Access Statistics for David F. Hendry

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems 0 0 0 20 0 0 6 458
A General Forecast-error Taxonomy 0 0 5 277 0 14 32 785
A Low-Dimension Collinearity-Robust Test for Non-linearity 0 0 0 84 0 1 9 453
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 0 1 29 266
A Short History of Macro-econometric Modelling 0 1 7 138 0 4 24 361
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 0 0 6 126
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 0 0 4 351
An Automatic Test of Super Exogeneity 0 0 0 258 0 2 12 851
An Econometric Analysis of Money Demand in Italy 0 0 0 0 0 0 10 1,256
An Open-model Forecast-error Taxonomy 0 0 1 50 0 0 8 99
An Overview of Forecasting Facing Breaks 0 0 3 117 1 5 27 222
An analogue model of phase-averaging procedures 0 0 0 26 0 0 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 0 3 13 1,593
An evaluation of forecasting using leading indicators 0 0 0 718 0 1 9 1,452
Analyzing Differences between Scenarios 0 0 0 57 0 1 20 312
Anthropogenic Influences on Atmospheric CO2 0 0 0 70 0 1 12 248
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 12 762
Automatic Selection for Non-linear Models 0 0 0 179 0 0 14 556
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 0 1 23 0 1 11 83
Beyer-Doornik-Hendry 0 0 2 370 0 1 14 1,421
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 0 46 0 0 13 102
Climate Change: Lessons for our Future from the Distant Past 0 0 0 103 0 1 19 238
Cointegration tests in the presence of structural breaks 0 0 0 240 0 2 27 1,199
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 0 2 12 824
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate 0 0 0 269 0 2 20 658
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 0 2 14 918
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 29 0 1 27 120
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 0 1 1 23 2,243
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 0 1 172 0 0 20 838
Constructing Historical Euro-Zone Data 0 0 0 2 0 2 9 807
Deciding Between Alternative Approaches In Macroeconomics 0 0 2 232 0 2 31 466
Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation 0 0 0 55 0 1 58 186
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR 0 0 0 1 0 0 14 647
EXOGENEITY 1 1 2 28 1 4 42 161
Econometric Modelling of Changing Time Series 0 1 1 223 0 2 17 290
Economic Forecasting: Some Lessons from Recent Research 0 0 0 8 1 3 37 86
Economic Forecasting: Some Lessons from Recent Research 0 0 0 493 0 2 28 849
Economic Forecasting: Some Lessons from Recent Research 0 0 0 412 0 0 11 995
Economic forecasting: some lessons from recent research 0 0 1 451 0 2 16 996
Empirical Economic Model Discovery and Theory Evaluation 0 0 2 294 0 1 16 853
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 0 0 6 442
Evaluating Automatic Model Selection 0 0 1 76 3 5 21 247
Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations 0 0 0 55 0 1 10 122
Exogeneity 0 1 5 46 0 1 31 943
Exogeneity 0 0 0 0 0 1 24 251
Exogeneity, cointegration, and economic policy analysis 0 0 0 1,003 0 4 21 2,057
Explaining Cointegration Analysis: Part II 0 0 1 3,664 0 0 25 7,129
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 0 2 50 84
First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 0 0 3 95 0 3 32 161
Forecast Failure, Expectations Formation, and the Lucas Critique 0 0 0 239 1 1 9 628
Forecasting Aggregates by Disaggregates 0 0 0 274 0 2 14 1,038
Forecasting Economic Aggregates by Disaggregates 0 0 0 209 0 3 18 770
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 0 342 1 4 14 841
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 1 1 17 468 3 11 74 901
Forecasting breaks and forecasting during breaks 0 0 0 221 1 4 20 395
Forecasting by factors, by variables, or both? 0 0 0 147 0 1 8 307
Forecasting economic aggregates by disaggregates 1 1 1 243 1 2 24 570
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 149 1 1 10 638
Forecasting from Structural Econometric Models 0 0 2 383 1 1 17 735
Forecasting in Cointegrated Systems 0 0 0 4 0 1 6 231
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts 0 0 0 208 3 6 27 534
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 23 1 1 10 1,670
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 44 0 1 11 200
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 0 160 0 3 22 390
Forecasting: theory and practice 1 1 6 96 1 5 46 159
General-to-specific modeling: an overview and selected bibliography 1 1 3 1,803 2 6 37 7,119
Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns 0 1 1 36 0 1 12 81
Identifying the Causal Role of CO2 during the Ice Ages 0 0 0 54 0 2 18 103
Improving the Teaching of Econometrics 0 0 0 259 1 1 14 562
John Denis Sargan at the London School of Economics 0 0 0 104 1 3 19 245
Log Income vs. Linear Income: An Application of the Encompassing Principle 0 0 0 0 1 2 16 541
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 0 0 12 71
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics 0 0 3 416 1 3 34 622
Milton Friedman and Data Adjustment 0 0 0 202 0 1 10 189
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 0 0 13 269
Model Discovery and Trygve Haavelmo's Legacy 0 0 0 119 0 1 17 333
Model Identification and Non-unique Structure 0 0 0 102 0 1 3 442
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 2 12 195
Model Selection in Equations with Many 'Small' Effects 0 0 0 25 0 0 8 104
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 0 1 12 166
Model Selection when there are Multiple Breaks 0 0 1 34 0 1 18 129
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 0 317 1 1 14 1,255
Modelling Non-stationary 'Big Data' 0 0 0 141 0 3 35 252
Modelling UK Inflation over the Long Run 0 1 1 46 0 1 14 127
Multi-Step Estimation for Forecasting 0 0 0 5 0 0 13 226
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 0 97 0 2 25 383
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 0 93 0 0 13 354
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 0 2 16 167
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 0 0 14 775
On the Mathematical Basis of Inter-temporal Optimization 0 0 0 219 0 3 12 461
On the interactions of unit roots and exogeneity 0 0 0 298 0 2 11 689
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 1 1 8 507
Policy Analysis, Forediction, and Forecast Failure 0 0 1 114 0 0 10 214
Pooling of Forecasts 0 0 1 333 0 3 13 828
Procrustean Econometrics: Stretching and Squeezing Data 0 0 0 99 0 0 7 782
RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES 0 0 0 155 0 1 5 205
Recent developments in the theory of encompassing 0 0 0 0 0 0 8 204
Regression Models with Data-based Indicator Variables 0 0 0 211 0 0 8 797
Regression Models with Data-based Indicator Variables 0 0 0 78 0 2 14 253
Robust Approaches to Forecasting 0 0 0 241 1 6 16 530
Robust Discovery of Regression Models 0 0 0 68 0 1 17 95
Robustifying Forecasts from Equilibrium-Correction Models 0 0 1 76 0 1 14 161
Selecting a Model for Forecasting 0 0 0 94 0 1 26 203
Selecting a Regression Saturated by Indicators 0 0 0 186 0 1 16 625
Selecting a Regression Saturated by Indicators 0 0 0 44 0 0 20 218
Semi-automatic Non-linear Model selection 0 0 2 112 0 0 18 217
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 48 0 1 8 93
Smooth Robust Multi-Horizon Forecasts 0 0 2 26 0 2 16 57
Smooth Robust Multi-Horizon Forecasts 0 0 0 46 0 2 12 85
Some Fallacies in Econometric Modelling of Climate Change 0 0 0 270 0 1 9 518
Some forecasting principles from the M4 competition 0 0 0 52 0 1 20 130
Statistical Model Selection with 'Big Data' 1 1 2 262 1 2 16 438
Step-indicator Saturation 0 0 3 142 0 9 34 534
Sub-sample Model Selection Procedures in Gets Modelling 0 0 0 122 1 1 7 544
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS 0 0 0 1 1 1 8 607
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 0 1 14 521
Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom 0 0 0 73 0 2 17 350
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 0 14 175
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 0 8 100
Testing the Lucas Critique: A Review 0 0 0 15 0 2 10 63
Testing the Lucas Critique: A Review 0 0 0 21 0 1 8 62
The Econometric Analysis of Economic Policy 0 0 0 1 1 1 5 418
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 0 52 1 5 15 113
The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series 0 0 3 122 0 1 9 122
The Influence of A. W. H. Phillips on Econometrics 0 0 0 0 0 0 3 444
The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems 0 0 0 10 0 0 5 171
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 0 3 13 599
The Properties of Automatic Gets Modelling 0 0 0 144 1 3 65 441
The Properties of Automatic Gets Modelling 0 1 3 237 0 2 13 556
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 0 1 13 143
The Properties of Model Selection when Retaining Theory Variables 0 0 0 47 0 0 10 110
The UK Demand for Broad Money over the Long run 0 0 0 314 0 0 19 920
The demand for broad money in the United Kingdom, 1878-1993 0 0 0 550 0 0 10 1,177
The econometric analysis of economic time series 0 0 0 0 0 1 10 96
The future of macroeconomics: Macro theory and models at the Bank of England 0 1 4 562 0 4 40 762
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 0 33 0 0 19 49
Unpredictability and the Foundations of Economic Forecasting 0 0 0 0 0 1 11 264
Unpredictability and the Foundations of Economic Forecasting 0 0 0 175 1 1 8 397
Unpredictability in Economic Analyis, Econometric Modelling and Forecasting 0 0 1 266 0 0 10 256
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting 0 0 1 145 0 0 17 211
We Ran One Regression 0 0 1 436 0 0 26 1,171
Total Working Papers 6 13 101 26,608 37 234 2,432 84,108

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 3 17 0 0 10 34
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 0 0 11 195
A Novel Approach to Forecasting After Large Forecast Errors 0 1 1 1 2 3 5 5
A Re-analysis of Confluence Analysis 0 0 0 55 0 1 6 209
A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" 0 0 1 42 0 0 4 138
A low-dimension portmanteau test for non-linearity 0 0 0 49 1 2 22 204
A reply to Professors Maasoumi and Phillips 0 0 0 37 0 1 5 99
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 0 0 0 88 1 2 11 446
Achievements and challenges in econometric methodology 0 0 0 64 0 2 7 230
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 3 17 1,218
An Econometric Model of United Kingdom Building Societies 0 0 0 0 0 0 7 171
An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification 0 0 0 55 0 1 4 171
An Historical Perspective on Forecast Errors 0 0 0 0 1 1 9 12
An Historical Perspective on Forecast Errors 0 0 0 8 0 0 8 40
An Overview of Forecasting Facing Breaks 0 0 2 17 0 1 18 111
An analogue model of phase-averaging procedures 0 0 0 30 1 1 10 203
An econometric analysis of TV advertising expenditure in the United Kingdom 0 0 1 169 0 0 13 403
An empirical study of seasonal unit roots in forecasting 0 0 0 60 0 1 10 195
Analysing differences between scenarios 0 1 1 5 0 2 13 22
Applied Econometrics without Sinning 0 1 1 98 0 2 8 267
Automatic selection of indicators in a fully saturated regression 0 1 1 108 0 1 16 371
Automatic selection of indicators in a fully saturated regression 0 0 1 49 1 3 17 199
Autoreg: a computer program library for dynamic econometric models with autoregressive errors 0 0 0 26 0 0 13 164
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 0 0 21 23
Can Econometrics Improve Economic Forecasting? 0 0 0 73 0 1 14 221
Card forecasts for M4 0 0 1 6 2 3 9 53
Climate Econometrics: An Overview 0 2 7 42 1 4 23 119
Co-Breaking: Recent Advances and a Synopsis of the Literature 0 0 0 129 0 0 8 296
Cointegration tests in the presence of structural breaks 1 1 1 282 1 2 16 714
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 0 26 1 1 8 126
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 0 83 1 4 27 438
Comment on "Excessive Ambitions" (by Jon Elster) 0 0 0 41 0 2 11 174
Common volatility shocks driven by the global carbon transition 0 0 2 10 0 1 24 48
Computer automation of general-to-specific model selection procedures 0 1 2 403 2 3 25 1,068
Consistent Model Selection by an Automatic Gets Approach* 0 0 0 69 0 0 7 245
Constructing Historical Euro-Zone Data 0 0 0 254 2 3 17 853
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24? 0 0 3 3 0 4 18 18
DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION 0 0 0 7 0 2 22 78
Deciding between alternative approaches in macroeconomics 0 1 2 29 0 2 16 109
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 1 1 41 1 6 13 287
Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan 0 0 0 0 0 0 7 12
Econometric Evaluation of Linear Macro-Economic Models 0 1 5 349 1 4 32 989
Econometric Modelling of Time Series with Outlying Observations 0 0 0 55 0 1 15 295
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 0 1 4 1,917 1 4 26 4,308
Econometric Modelling with Cointegrated Variables: An Overview 0 0 0 4 1 1 58 1,262
Econometric Modelling: The "Consumption Function" in Retrospect 0 0 0 0 0 1 11 652
Econometric Modelling: The ‘Consumption Function’ In Retrospect 0 0 0 16 0 0 10 77
Econometric analysis of small linear systems using PC-FIML 0 0 0 50 0 2 7 191
Econometrics and Business Cycle Empirics 0 0 0 120 1 1 4 319
Economic Forecasting in a Changing World 0 1 1 91 0 2 17 218
Economic forecasting: some lessons from recent research 0 0 0 223 1 1 24 582
Elusive return predictability: Discussion 0 0 0 30 0 0 4 74
Empirical Economic Model Discovery and Theory Evaluation 0 0 0 32 1 2 10 246
Encompassing 0 0 0 0 1 4 13 17
Encompassing 0 0 0 7 0 0 5 34
Encompassing and Specificity 0 0 0 10 0 0 7 64
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 1 1 9 662
Encompassing in stationary linear dynamic models 0 0 0 17 1 1 6 98
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 56 0 1 11 294
Evaluating Automatic Model Selection 0 0 0 171 0 0 17 558
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 1 10 1 3 17 64
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 0 2 6 61
Exogeneity 1 6 13 1,584 4 12 55 5,272
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 0 3 18 715
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK 0 2 2 369 0 6 8 1,000
Explaining Cointegration Analysis: Part 1 1 1 2 10 1 3 21 39
Explaining Cointegration Analysis: Part II 0 0 0 3 0 1 15 20
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 0 0 14 18
Forecast Failure, Expectations Formation and the Lucas Critique 0 0 0 8 0 1 10 58
Forecasting Climate Change Using a Multivariate Cointegrated System 0 0 0 0 1 1 1 1
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 1 2 10 18
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 1 2 14 50
Forecasting by factors, by variables, by both or neither? 0 0 0 68 0 0 16 285
Forecasting economic processes 0 0 0 92 0 1 6 254
Forecasting in Cointegration Systems 0 0 0 380 2 2 14 764
Forecasting the UK top 1% income share in a shifting world 0 0 0 2 0 2 41 49
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 0 2 7 1,749
Forecasting with equilibrium-correction models during structural breaks 0 0 1 68 0 3 11 285
Forecasting: theory and practice 2 4 13 65 8 23 187 521
Foreword 0 0 0 6 0 1 9 51
Foreword by the Editors 0 0 0 0 0 1 7 97
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 0 170 1 2 13 953
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 0 3 12 75
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 61 2 2 10 190
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 1 1 7 86
HUS Revisited 0 0 0 0 0 1 6 211
Improving models and forecasts after equilibrium-mean shifts 1 2 2 4 1 3 10 15
Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez 0 0 0 0 1 1 9 638
In memory of Clive Granger: an advisory board member of the journal 0 0 0 27 1 2 5 92
Inference in Cointegrating Models: UK M1 Revisited 0 0 0 12 1 1 10 66
Intercept Corrections and Structural Change 2 3 4 267 6 9 24 882
Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment 0 0 0 23 0 0 5 256
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 0 0 0 170 2 4 13 328
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY 0 0 0 50 0 0 15 118
John Denis Sargan 0 0 0 11 0 0 8 127
Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* 0 0 0 54 0 0 12 282
Log Income vs. Linear Income: An Application of the Encompassing Principle* 0 0 0 90 0 1 5 328
Looking Back to 1991 Economic Forecasting: Introducing Cointegration 0 2 3 3 0 3 9 9
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY 0 0 0 23 0 1 10 81
Macro-economic Forecasting and Modelling 0 0 0 138 0 0 5 445
Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study 0 0 0 24 0 0 7 161
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process 0 0 0 137 0 0 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 0 1 9 337
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 0 11 80
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 0 0 6 85
Model formulation to simplify selection when specification is uncertain 0 0 0 15 0 0 3 71
Model selection in under-specified equations facing breaks 0 0 1 25 0 1 8 122
Model selection when there are multiple breaks 0 0 0 45 1 3 14 194
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 2 0 0 14 33
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 397 0 0 9 937
Modelling Linear Dynamic Econometric Systems 0 0 0 0 0 1 12 850
Modelling UK inflation, 1875-1991 0 0 0 811 1 1 9 2,109
Modelling methodology and forecast failure 0 0 0 105 1 1 8 389
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 0 5 33
Monetary Economic Myth and Econometric Reality 0 0 0 0 1 3 9 341
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares 0 0 0 44 0 1 9 152
Multi-step Estimation for Forecasting 0 0 0 3 1 1 17 375
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 1 81 0 0 7 209
Non-parametric direct multi-step estimation for forecasting economic processes 0 0 2 90 1 1 28 301
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 0 1 9 194
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 5 0 2 8 20
Obituary: Jan Tinbergen, 1903–94 0 0 0 0 1 1 8 12
On High and Low R2 Contributions 0 0 0 1 0 1 4 280
On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology 0 0 0 0 0 0 4 227
On adding over-identifying instrumental variables to simultaneous equations 0 0 0 14 0 0 6 73
On congruent econometric relations: A comment 0 0 0 30 0 2 10 164
On detectable and non-detectable structural change 0 0 0 81 1 2 7 239
On the formulation of empirical models in dynamic econometrics 0 0 2 260 0 1 9 571
On winning forecasting competitions in economics 0 0 0 201 0 0 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 0 2 27 893
Professor Sir Clive W.J. Granger and Cointegration 0 0 0 23 0 0 7 71
Reconstructing Aggregate Euro‐zone Data 0 0 0 16 2 2 13 79
Reformulating Empirical Macroeconomic Modelling 0 0 0 2 0 0 5 248
Regression Models with Data‐based Indicator Variables 0 0 0 102 0 1 9 733
Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' 0 0 0 14 0 0 9 55
Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts 0 0 1 23 2 3 13 92
Robust Discovery of Regression Models 0 0 1 5 0 3 10 20
Robust approaches to forecasting 0 0 1 61 0 3 13 160
Robustifying forecasts from equilibrium-correction systems 0 0 0 59 1 5 8 175
SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 0 0 0 8 1 2 3 35
Saturation in Autoregressive Models 0 0 1 79 0 0 10 204
Selecting a Model for Forecasting 0 0 1 20 0 1 37 89
Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England 0 0 6 608 0 1 20 1,442
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 0 4 15
Small-Sample Properties of ARCH Estimators and Tests 0 0 2 57 0 0 8 402
Stochastic Specification in an Aggregate Demand Model of the United Kingdom 0 0 0 45 0 1 7 227
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 1 10 0 1 9 29
Testing Integration and Cointegration: An Overview 0 0 0 2 0 0 12 784
Testing superexogeneity and invariance in regression models 0 0 1 271 0 2 15 565
The Demand for Broad Money in the United Kingdom, 1878–1993 0 0 2 96 0 2 51 391
The Demand for M1 in the U.S.A., 1960–1988 0 0 1 323 1 1 10 814
The Demand for M1 in the USA: A Reply 0 0 0 53 1 1 4 211
The Econometric Analysis of Economic Policy 0 0 0 2 0 0 6 381
The Econometrics of Macroeconomic Forecasting 0 0 0 224 0 1 11 646
The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics 0 0 0 83 1 1 11 870
The Implications for Econometric Modelling of Forecast Failure 0 0 0 5 1 2 10 24
The Nobel Memorial Prize for Clive W. J. Granger 0 0 1 81 1 2 12 235
The Properties of Automatic "GETS" Modelling 0 0 0 282 1 3 21 837
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems 0 0 0 30 0 0 2 238
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors 0 0 0 23 0 1 10 81
The future of macroeconomics: macro theory and models at the Bank of England 0 0 4 66 0 1 18 233
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 0 2 0 0 15 18
The impact of integrated measurement errors on modeling long-run macroeconomic time series 0 0 0 3 0 0 5 35
The long-run determinants of UK wages, 1860-2004 0 0 0 152 2 3 19 527
The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw 0 0 1 99 0 1 6 229
The structure of simultaneous equations estimators 0 0 1 44 0 1 11 132
The ‘climate Kuznets curve’: A critique 0 0 0 0 0 2 2 2
Unpredictability in economic analysis, econometric modeling and forecasting 0 0 1 78 3 4 18 275
Using PC-GIVE in Econometrics Teaching 0 0 0 0 0 0 6 887
Using PC-NAIVE in Teaching Econometrics 0 0 0 2 0 0 9 214
We Ran One Regression 0 1 1 198 4 11 29 702
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 0 1 3 6 0 3 17 28
Total Journal Articles 8 35 121 16,258 92 287 2,310 62,132
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 7 19 110 12,048
Dynamic Econometrics 0 0 0 0 1 13 45 1,630
Econometrics: Alchemy or Science?: Essays in Econometric Methodology 0 0 0 0 1 1 14 999
Forecasting Economic Time Series 0 0 0 0 2 10 63 741
Forecasting Economic Time Series 0 0 0 0 0 1 20 298
Forecasting Non-Stationary Economic Time Series 0 0 0 0 3 5 22 511
The Foundations of Econometric Analysis 0 0 0 0 0 2 14 161
The Foundations of Econometric Analysis 0 0 0 0 0 2 12 135
Total Books 0 0 0 0 14 53 300 16,523

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 26 0 0 15 112
Bridging the Gap: Linking Economics and Econometrics 0 0 0 0 0 0 5 11
Causality and Exogeneity in Non-stationary Economic Time Series 0 0 1 3 1 1 6 9
Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 0 0 0 0 0 0 7 7
Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation 0 0 0 0 0 0 9 9
Conditional Econometric Modeling: An Application to New House Prices in the United Kingdom 0 0 0 0 0 0 7 7
Dynamic specification 0 1 6 746 0 4 24 1,903
Econometric forecasting of climate change 0 0 2 4 0 2 16 26
Forecasting with Breaks 0 0 4 313 1 6 46 776
John Denis Sargan (1924–1996) 0 0 0 0 0 0 5 13
Monte carlo experimentation in econometrics 0 1 3 702 0 2 24 1,495
Oxford’s Contributions to Econometrics 0 0 0 1 0 0 7 28
Preface to Econometric Modeling: A Likelihood Approach 1 2 2 133 1 3 13 339
Smooth Robust Multi-Horizon Forecasts 0 0 2 8 0 1 21 39
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 1 1 1 182 1 3 12 792
The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass 0 0 0 1 0 1 18 51
Total Chapters 2 5 22 2,119 4 23 235 5,617
4 registered items for which data could not be found
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