 0 234 1 1 2 544
The Properties of Automatic Gets Modelling 0 0 0 144 0 0 4 376
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 1 1 1 131
The Properties of Model Selection when Retaining Theory Variables 0 0 0 47 1 3 3 103
The UK Demand for Broad Money over the Long run 0 0 0 314 1 3 7 904
The demand for broad money in the United Kingdom, 1878-1993 0 0 1 550 1 1 2 1,168
The econometric analysis of economic time series 0 0 0 0 2 2 5 88
The future of macroeconomics: Macro theory and models at the Bank of England 0 0 8 558 6 9 25 731
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 2 33 1 1 5 31
Unpredictability and the Foundations of Economic Forecasting 0 0 0 0 0 0 2 253
Unpredictability and the Foundations of Economic Forecasting 0 0 0 175 0 1 2 390
Unpredictability in Economic Analyis, Econometric Modelling and Forecasting 1 1 1 266 2 2 4 248
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting 0 0 1 144 1 2 5 196
We Ran One Regression 0 0 0 435 1 2 12 1,147
Total Working Papers 11 27 139 26,534 134 253 802 81,929

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 1 2 5 16 1 3 11 27
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 0 0 0 184
A Re-analysis of Confluence Analysis 0 0 0 55 0 0 2 203
A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" 0 1 1 42 1 2 4 136
A low-dimension portmanteau test for non-linearity 0 0 0 49 0 0 1 182
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 1 88 0 1 2 436
Achievements and challenges in econometric methodology 0 0 0 64 2 2 3 225
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 1 7 1,202
An Econometric Model of United Kingdom Building Societies 0 0 0 0 1 2 3 166
An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification 0 0 1 55 0 0 3 167
An Historical Perspective on Forecast Errors 0 0 0 0 0 0 1 3
An Historical Perspective on Forecast Errors 0 0 0 8 1 1 2 33
An Overview of Forecasting Facing Breaks 0 2 3 17 5 7 13 100
An analogue model of phase-averaging procedures 0 0 0 30 0 0 2 193
An econometric analysis of TV advertising expenditure in the United Kingdom 0 1 1 169 0 2 3 392
An empirical study of seasonal unit roots in forecasting 0 0 0 60 1 2 3 187
Analysing differences between scenarios 0 0 1 4 0 1 3 10
Applied Econometrics without Sinning 0 0 0 97 1 1 2 260
Automatic selection of indicators in a fully saturated regression 0 0 0 107 0 0 6 355
Automatic selection of indicators in a fully saturated regression 0 0 1 48 1 1 5 183
Autoreg: a computer program library for dynamic econometric models with autoregressive errors 0 0 1 26 0 1 2 152
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 0 6 8 8
Can Econometrics Improve Economic Forecasting? 0 0 0 73 1 1 2 208
Card forecasts for M4 0 0 1 5 0 0 1 44
Climate Econometrics: An Overview 3 3 8 38 4 6 18 102
Co-Breaking: Recent Advances and a Synopsis of the Literature 0 0 0 129 1 1 1 289
Cointegration tests in the presence of structural breaks 0 0 1 281 1 2 6 700
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 2 83 4 9 21 420
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 1 26 0 0 1 118
Comment on "Excessive Ambitions" (by Jon Elster) 0 0 0 41 2 3 3 166
Common volatility shocks driven by the global carbon transition 0 1 7 9 2 6 21 30
Computer automation of general-to-specific model selection procedures 0 1 2 402 2 7 13 1,050
Consistent Model Selection by an Automatic Gets Approach* 0 0 0 69 0 0 9 238
Constructing Historical Euro-Zone Data 0 0 0 254 0 0 2 836
DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION 0 0 0 7 0 0 2 56
Deciding between alternative approaches in macroeconomics 0 0 1 27 2 4 6 97
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 1 40 1 1 6 275
Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan 0 0 0 0 0 0 1 5
Econometric Evaluation of Linear Macro-Economic Models 0 1 1 345 6 10 16 967
Econometric Modelling of Time Series with Outlying Observations 0 0 2 55 1 2 5 282
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 0 0 7 1,913 2 3 12 4,285
Econometric Modelling with Cointegrated Variables: An Overview 0 0 0 4 1 2 10 1,206
Econometric Modelling: The "Consumption Function" in Retrospect 0 0 0 0 1 1 5 642
Econometric Modelling: The ‘Consumption Function’ In Retrospect 0 0 0 16 0 0 0 67
Econometric analysis of small linear systems using PC-FIML 0 0 0 50 1 1 2 185
Econometrics and Business Cycle Empirics 0 0 1 120 0 0 4 315
Economic Forecasting in a Changing World 0 0 0 90 1 1 3 202
Economic forecasting: some lessons from recent research 0 0 0 223 0 0 5 558
Elusive return predictability: Discussion 0 0 0 30 0 0 0 70
Empirical Economic Model Discovery and Theory Evaluation 0 0 1 32 1 2 4 238
Encompassing 0 0 2 7 0 0 5 29
Encompassing 0 0 0 0 1 1 3 5
Encompassing and Specificity 0 0 0 10 0 1 2 58
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 0 0 4 653
Encompassing in stationary linear dynamic models 0 0 0 17 1 1 2 93
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 56 1 1 2 284
Evaluating Automatic Model Selection 0 0 2 171 2 3 10 544
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 1 1 10 1 3 3 50
Evaluating a Model by Forecast Performance* 0 0 0 88 0 0 0 284
Evaluating multi-step system forecasts with relatively few forecast-error observations 0 0 0 6 0 0 1 55
Exogeneity 1 1 10 1,572 2 4 30 5,221
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 1 2 6 699
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 1 992
Explaining Cointegration Analysis: Part 1 0 0 5 8 0 1 10 19
Explaining Cointegration Analysis: Part 1 0 1 11 498 1 3 32 1,395
Explaining Cointegration Analysis: Part II 0 0 0 3 1 2 4 7
Explaining Cointegration Analysis: Part II 0 0 1 234 1 2 9 886
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 2 2 3 6
Forecast Failure, Expectations Formation and the Lucas Critique 0 0 0 8 1 1 4 49
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 0 0 2 8
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 0 0 2 36
Forecasting by factors, by variables, by both or neither? 0 0 0 68 2 3 10 272
Forecasting economic processes 0 0 1 92 0 1 6 249
Forecasting in Cointegration Systems 0 0 1 380 1 2 4 752
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 4 5 11 13
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 0 0 5 1,742
Forecasting with equilibrium-correction models during structural breaks 1 1 1 68 1 1 4 275
Forecasting: theory and practice 0 2 11 54 6 20 100 354
Foreword 0 0 0 6 1 2 2 44
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 0 170 1 2 3 942
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 1 3 5 66
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 1 61 0 0 2 180
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 1 1 2 80
HUS Revisited 0 0 0 0 0 0 0 205
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 0 0 2 5
Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez 0 0 0 0 0 0 3 629
In memory of Clive Granger: an advisory board member of the journal 0 0 0 27 0 1 2 88
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 12 0 0 5 56
Intercept Corrections and Structural Change 0 0 1 263 1 1 7 859
Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment 0 0 0 23 1 2 3 253
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 0 0 1 170 0 0 1 315
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY 0 0 0 50 0 0 2 103
John Denis Sargan 0 0 0 11 0 0 0 119
Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* 0 0 0 54 0 0 4 270
Log Income vs. Linear Income: An Application of the Encompassing Principle* 0 0 1 90 0 1 10 324
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY 0 0 1 23 0 1 5 72
Macro-economic Forecasting and Modelling 0 0 0 138 1 1 2 441
Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study 0 0 0 24 0 1 1 155
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process 0 0 0 137 1 1 2 646
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction 0 0 0 57 2 2 2 330
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 0 6 69
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 0 0 1 79
Model formulation to simplify selection when specification is uncertain 0 0 0 15 0 0 1 68
Model selection in under-specified equations facing breaks 0 0 0 24 3 3 4 117
Model selection when there are multiple breaks 0 0 1 45 2 3 7 183
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 1 2 2 2 5 21
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 396 0 1 8 929
Modelling Linear Dynamic Econometric Systems 0 0 0 0 0 0 4 838
Modelling UK inflation, 1875-1991 0 0 1 811 0 0 2 2,100
Modelling methodology and forecast failure 0 0 0 105 1 1 4 382
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 1 2 29
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 1 1 144
Multi-step Estimation for Forecasting 0 0 0 3 2 2 3 360
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 0 80 0 0 2 202
Non-parametric direct multi-step estimation for forecasting economic processes 0 1 3 89 0 2 10 275
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 0 1 2 186
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 5 2 2 3 14
Obituary: Jan Tinbergen, 1903–94 0 0 0 0 1 1 1 5
On High and Low R2 Contributions 0 0 0 1 1 1 1 277
On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology 0 0 0 0 0 1 3 224
On adding over-identifying instrumental variables to simultaneous equations 0 0 0 14 0 0 1 67
On congruent econometric relations: A comment 0 0 0 30 1 2 3 156
On detectable and non-detectable structural change 0 0 0 81 0 0 1 232
On the formulation of empirical models in dynamic econometrics 0 1 4 259 0 1 9 563
On winning forecasting competitions in economics 0 0 0 201 1 1 1 771
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 0 0 6 866
Professor Sir Clive W.J. Granger and Cointegration 0 0 0 23 0 1 1 65
Reconstructing Aggregate Euro‐zone Data 0 0 0 16 0 0 1 66
Reformulating Empirical Macroeconomic Modelling 0 0 0 2 1 1 6 244
Regression Models with Data‐based Indicator Variables 0 0 0 102 1 1 2 725
Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' 0 0 1 14 2 2 4 48
Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts 0 1 1 23 1 2 3 81
Robust Discovery of Regression Models 0 0 1 4 0 0 3 10
Robust approaches to forecasting 1 1 3 61 1 1 7 148
Robustifying forecasts from equilibrium-correction systems 0 0 0 59 0 1 1 168
SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 0 0 0 8 0 0 1 32
Saturation in Autoregressive Models 0 1 2 79 0 1 2 195
Selecting a Model for Forecasting 1 1 2 20 2 3 8 55
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 4 604 1 3 9 1,425
Short-term forecasting of the coronavirus pandemic 0 0 0 4 1 1 2 12
Small-Sample Properties of ARCH Estimators and Tests 1 1 1 56 1 2 2 396
Stochastic Specification in an Aggregate Demand Model of the United Kingdom 0 0 0 45 2 3 3 223
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 1 9 0 2 3 22
Testing Integration and Cointegration: An Overview 0 0 0 2 2 3 13 775
Testing superexogeneity and invariance in regression models 0 0 1 270 0 1 5 551
The Demand for Broad Money in the United Kingdom, 1878–1993 1 1 1 95 1 2 2 342
The Demand for M1 in the U.S.A., 1960–1988 0 1 2 323 0 1 11 805
The Demand for M1 in the USA: A Reply 0 0 0 53 0 1 3 208
The Econometric Analysis of Economic Policy 0 0 0 2 1 1 5 376
The Econometrics of Macroeconomic Forecasting 0 0 1 224 0 0 2 635
The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics 0 0 0 83 1 1 3 860
The Implications for Econometric Modelling of Forecast Failure 0 0 0 5 1 1 1 15
The Nobel Memorial Prize for Clive W. J. Granger 0 0 1 80 0 1 2 224
The Properties of Automatic "GETS" Modelling 0 0 0 282 1 3 11 819
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems 0 0 0 30 0 0 1 236
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors 0 0 0 23 0 0 2 71
The future of macroeconomics: macro theory and models at the Bank of England 0 2 5 64 2 8 19 223
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 1 2 3 3 4 6
The impact of integrated measurement errors on modeling long-run macroeconomic time series 0 0 0 3 1 1 4 31
The long-run determinants of UK wages, 1860-2004 0 0 0 152 0 1 2 509
The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw 0 0 0 98 0 0 0 223
The structure of simultaneous equations estimators 0 0 2 43 0 1 3 122
Unpredictability in economic analysis, econometric modeling and forecasting 0 0 0 77 0 3 5 260
Using PC-GIVE in Econometrics Teaching 0 0 0 0 0 0 1 881
Using PC-NAIVE in Teaching Econometrics 0 0 0 2 1 1 3 206
We Ran One Regression 0 0 0 197 2 3 7 676
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 0 0 2 3 1 1 7 12
Total Journal Articles 11 31 147 16,899 133 260 870 62,358
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 10 29 136 11,967
Dynamic Econometrics 0 0 0 0 3 5 18 1,590
Econometrics: Alchemy or Science?: Essays in Econometric Methodology 0 0 0 0 0 4 11 989
Forecasting Economic Time Series 0 0 0 0 3 6 16 284
Forecasting Economic Time Series 0 0 0 0 5 12 62 690
Forecasting Non-Stationary Economic Time Series 0 0 0 0 2 2 10 491
The Foundations of Econometric Analysis 0 0 0 0 2 4 8 151
The Foundations of Econometric Analysis 0 0 0 0 1 2 7 125
Total Books 0 0 0 0 26 64 268 16,287

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 0 2 25 0 0 4 97
Bridging the Gap: Linking Economics and Econometrics 0 0 0 0 0 0 3 6
Causality and Exogeneity in Non-stationary Economic Time Series 0 0 1 2 0 0 1 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 1 2 7 742 2 3 13 1,882
Econometric forecasting of climate change 0 1 3 3 1 2 12 12
Forecasting with Breaks 0 0 1 309 3 6 11 736
John Denis Sargan (1924–1996) 0 0 0 0 1 1 2 9
Monte carlo experimentation in econometrics 0 0 2 699 0 1 4 1,472
Oxford’s Contributions to Econometrics 0 0 0 1 0 1 2 22
Preface to Econometric Modeling: A Likelihood Approach 0 0 0 131 1 2 2 328
Smooth Robust Multi-Horizon Forecasts 0 2 6 8 3 7 20 25
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 0 0 2 780
The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass 0 0 0 1 1 1 4 34
Total Chapters 1 5 22 2,102 12 24 80 5,406
4 registered items for which data could not be found
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