Journal Article |
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Last month |
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12 months |
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A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING |
0 |
1 |
1 |
49 |
0 |
1 |
1 |
182 |

A Re-analysis of Confluence Analysis |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
200 |

A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
129 |

A low-dimension portmanteau test for non-linearity |
0 |
0 |
1 |
49 |
0 |
0 |
2 |
181 |

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 |
0 |
86 |
0 |
0 |
9 |
431 |

Achievements and challenges in econometric methodology |
0 |
0 |
0 |
64 |
0 |
0 |
3 |
222 |

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 |
468 |
0 |
1 |
26 |
1,188 |

An Econometric Model of United Kingdom Building Societies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
163 |

An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
163 |

An Historical Perspective on Forecast Errors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |

An Historical Perspective on Forecast Errors |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
30 |

An Overview of Forecasting Facing Breaks |
0 |
0 |
0 |
14 |
0 |
1 |
6 |
85 |

An analogue model of phase-averaging procedures |
0 |
0 |
1 |
30 |
0 |
0 |
2 |
190 |

An econometric analysis of TV advertising expenditure in the United Kingdom |
0 |
0 |
0 |
165 |
0 |
0 |
0 |
386 |

An empirical study of seasonal unit roots in forecasting |
0 |
0 |
1 |
60 |
0 |
0 |
1 |
184 |

Analysing differences between scenarios |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |

Applied Econometrics without Sinning |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
254 |

Automatic selection of indicators in a fully saturated regression |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
177 |

Automatic selection of indicators in a fully saturated regression |
0 |
0 |
1 |
104 |
0 |
0 |
2 |
345 |

Autoreg: a computer program library for dynamic econometric models with autoregressive errors |
0 |
0 |
0 |
25 |
1 |
2 |
5 |
150 |

Can Econometrics Improve Economic Forecasting? |
0 |
0 |
1 |
72 |
1 |
1 |
6 |
202 |

Card forecasts for M4 |
0 |
0 |
0 |
3 |
1 |
1 |
6 |
41 |

Climate Econometrics: An Overview |
2 |
2 |
12 |
27 |
3 |
4 |
18 |
71 |

Co-Breaking: Recent Advances and a Synopsis of the Literature |
0 |
0 |
0 |
129 |
1 |
1 |
1 |
287 |

Cointegration tests in the presence of structural breaks |
0 |
0 |
1 |
279 |
0 |
0 |
30 |
688 |

Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
111 |

Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate |
0 |
0 |
0 |
80 |
3 |
4 |
10 |
394 |

Comment on "Excessive Ambitions" (by Jon Elster) |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
163 |

Computer automation of general-to-specific model selection procedures |
0 |
1 |
6 |
397 |
1 |
3 |
11 |
1,030 |

Consistent Model Selection by an Automatic Gets Approach* |
0 |
1 |
1 |
69 |
0 |
1 |
2 |
228 |

Constructing Historical Euro-Zone Data |
0 |
0 |
0 |
254 |
0 |
1 |
3 |
826 |

DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
54 |

Deciding between alternative approaches in macroeconomics |
0 |
0 |
1 |
25 |
0 |
0 |
4 |
90 |

Detecting Location Shifts during Model Selection by Step-Indicator Saturation |
0 |
0 |
1 |
35 |
0 |
0 |
37 |
261 |

Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |

Econometric Evaluation of Linear Macro-Economic Models |
0 |
0 |
5 |
337 |
1 |
5 |
16 |
933 |

Econometric Modelling of Time Series with Outlying Observations |
0 |
0 |
1 |
53 |
0 |
0 |
14 |
277 |

Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom |
1 |
9 |
25 |
1,885 |
4 |
15 |
58 |
4,243 |

Econometric Modelling with Cointegrated Variables: An Overview |
0 |
0 |
0 |
4 |
5 |
6 |
9 |
1,192 |

Econometric Modelling: The "Consumption Function" in Retrospect |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
632 |

Econometric Modelling: The ‘Consumption Function’ In Retrospect |
0 |
0 |
3 |
15 |
0 |
0 |
4 |
65 |

Econometric analysis of small linear systems using PC-FIML |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
183 |

Econometrics and Business Cycle Empirics |
0 |
0 |
0 |
118 |
0 |
1 |
2 |
310 |

Economic Forecasting in a Changing World |
0 |
0 |
0 |
89 |
1 |
3 |
4 |
198 |

Economic forecasting: some lessons from recent research |
1 |
1 |
4 |
219 |
3 |
6 |
10 |
545 |

Elusive return predictability: Discussion |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
70 |

Empirical Economic Model Discovery and Theory Evaluation |
0 |
0 |
0 |
31 |
0 |
1 |
5 |
232 |

Encompassing |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
24 |

Encompassing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |

Encompassing and Specificity |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
56 |

Encompassing and rational expectations: How sequential corroboration can imply refutation |
0 |
0 |
0 |
79 |
1 |
1 |
2 |
648 |

Encompassing in stationary linear dynamic models |
0 |
1 |
1 |
17 |
0 |
1 |
1 |
91 |

Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors |
0 |
0 |
1 |
56 |
0 |
0 |
1 |
282 |

Evaluating Automatic Model Selection |
0 |
0 |
2 |
166 |
0 |
1 |
21 |
528 |

Evaluating Forecasts, Narratives and Policy Using a Test of Invariance |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
46 |

Evaluating a Model by Forecast Performance* |
0 |
0 |
0 |
87 |
0 |
0 |
1 |
282 |

Evaluating multi-step system forecasts with relatively few forecast-error observations |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
54 |

Exogeneity |
2 |
3 |
21 |
1,539 |
5 |
12 |
48 |
5,145 |

Exogeneity, Cointegration, and Economic Policy Analysis |
0 |
0 |
0 |
0 |
1 |
4 |
31 |
692 |

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 |
990 |

Explaining Cointegration Analysis: Part 1 |
2 |
7 |
20 |
466 |
5 |
15 |
45 |
1,325 |

Explaining Cointegration Analysis: Part II |
1 |
1 |
3 |
231 |
3 |
5 |
17 |
866 |

Forecast Failure, Expectations Formation and the Lucas Critique |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
44 |

Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
6 |

Forecasting Principles from Experience with Forecasting Competitions |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
34 |

Forecasting by factors, by variables, by both or neither? |
0 |
0 |
0 |
67 |
0 |
0 |
15 |
260 |

Forecasting economic processes |
0 |
0 |
5 |
91 |
0 |
0 |
9 |
243 |

Forecasting in Cointegration Systems |
0 |
1 |
1 |
379 |
0 |
2 |
2 |
747 |

Forecasting with difference-stationary and trend-stationary models |
0 |
0 |
0 |
29 |
1 |
1 |
3 |
1,735 |

Forecasting with equilibrium-correction models during structural breaks |
0 |
0 |
1 |
67 |
0 |
0 |
6 |
271 |

Forecasting: theory and practice |
2 |
6 |
18 |
30 |
6 |
23 |
87 |
138 |

Foreword |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
41 |

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 |
168 |
0 |
1 |
6 |
931 |

Guest Editors’ Introduction to Special Issue on Encompassing |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
60 |

Guest Editors’ Introduction: Information in Economic Forecasting |
0 |
1 |
2 |
60 |
0 |
1 |
2 |
178 |

Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
77 |

HUS Revisited |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
205 |

Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
624 |

In memory of Clive Granger: an advisory board member of the journal |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
86 |

Inference in Cointegrating Models: UK M1 Revisited |
0 |
0 |
1 |
11 |
0 |
0 |
1 |
51 |

Intercept Corrections and Structural Change |
0 |
0 |
2 |
260 |
0 |
4 |
10 |
845 |

Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
250 |

Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK |
0 |
0 |
2 |
166 |
0 |
1 |
5 |
311 |

J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY |
0 |
0 |
0 |
48 |
0 |
1 |
1 |
99 |

John Denis Sargan |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
118 |

Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* |
0 |
0 |
0 |
53 |
0 |
0 |
2 |
260 |

Log Income vs. Linear Income: An Application of the Encompassing Principle* |
0 |
0 |
2 |
87 |
0 |
1 |
7 |
310 |

MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY |
0 |
1 |
2 |
22 |
0 |
1 |
2 |
65 |

Macro-economic Forecasting and Modelling |
0 |
0 |
0 |
138 |
0 |
1 |
2 |
439 |

Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study |
0 |
0 |
0 |
24 |
0 |
1 |
2 |
154 |

Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process |
0 |
1 |
1 |
136 |
0 |
1 |
1 |
642 |

Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
328 |

Misspecification Testing: Non-Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
59 |

Model Selection in Equations with Many ‘Small’ Effects |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
78 |

Model formulation to simplify selection when specification is uncertain |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
67 |

Model selection in under-specified equations facing breaks |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
113 |

Model selection when there are multiple breaks |
1 |
1 |
2 |
43 |
1 |
1 |
8 |
172 |

Modeling and forecasting the COVID‐19 pandemic time‐series data |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
16 |

Modeling the demand for narrow money in the United Kingdom and the United States |
0 |
0 |
7 |
391 |
1 |
1 |
47 |
912 |

Modelling Linear Dynamic Econometric Systems |
0 |
0 |
0 |
0 |
1 |
3 |
15 |
832 |

Modelling UK inflation, 1875-1991 |
0 |
0 |
1 |
808 |
1 |
1 |
4 |
2,095 |

Modelling methodology and forecast failure |
0 |
0 |
0 |
105 |
0 |
1 |
5 |
378 |

Modelling non-stationary ‘Big Data’ |
0 |
0 |
4 |
6 |
0 |
0 |
5 |
25 |

Monetary Economic Myth and Econometric Reality |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
332 |

Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
142 |

Multi-step Estimation for Forecasting |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
357 |

NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING |
0 |
1 |
2 |
76 |
1 |
2 |
3 |
192 |

Non-parametric direct multi-step estimation for forecasting economic processes |
0 |
0 |
2 |
82 |
0 |
1 |
4 |
258 |

Nowcasting from disaggregates in the face of location shifts |
1 |
1 |
2 |
76 |
1 |
3 |
4 |
183 |

Nowcasting is not Just Contemporaneous Forecasting |
0 |
1 |
2 |
3 |
0 |
1 |
3 |
8 |

Obituary: Jan Tinbergen, 1903–94 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |

On High and Low R2 Contributions |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
276 |

On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
221 |

On adding over-identifying instrumental variables to simultaneous equations |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
65 |

On congruent econometric relations: A comment |
0 |
0 |
1 |
30 |
0 |
0 |
1 |
153 |

On detectable and non-detectable structural change |
0 |
0 |
1 |
81 |
0 |
0 |
1 |
230 |

On the formulation of empirical models in dynamic econometrics |
2 |
3 |
6 |
252 |
4 |
6 |
11 |
545 |

On winning forecasting competitions in economics |
0 |
0 |
0 |
201 |
0 |
1 |
1 |
770 |

Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
37 |

Pooling of forecasts |
0 |
0 |
0 |
304 |
1 |
3 |
4 |
845 |

Professor Sir Clive W.J. Granger and Cointegration |
0 |
1 |
1 |
23 |
0 |
1 |
1 |
64 |

Reconstructing Aggregate Euro‐zone Data |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
65 |

Reformulating Empirical Macroeconomic Modelling |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
237 |

Regression Models with Data‐based Indicator Variables |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
722 |

Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
44 |

Robust Discovery of Regression Models |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
3 |

Robust approaches to forecasting |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
138 |

Robustifying forecasts from equilibrium-correction systems |
0 |
0 |
2 |
58 |
0 |
0 |
2 |
163 |

SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
30 |

Saturation in Autoregressive Models |
0 |
0 |
1 |
77 |
0 |
0 |
1 |
193 |

Selecting a Model for Forecasting |
0 |
0 |
3 |
17 |
0 |
0 |
8 |
44 |

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 |
10 |
593 |
0 |
3 |
26 |
1,406 |

Short-term forecasting of the coronavirus pandemic |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
8 |

Small-Sample Properties of ARCH Estimators and Tests |
0 |
0 |
1 |
55 |
0 |
0 |
4 |
392 |

Stochastic Specification in an Aggregate Demand Model of the United Kingdom |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
219 |

THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
19 |

Testing Integration and Cointegration: An Overview |
0 |
0 |
0 |
2 |
0 |
0 |
23 |
757 |

Testing superexogeneity and invariance in regression models |
0 |
1 |
1 |
267 |
1 |
2 |
4 |
540 |

The Demand for Broad Money in the United Kingdom, 1878–1993 |
0 |
0 |
1 |
94 |
0 |
0 |
6 |
338 |

The Demand for M1 in the U.S.A., 1960–1988 |
0 |
0 |
1 |
318 |
0 |
1 |
3 |
791 |

The Demand for M1 in the USA: A Reply |
0 |
0 |
0 |
53 |
0 |
1 |
2 |
205 |

The Econometric Analysis of Economic Policy |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
369 |

The Econometrics of Macroeconomic Forecasting |
0 |
0 |
0 |
223 |
0 |
1 |
3 |
633 |

The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics |
0 |
0 |
0 |
83 |
1 |
2 |
2 |
856 |

The Implications for Econometric Modelling of Forecast Failure |
0 |
0 |
1 |
4 |
1 |
1 |
4 |
13 |

The Nobel Memorial Prize for Clive W. J. Granger |
0 |
1 |
3 |
79 |
0 |
1 |
3 |
222 |

The Properties of Automatic "GETS" Modelling |
0 |
0 |
0 |
282 |
0 |
0 |
3 |
803 |

The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
235 |

The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
68 |

The future of macroeconomics: macro theory and models at the Bank of England |
1 |
4 |
11 |
54 |
3 |
9 |
28 |
182 |

The historical role of energy in UK inflation and productivity with implications for price inflation |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |

The impact of integrated measurement errors on modeling long-run macroeconomic time series |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
25 |

The long-run determinants of UK wages, 1860-2004 |
0 |
0 |
0 |
150 |
0 |
0 |
1 |
502 |

The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw |
0 |
0 |
0 |
96 |
0 |
0 |
5 |
218 |

The structure of simultaneous equations estimators |
0 |
0 |
1 |
40 |
0 |
0 |
1 |
116 |

Unpredictability in economic analysis, econometric modeling and forecasting |
1 |
2 |
8 |
77 |
1 |
3 |
15 |
249 |

Using PC-GIVE in Econometrics Teaching |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
877 |

Using PC-NAIVE in Teaching Econometrics |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
203 |

We Ran One Regression |
0 |
1 |
5 |
196 |
0 |
3 |
14 |
665 |

Total Journal Articles |
17 |
54 |
233 |
16,508 |
67 |
195 |
962 |
60,742 |