Access Statistics for David F. Hendry

Author contact details at EconPapers.

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


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


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data 0 0 0 0 58 159 677 10,445
Dynamic Econometrics 0 0 0 0 6 24 96 1,259
Econometrics: Alchemy or Science?: Essays in Econometric Methodology 0 0 0 0 1 4 14 932
Forecasting Economic Time Series 0 0 0 0 3 9 70 364
Forecasting Economic Time Series 0 0 0 0 3 7 24 220
Forecasting Non-Stationary Economic Time Series 0 0 0 0 6 22 56 386
The Foundations of Econometric Analysis 0 0 0 0 1 4 9 90
The Foundations of Econometric Analysis 0 0 0 0 1 1 5 99
Total Books 0 0 0 0 79 230 951 13,795


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


Statistics updated 2020-09-04