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 0 1 1 453
A General Forecast-error Taxonomy 0 0 1 272 2 4 9 759
A Low-Dimension Collinearity-Robust Test for Non-linearity 0 0 0 84 2 4 5 448
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 11 20 20 257
A Short History of Macro-econometric Modelling 2 4 7 135 4 8 16 347
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 1 2 4 122
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 2 2 2 349
An Automatic Test of Super Exogeneity 0 0 1 258 0 2 3 841
An Econometric Analysis of Money Demand in Italy 0 0 0 0 4 8 8 1,254
An Open-model Forecast-error Taxonomy 0 0 1 49 1 1 5 93
An Overview of Forecasting Facing Breaks 0 1 3 116 5 10 14 207
An analogue model of phase-averaging procedures 0 0 0 26 1 1 3 589
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 3 4 8 1,587
An evaluation of forecasting using leading indicators 0 0 0 718 1 2 3 1,446
Analyzing Differences between Scenarios 0 0 1 57 4 6 15 302
Anthropogenic Influences on Atmospheric CO2 0 0 0 70 1 2 6 239
Assertion without empirical basis: an econometric appraisal of monetary trends in... the United Kingdom, by Milton Friedman and Anna J. Schwartz 0 0 0 108 1 5 5 755
Automatic Selection for Non-linear Models 0 0 0 179 3 3 6 547
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 1 2 23 3 4 5 76
Beyer-Doornik-Hendry 0 2 2 370 0 2 8 1,410
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 1 46 1 4 8 93
Climate Change: Lessons for our Future from the Distant Past 0 0 1 103 5 7 9 226
Cointegration tests in the presence of structural breaks 0 0 0 240 6 16 17 1,188
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 3 4 5 816
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate 0 0 1 269 3 6 10 644
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 0 1 1 905
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 29 4 7 9 101
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 0 3 8 11 2,230
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 1 3 172 3 8 13 826
Constructing Historical Euro-Zone Data 0 0 0 2 1 1 4 801
Deciding Between Alternative Approaches In Macroeconomics 1 1 4 231 17 19 29 455
Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation 0 0 0 55 21 28 41 157
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR 0 0 0 1 3 6 13 640
EXOGENEITY 0 0 1 26 6 7 16 127
Econometric Modelling of Changing Time Series 0 0 0 222 1 3 5 277
Economic Forecasting: Some Lessons from Recent Research 0 0 2 412 0 0 4 984
Economic Forecasting: Some Lessons from Recent Research 0 0 1 493 3 7 16 828
Economic Forecasting: Some Lessons from Recent Research 0 0 1 8 15 17 18 66
Economic forecasting: some lessons from recent research 0 0 2 451 3 7 11 988
Empirical Economic Model Discovery and Theory Evaluation 1 2 4 294 4 9 18 847
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 0 2 2 438
Evaluating Automatic Model Selection 0 0 1 76 1 5 11 233
Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations 0 0 0 55 0 0 4 114
Exogeneity 0 0 0 0 4 8 14 236
Exogeneity 1 2 4 43 3 8 17 920
Exogeneity, cointegration, and economic policy analysis 0 0 2 1,003 1 5 11 2,042
Explaining Cointegration Analysis: Part II 0 0 2 3,664 13 16 22 7,122
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 22 24 25 58
First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 0 0 6 93 4 7 26 142
Forecast Failure, Expectations Formation, and the Lucas Critique 0 0 0 239 1 1 2 620
Forecasting Aggregates by Disaggregates 0 0 2 274 1 3 5 1,027
Forecasting Economic Aggregates by Disaggregates 0 0 2 209 2 11 13 763
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 1 342 2 6 9 833
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 1 7 13 462 4 12 34 850
Forecasting breaks and forecasting during breaks 0 0 0 221 4 5 8 381
Forecasting by factors, by variables, or both? 0 0 0 147 1 1 1 300
Forecasting economic aggregates by disaggregates 0 0 0 242 2 6 10 553
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 149 1 1 4 629
Forecasting from Structural Econometric Models 0 0 0 381 0 2 5 721
Forecasting in Cointegrated Systems 0 0 0 4 1 2 4 228
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts 0 0 0 208 10 10 16 519
Forecasting with Difference-Stationary and Trend-Stationary Models 0 1 1 23 1 4 4 1,664
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 44 2 3 11 193
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 2 160 1 4 10 372
Forecasting: theory and practice 1 3 7 93 7 22 39 138
General-to-specific modeling: an overview and selected bibliography 0 2 2 1,802 4 10 17 7,096
Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns 0 0 2 35 1 1 7 70
Identifying the Causal Role of CO2 during the Ice Ages 0 0 1 54 4 7 12 92
Improving the Teaching of Econometrics 0 0 1 259 2 2 6 552
John Denis Sargan at the London School of Economics 0 0 0 104 4 5 7 231
Log Income vs. Linear Income: An Application of the Encompassing Principle 0 0 0 0 3 3 19 530
Log income versus linear income: an application of the encompassing principl 0 0 0 554 1 1 1 2,539
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 0 4 3 4 4 63
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics 0 1 2 415 8 11 21 602
Milton Friedman and Data Adjustment 0 0 0 202 0 0 1 180
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 3 4 7 260
Model Discovery and Trygve Haavelmo's Legacy 0 0 0 119 3 4 4 320
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 3 98
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 2 2 8 188
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 1 2 3 156
Model Selection when there are Multiple Breaks 0 1 1 34 4 6 10 117
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 317 0 2 5 1,243
Modelling Non-stationary 'Big Data' 0 0 1 141 2 5 9 222
Modelling UK Inflation over the Long Run 0 0 0 45 6 10 11 123
Multi-Step Estimation for Forecasting 0 0 0 5 2 2 4 216
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 0 93 1 2 3 343
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 1 97 3 7 12 366
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 2 5 6 156
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 3 7 11 768
On the Mathematical Basis of Inter-temporal Optimization 0 0 1 219 3 4 7 453
On the interactions of unit roots and exogeneity 0 0 0 298 1 4 9 683
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 1 3 5 503
Policy Analysis, Forediction, and Forecast Failure 0 0 1 114 1 4 7 209
Pooling of Forecasts 0 0 2 333 1 1 6 817
Procrustean Econometrics: Stretching and Squeezing Data 0 0 2 99 2 2 5 777
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 3 3 6 200
Regression Models with Data-based Indicator Variables 0 0 0 78 4 6 8 245
Regression Models with Data-based Indicator Variables 0 0 0 211 3 4 7 793
Robust Approaches to Forecasting 0 0 1 241 2 4 7 519
Robust Discovery of Regression Models 0 0 2 68 2 5 9 83
Robustifying Forecasts from Equilibrium-Correction Models 0 0 1 76 2 2 5 151
Selecting a Model for Forecasting 0 0 0 94 0 4 13 183
Selecting a Regression Saturated by Indicators 0 0 1 186 3 7 9 616
Selecting a Regression Saturated by Indicators 0 0 0 44 3 5 6 204
Semi-automatic Non-linear Model selection 0 0 1 111 3 5 8 207
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 47 0 2 6 88
Smooth Robust Multi-Horizon Forecasts 0 1 3 25 1 6 9 47
Smooth Robust Multi-Horizon Forecasts 0 0 1 46 1 2 3 75
Some Fallacies in Econometric Modelling of Climate Change 0 0 1 270 2 2 5 511
Some forecasting principles from the M4 competition 0 0 2 52 3 8 13 119
Statistical Model Selection with 'Big Data' 0 1 2 261 1 3 8 428
Step-indicator Saturation 1 2 3 142 3 8 32 509
Sub-sample Model Selection Procedures in Gets Modelling 0 0 0 122 1 2 3 539
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS 0 0 0 1 1 2 4 601
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 2 3 7 510
Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom 0 0 0 73 5 10 11 344
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 2 5 5 97
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 2 4 7 165
Testing the Lucas Critique: A Review 0 0 2 21 1 3 8 58
Testing the Lucas Critique: A Review 0 0 2 15 0 1 4 54
The Econometric Analysis of Economic Policy 0 0 0 1 0 0 2 413
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 6 52 2 3 14 102
The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series 1 2 3 122 2 4 5 118
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 1 1 1 167
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 1 3 8 590
The Properties of Automatic Gets Modelling 0 0 0 234 1 2 3 545
The Properties of Automatic Gets Modelling 0 0 0 144 35 37 41 413
The Properties of Model Selection when Retaining Theory Variables 0 0 0 47 0 1 3 103
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 1 2 2 132
The UK Demand for Broad Money over the Long run 0 0 0 314 5 8 14 911
The demand for broad money in the United Kingdom, 1878-1993 0 0 1 550 1 2 3 1,169
The econometric analysis of economic time series 0 0 0 0 1 4 7 90
The future of macroeconomics: Macro theory and models at the Bank of England 0 0 6 558 3 11 27 736
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 2 33 3 5 9 35
Unpredictability and the Foundations of Economic Forecasting 0 0 0 0 2 2 4 255
Unpredictability and the Foundations of Economic Forecasting 0 0 0 175 0 0 2 390
Unpredictability in Economic Analyis, Econometric Modelling and Forecasting 0 1 1 266 2 4 5 250
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting 0 1 2 145 3 8 11 203
We Ran One Regression 0 0 0 435 4 10 19 1,156
Total Working Papers 9 37 146 26,560 427 758 1,328 82,553

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Brief History of General‐to‐specific Modelling 0 1 5 16 4 6 16 32
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 1 1 1 185
A Re-analysis of Confluence Analysis 0 0 0 55 0 1 3 204
A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" 0 0 1 42 0 1 3 136
A low-dimension portmanteau test for non-linearity 0 0 0 49 4 12 13 194
A reply to Professors Maasoumi and Phillips 0 0 0 37 0 1 1 95
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 0 0 0 88 2 3 4 439
Achievements and challenges in econometric methodology 0 0 0 64 1 3 4 226
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 3 8 14 1,210
An Econometric Model of United Kingdom Building Societies 0 0 0 0 0 2 4 167
An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification 0 0 1 55 0 1 4 168
An Historical Perspective on Forecast Errors 0 0 0 0 2 5 6 8
An Historical Perspective on Forecast Errors 0 0 0 8 0 1 2 33
An Overview of Forecasting Facing Breaks 0 0 3 17 4 10 17 105
An analogue model of phase-averaging procedures 0 0 0 30 1 2 3 195
An econometric analysis of TV advertising expenditure in the United Kingdom 0 0 1 169 5 5 7 397
An empirical study of seasonal unit roots in forecasting 0 0 0 60 1 4 6 190
Analysing differences between scenarios 0 0 1 4 0 1 4 11
Applied Econometrics without Sinning 0 0 0 97 0 2 3 261
Automatic selection of indicators in a fully saturated regression 0 0 0 107 2 3 8 358
Automatic selection of indicators in a fully saturated regression 1 1 2 49 4 6 9 188
Autoreg: a computer program library for dynamic econometric models with autoregressive errors 0 0 0 26 2 10 11 162
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 4 6 14 14
Can Econometrics Improve Economic Forecasting? 0 0 0 73 0 2 2 209
Card forecasts for M4 0 0 1 5 0 0 1 44
Climate Econometrics: An Overview 0 4 8 39 2 8 19 106
Co-Breaking: Recent Advances and a Synopsis of the Literature 0 0 0 129 0 1 1 289
Cointegration tests in the presence of structural breaks 0 0 0 281 1 3 7 702
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 2 83 0 8 23 424
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 1 26 0 1 2 119
Comment on "Excessive Ambitions" (by Jon Elster) 0 0 0 41 3 5 6 169
Common volatility shocks driven by the global carbon transition 0 0 6 9 3 5 20 33
Computer automation of general-to-specific model selection procedures 0 0 2 402 2 7 17 1,055
Consistent Model Selection by an Automatic Gets Approach* 0 0 0 69 2 4 13 242
Constructing Historical Euro-Zone Data 0 0 0 254 1 3 5 839
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24? 0 0 0 0 2 2 2 2
DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION 0 0 0 7 2 2 4 58
Deciding between alternative approaches in macroeconomics 0 0 1 27 2 6 10 101
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 40 0 1 4 275
Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan 0 0 0 0 1 1 2 6
Econometric Evaluation of Linear Macro-Economic Models 2 2 3 347 5 17 26 978
Econometric Modelling of Time Series with Outlying Observations 0 0 2 55 2 4 8 285
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 2 2 8 1,915 3 10 19 4,293
Econometric Modelling with Cointegrated Variables: An Overview 0 0 0 4 10 13 19 1,218
Econometric Modelling: The "Consumption Function" in Retrospect 0 0 0 0 1 2 6 643
Econometric Modelling: The ‘Consumption Function’ In Retrospect 0 0 0 16 2 2 2 69
Econometric analysis of small linear systems using PC-FIML 0 0 0 50 1 3 4 187
Econometrics and Business Cycle Empirics 0 0 1 120 1 1 5 316
Economic Forecasting in a Changing World 0 0 0 90 3 9 11 210
Economic forecasting: some lessons from recent research 0 0 0 223 1 2 7 560
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 5 239
Encompassing 0 0 0 0 1 2 4 6
Encompassing 0 0 2 7 2 2 7 31
Encompassing and Specificity 0 0 0 10 1 2 4 60
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 3 3 7 656
Encompassing in stationary linear dynamic models 0 0 0 17 1 4 5 96
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 56 1 2 3 285
Evaluating Automatic Model Selection 0 0 1 171 1 7 14 549
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 1 10 1 3 5 52
Evaluating a Model by Forecast Performance* 1 1 1 89 3 5 5 289
Evaluating multi-step system forecasts with relatively few forecast-error observations 0 0 0 6 0 0 1 55
Exogeneity 0 1 6 1,572 4 11 29 5,230
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 2 7 12 705
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 1 3 9 2 6 12 25
Explaining Cointegration Analysis: Part 1 1 1 7 499 6 9 33 1,403
Explaining Cointegration Analysis: Part II 0 0 0 3 1 3 5 9
Explaining Cointegration Analysis: Part II 1 1 1 235 2 3 9 888
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 2 5 6 9
Forecast Failure, Expectations Formation and the Lucas Critique 0 0 0 8 1 2 5 50
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 2 3 4 11
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 3 5 7 41
Forecasting by factors, by variables, by both or neither? 0 0 0 68 0 4 10 274
Forecasting economic processes 0 0 1 92 2 2 8 251
Forecasting in Cointegration Systems 0 0 1 380 3 6 8 757
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 9 17 24 26
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 2 2 6 1,744
Forecasting with equilibrium-correction models during structural breaks 0 1 1 68 2 3 6 277
Forecasting: theory and practice 1 2 9 56 26 44 117 392
Foreword 0 0 0 6 1 5 6 48
Foreword by the Editors 0 0 0 0 0 1 1 91
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 0 170 1 3 5 944
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 1 2 6 67
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 61 2 5 6 185
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 1 2 3 81
HUS Revisited 0 0 0 0 2 2 2 207
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 2 3 5 8
Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez 0 0 0 0 1 4 7 633
In memory of Clive Granger: an advisory board member of the journal 0 0 0 27 0 1 3 89
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 12 1 3 8 59
Intercept Corrections and Structural Change 0 0 1 263 5 9 14 867
Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment 0 0 0 23 0 2 4 254
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 0 0 0 170 2 3 3 318
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY 0 0 0 50 4 6 7 109
John Denis Sargan 0 0 0 11 2 3 3 122
Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* 0 0 0 54 0 0 3 270
Log Income vs. Linear Income: An Application of the Encompassing Principle* 0 0 1 90 0 0 10 324
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY 0 0 0 23 1 2 6 74
Macro-economic Forecasting and Modelling 0 0 0 138 0 1 2 441
Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study 0 0 0 24 2 2 3 157
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process 0 0 0 137 1 2 3 647
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction 0 0 0 57 0 2 2 330
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 1 7 70
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 2 3 81
Model formulation to simplify selection when specification is uncertain 0 0 0 15 1 2 3 70
Model selection in under-specified equations facing breaks 1 1 1 25 2 6 7 120
Model selection when there are multiple breaks 0 0 1 45 3 7 12 188
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 1 2 2 4 7 23
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 396 1 2 10 931
Modelling Linear Dynamic Econometric Systems 0 0 0 0 5 6 10 844
Modelling UK inflation, 1875-1991 0 0 1 811 1 5 7 2,105
Modelling methodology and forecast failure 0 0 0 105 1 2 5 383
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 0 2 29
Monetary Economic Myth and Econometric Reality 0 0 0 0 2 3 3 335
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares 0 0 0 44 1 1 2 145
Multi-step Estimation for Forecasting 0 0 0 3 2 7 8 365
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 0 80 1 1 3 203
Non-parametric direct multi-step estimation for forecasting economic processes 0 0 2 89 1 4 13 279
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 1 1 3 187
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 5 1 4 5 16
Obituary: Jan Tinbergen, 1903–94 0 0 0 0 0 1 1 5
On High and Low R2 Contributions 0 0 0 1 0 2 2 278
On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology 0 0 0 0 1 1 4 225
On adding over-identifying instrumental variables to simultaneous equations 0 0 0 14 0 1 2 68
On congruent econometric relations: A comment 0 0 0 30 0 1 2 156
On detectable and non-detectable structural change 0 0 0 81 2 3 4 235
On the formulation of empirical models in dynamic econometrics 1 1 4 260 2 4 10 567
On winning forecasting competitions in economics 0 0 0 201 0 3 3 773
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 1 1 1 11 2 3 3 40
Pooling of forecasts 0 0 0 304 1 3 8 869
Professor Sir Clive W.J. Granger and Cointegration 0 0 0 23 0 0 1 65
Reconstructing Aggregate Euro‐zone Data 0 0 0 16 2 2 3 68
Reformulating Empirical Macroeconomic Modelling 0 0 0 2 0 1 6 244
Regression Models with Data‐based Indicator Variables 0 0 0 102 1 2 3 726
Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' 0 0 1 14 1 4 5 50
Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts 0 0 1 23 1 2 4 82
Robust Discovery of Regression Models 0 0 1 4 0 0 3 10
Robust approaches to forecasting 0 1 2 61 1 3 8 150
Robustifying forecasts from equilibrium-correction systems 0 0 0 59 0 0 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 0 1 79 0 1 2 196
Selecting a Model for Forecasting 0 1 1 20 17 20 23 73
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 4 6 607 3 8 14 1,432
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 1 2 12
Small-Sample Properties of ARCH Estimators and Tests 0 1 1 56 1 2 3 397
Stochastic Specification in an Aggregate Demand Model of the United Kingdom 0 0 0 45 2 5 6 226
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 1 9 2 3 6 25
Testing Integration and Cointegration: An Overview 0 0 0 2 0 5 15 778
Testing superexogeneity and invariance in regression models 0 0 1 270 2 3 6 554
The Demand for Broad Money in the United Kingdom, 1878–1993 0 1 1 95 6 8 9 349
The Demand for M1 in the U.S.A., 1960–1988 0 0 1 323 0 0 7 805
The Demand for M1 in the USA: A Reply 0 0 0 53 0 0 3 208
The Econometric Analysis of Economic Policy 0 0 0 2 1 2 4 377
The Econometrics of Macroeconomic Forecasting 0 0 1 224 5 6 8 641
The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics 0 0 0 83 3 5 7 864
The Implications for Econometric Modelling of Forecast Failure 0 0 0 5 2 3 3 17
The Nobel Memorial Prize for Clive W. J. Granger 1 1 2 81 1 1 3 225
The Properties of Automatic "GETS" Modelling 0 0 0 282 3 9 17 827
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 2 2 4 73
The future of macroeconomics: macro theory and models at the Bank of England 1 1 6 65 2 4 19 225
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 1 2 1 6 7 9
The impact of integrated measurement errors on modeling long-run macroeconomic time series 0 0 0 3 1 2 5 32
The long-run determinants of UK wages, 1860-2004 0 0 0 152 3 9 11 518
The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw 0 1 1 99 0 2 2 225
The structure of simultaneous equations estimators 0 0 1 43 5 5 7 127
Unpredictability in economic analysis, econometric modeling and forecasting 1 1 1 78 3 4 9 264
Using PC-GIVE in Econometrics Teaching 0 0 0 0 1 3 4 884
Using PC-NAIVE in Teaching Econometrics 0 0 0 2 0 2 4 207
We Ran One Regression 0 0 0 197 1 7 11 681
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 0 1 3 4 3 5 10 16
Total Journal Articles 16 34 134 16,922 313 670 1,292 62,895
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 15 41 146 11,998
Dynamic Econometrics 0 0 0 0 5 12 24 1,599
Econometrics: Alchemy or Science?: Essays in Econometric Methodology 0 0 0 0 3 4 15 993
Forecasting Economic Time Series 0 0 0 0 10 19 69 704
Forecasting Economic Time Series 0 0 0 0 3 7 18 288
Forecasting Non-Stationary Economic Time Series 0 0 0 0 4 7 12 496
The Foundations of Econometric Analysis 0 0 0 0 1 2 7 126
The Foundations of Econometric Analysis 0 0 0 0 0 3 8 152
Total Books 0 0 0 0 41 95 299 16,356

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 1 25 0 2 4 99
Bridging the Gap: Linking Economics and Econometrics 0 0 0 0 2 2 4 8
Causality and Exogeneity in Non-stationary Economic Time Series 0 0 1 2 1 1 2 4
Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 0 0 0 0 1 3 3 3
Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation 0 0 0 0 5 6 6 6
Conditional Econometric Modeling: An Application to New House Prices in the United Kingdom 0 0 0 0 3 3 3 3
Dynamic specification 0 1 4 742 0 4 12 1,884
Econometric forecasting of climate change 0 1 4 4 2 5 13 16
Forecasting with Breaks 0 1 2 310 12 18 26 751
John Denis Sargan (1924–1996) 0 0 0 0 0 1 2 9
Monte carlo experimentation in econometrics 0 1 3 700 1 6 10 1,478
Oxford’s Contributions to Econometrics 0 0 0 1 1 1 2 23
Preface to Econometric Modeling: A Likelihood Approach 0 0 0 131 3 4 5 331
Smooth Robust Multi-Horizon Forecasts 0 0 4 8 1 9 21 31
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 2 4 6 784
The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass 0 0 0 1 2 3 6 36
Total Chapters 0 4 19 2,105 36 72 125 5,466
4 registered items for which data could not be found
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