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 3 455
A General Forecast-error Taxonomy 2 2 3 274 4 7 13 763
A Low-Dimension Collinearity-Robust Test for Non-linearity 0 0 0 84 3 6 8 451
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 5 24 25 262
A Short History of Macro-econometric Modelling 1 3 8 136 5 10 21 352
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 3 5 7 125
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 2 4 4 351
An Automatic Test of Super Exogeneity 0 0 1 258 4 5 7 845
An Econometric Analysis of Money Demand in Italy 0 0 0 0 2 9 10 1,256
An Open-model Forecast-error Taxonomy 0 0 0 49 2 3 6 95
An Overview of Forecasting Facing Breaks 0 1 3 116 4 12 18 211
An analogue model of phase-averaging procedures 0 0 0 26 7 8 9 596
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 2 5 10 1,589
An evaluation of forecasting using leading indicators 0 0 0 718 2 4 5 1,448
Analyzing Differences between Scenarios 0 0 0 57 4 10 18 306
Anthropogenic Influences on Atmospheric CO2 0 0 0 70 3 5 8 242
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 4 9 9 759
Automatic Selection for Non-linear Models 0 0 0 179 2 5 8 549
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 0 2 23 3 6 8 79
Beyer-Doornik-Hendry 0 1 2 370 6 7 13 1,416
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 1 46 3 6 10 96
Climate Change: Lessons for our Future from the Distant Past 0 0 1 103 6 12 14 232
Cointegration tests in the presence of structural breaks 0 0 0 240 7 17 24 1,195
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 5 8 10 821
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate 0 0 1 269 5 10 15 649
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 4 4 5 909
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 0 3 10 14 2,233
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 29 12 17 21 113
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 1 3 172 6 12 17 832
Constructing Historical Euro-Zone Data 0 0 0 2 2 3 5 803
Deciding Between Alternative Approaches In Macroeconomics 0 1 3 231 5 23 33 460
Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation 0 0 0 55 20 47 61 177
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR 0 0 0 1 4 10 16 644
EXOGENEITY 1 1 2 27 16 22 32 143
Econometric Modelling of Changing Time Series 0 0 0 222 9 12 14 286
Economic Forecasting: Some Lessons from Recent Research 0 0 1 8 10 26 28 76
Economic Forecasting: Some Lessons from Recent Research 0 0 2 412 5 5 8 989
Economic Forecasting: Some Lessons from Recent Research 0 0 0 493 15 19 29 843
Economic forecasting: some lessons from recent research 0 0 2 451 5 11 16 993
Empirical Economic Model Discovery and Theory Evaluation 0 2 4 294 1 9 18 848
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 3 4 5 441
Evaluating Automatic Model Selection 0 0 1 76 4 7 15 237
Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations 0 0 0 55 2 2 6 116
Exogeneity 0 0 0 0 6 13 20 242
Exogeneity 1 2 4 44 11 18 27 931
Exogeneity, cointegration, and economic policy analysis 0 0 1 1,003 7 10 16 2,049
Explaining Cointegration Analysis: Part II 0 0 2 3,664 4 19 25 7,126
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 21 45 46 79
First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 0 0 5 93 8 13 32 150
Forecast Failure, Expectations Formation, and the Lucas Critique 0 0 0 239 5 6 7 625
Forecasting Aggregates by Disaggregates 0 0 2 274 3 5 8 1,030
Forecasting Economic Aggregates by Disaggregates 0 0 1 209 2 7 14 765
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 1 342 3 7 12 836
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 1 7 13 463 12 23 45 862
Forecasting breaks and forecasting during breaks 0 0 0 221 5 9 13 386
Forecasting by factors, by variables, or both? 0 0 0 147 4 5 5 304
Forecasting economic aggregates by disaggregates 0 0 0 242 6 10 16 559
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 149 3 4 7 632
Forecasting from Structural Econometric Models 1 1 1 382 7 7 12 728
Forecasting in Cointegrated Systems 0 0 0 4 2 4 6 230
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts 0 0 0 208 6 16 22 525
Forecasting with Difference-Stationary and Trend-Stationary Models 0 1 1 23 4 7 8 1,668
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 44 2 5 13 195
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 1 160 4 7 11 376
Forecasting: theory and practice 1 3 5 94 11 25 47 149
General-to-specific modeling: an overview and selected bibliography 0 2 2 1,802 2 11 19 7,098
Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns 0 0 2 35 8 9 14 78
Identifying the Causal Role of CO2 during the Ice Ages 0 0 1 54 3 10 15 95
Improving the Teaching of Econometrics 0 0 1 259 3 5 9 555
John Denis Sargan at the London School of Economics 0 0 0 104 5 10 12 236
Log Income vs. Linear Income: An Application of the Encompassing Principle 0 0 0 0 3 6 16 533
Log income versus linear income: an application of the encompassing principl 0 0 0 554 0 1 1 2,539
MULTI-STEP ESTIMATION FOR FORECASTING 1 1 1 5 3 7 7 66
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics 0 1 2 415 12 22 31 614
Milton Friedman and Data Adjustment 0 0 0 202 3 3 4 183
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 5 8 12 265
Model Discovery and Trygve Haavelmo's Legacy 0 0 0 119 7 11 11 327
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 3 4 6 101
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 4 6 10 192
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 5 7 8 161
Model Selection when there are Multiple Breaks 0 1 1 34 3 8 12 120
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 317 8 10 13 1,251
Modelling Non-stationary 'Big Data' 0 0 1 141 17 21 25 239
Modelling UK Inflation over the Long Run 0 0 0 45 1 10 12 124
Multi-Step Estimation for Forecasting 0 0 0 5 2 4 6 218
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 1 97 6 11 18 372
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 0 93 4 6 6 347
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 2 6 8 158
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 4 11 14 772
On the Mathematical Basis of Inter-temporal Optimization 0 0 1 219 2 6 9 455
On the interactions of unit roots and exogeneity 0 0 0 298 3 5 11 686
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 1 2 6 504
Policy Analysis, Forediction, and Forecast Failure 0 0 1 114 2 4 9 211
Pooling of Forecasts 0 0 1 333 1 2 6 818
Procrustean Econometrics: Stretching and Squeezing Data 0 0 2 99 2 4 7 779
RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES 0 0 0 155 2 2 3 202
Recent developments in the theory of encompassing 0 0 0 0 1 4 7 201
Regression Models with Data-based Indicator Variables 0 0 0 211 1 5 8 794
Regression Models with Data-based Indicator Variables 0 0 0 78 2 8 10 247
Robust Approaches to Forecasting 0 0 1 241 4 6 11 523
Robust Discovery of Regression Models 0 0 1 68 6 9 13 89
Robustifying Forecasts from Equilibrium-Correction Models 0 0 1 76 6 8 11 157
Selecting a Model for Forecasting 0 0 0 94 4 6 17 187
Selecting a Regression Saturated by Indicators 0 0 1 186 1 6 10 617
Selecting a Regression Saturated by Indicators 0 0 0 44 6 11 12 210
Semi-automatic Non-linear Model selection 1 1 2 112 7 11 15 214
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 0 47 1 3 6 89
Smooth Robust Multi-Horizon Forecasts 0 0 1 25 3 6 9 50
Smooth Robust Multi-Horizon Forecasts 0 0 1 46 3 5 6 78
Some Fallacies in Econometric Modelling of Climate Change 0 0 1 270 2 4 6 513
Some forecasting principles from the M4 competition 0 0 2 52 5 10 18 124
Statistical Model Selection with 'Big Data' 0 1 1 261 4 6 11 432
Step-indicator Saturation 0 1 3 142 6 10 36 515
Sub-sample Model Selection Procedures in Gets Modelling 0 0 0 122 3 5 6 542
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS 0 0 0 1 3 5 7 604
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 7 9 13 517
Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom 0 0 0 73 1 8 12 345
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 5 9 12 170
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 2 6 7 99
Testing the Lucas Critique: A Review 0 0 1 15 3 4 6 57
Testing the Lucas Critique: A Review 0 0 2 21 3 6 10 61
The Econometric Analysis of Economic Policy 0 0 0 1 3 3 5 416
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 4 52 2 5 11 104
The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series 0 1 3 122 1 4 6 119
The Influence of A. W. H. Phillips on Econometrics 0 0 0 0 0 0 1 441
The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems 0 0 0 10 0 1 1 167
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 2 4 10 592
The Properties of Automatic Gets Modelling 1 1 1 235 4 5 7 549
The Properties of Automatic Gets Modelling 0 0 0 144 21 58 62 434
The Properties of Model Selection when Retaining Theory Variables 0 0 0 47 3 3 6 106
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 7 8 9 139
The UK Demand for Broad Money over the Long run 0 0 0 314 6 13 20 917
The demand for broad money in the United Kingdom, 1878-1993 0 0 1 550 3 4 6 1,172
The econometric analysis of economic time series 0 0 0 0 2 4 8 92
The future of macroeconomics: Macro theory and models at the Bank of England 1 1 7 559 6 11 31 742
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 2 33 6 10 15 41
Unpredictability and the Foundations of Economic Forecasting 0 0 0 0 3 5 7 258
Unpredictability and the Foundations of Economic Forecasting 0 0 0 175 4 4 5 394
Unpredictability in Economic Analyis, Econometric Modelling and Forecasting 0 0 1 266 1 3 5 251
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting 0 1 1 145 3 10 12 206
We Ran One Regression 0 0 0 435 5 14 20 1,161
Total Working Papers 12 38 135 26,572 654 1,278 1,906 83,207

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Brief History of General‐to‐specific Modelling 1 1 5 17 1 6 16 33
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 7 8 8 192
A Re-analysis of Confluence Analysis 0 0 0 55 1 2 4 205
A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" 0 0 1 42 1 1 4 137
A low-dimension portmanteau test for non-linearity 0 0 0 49 3 15 16 197
A reply to Professors Maasoumi and Phillips 0 0 0 37 1 2 2 96
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 0 0 0 88 0 3 4 439
Achievements and challenges in econometric methodology 0 0 0 64 1 2 5 227
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 11 16 1,213
An Econometric Model of United Kingdom Building Societies 0 0 0 0 2 3 6 169
An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification 0 0 0 55 0 1 3 168
An Historical Perspective on Forecast Errors 0 0 0 8 3 3 5 36
An Historical Perspective on Forecast Errors 0 0 0 0 1 6 7 9
An Overview of Forecasting Facing Breaks 0 0 3 17 1 6 18 106
An analogue model of phase-averaging procedures 0 0 0 30 4 6 7 199
An econometric analysis of TV advertising expenditure in the United Kingdom 0 0 1 169 3 8 10 400
An empirical study of seasonal unit roots in forecasting 0 0 0 60 3 6 9 193
Analysing differences between scenarios 0 0 1 4 5 6 9 16
Applied Econometrics without Sinning 0 0 0 97 3 4 6 264
Automatic selection of indicators in a fully saturated regression 0 1 1 49 5 10 13 193
Automatic selection of indicators in a fully saturated regression 0 0 0 107 5 8 9 363
Autoreg: a computer program library for dynamic econometric models with autoregressive errors 0 0 0 26 0 10 11 162
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 3 9 17 17
Can Econometrics Improve Economic Forecasting? 0 0 0 73 9 10 11 218
Card forecasts for M4 0 0 1 5 0 0 1 44
Climate Econometrics: An Overview 0 1 7 39 0 4 17 106
Co-Breaking: Recent Advances and a Synopsis of the Literature 0 0 0 129 6 6 7 295
Cointegration tests in the presence of structural breaks 0 0 0 281 7 9 14 709
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 2 83 5 9 28 429
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate 0 0 1 26 3 4 5 122
Comment on "Excessive Ambitions" (by Jon Elster) 0 0 0 41 2 5 8 171
Common volatility shocks driven by the global carbon transition 0 0 5 9 5 8 22 38
Computer automation of general-to-specific model selection procedures 0 0 2 402 2 7 18 1,057
Consistent Model Selection by an Automatic Gets Approach* 0 0 0 69 1 5 14 243
Constructing Historical Euro-Zone Data 0 0 0 254 7 10 12 846
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24? 2 2 2 2 8 10 10 10
DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION 0 0 0 7 8 10 11 66
Deciding between alternative approaches in macroeconomics 0 0 0 27 2 6 10 103
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 40 4 4 8 279
Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan 0 0 0 0 3 4 5 9
Econometric Evaluation of Linear Macro-Economic Models 1 3 4 348 4 15 30 982
Econometric Modelling of Time Series with Outlying Observations 0 0 2 55 4 7 11 289
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 0 2 5 1,915 2 10 18 4,295
Econometric Modelling with Cointegrated Variables: An Overview 0 0 0 4 35 47 54 1,253
Econometric Modelling: The "Consumption Function" in Retrospect 0 0 0 0 5 6 11 648
Econometric Modelling: The ‘Consumption Function’ In Retrospect 0 0 0 16 4 6 6 73
Econometric analysis of small linear systems using PC-FIML 0 0 0 50 1 3 5 188
Econometrics and Business Cycle Empirics 0 0 1 120 0 1 5 316
Economic Forecasting in a Changing World 0 0 0 90 2 10 13 212
Economic forecasting: some lessons from recent research 0 0 0 223 11 13 18 571
Elusive return predictability: Discussion 0 0 0 30 0 0 0 70
Empirical Economic Model Discovery and Theory Evaluation 0 0 1 32 3 4 8 242
Encompassing 0 0 2 7 1 3 8 32
Encompassing 0 0 0 0 5 6 9 11
Encompassing and Specificity 0 0 0 10 0 2 4 60
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 3 6 9 659
Encompassing in stationary linear dynamic models 0 0 0 17 0 3 5 96
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 56 4 5 7 289
Evaluating Automatic Model Selection 0 0 0 171 5 10 17 554
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 1 10 3 5 8 55
Evaluating a Model by Forecast Performance* 0 1 1 89 3 8 8 292
Evaluating multi-step system forecasts with relatively few forecast-error observations 0 0 0 6 2 2 3 57
Exogeneity 1 1 7 1,573 13 22 40 5,243
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 5 11 15 710
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK 0 0 0 367 1 1 2 993
Explaining Cointegration Analysis: Part 1 2 3 8 501 7 15 39 1,410
Explaining Cointegration Analysis: Part 1 0 1 3 9 4 10 15 29
Explaining Cointegration Analysis: Part II 0 0 0 3 6 8 11 15
Explaining Cointegration Analysis: Part II 0 1 1 235 5 7 12 893
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 5 8 11 14
Forecast Failure, Expectations Formation and the Lucas Critique 0 0 0 8 2 3 7 52
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 4 7 8 15
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 2 7 9 43
Forecasting by factors, by variables, by both or neither? 0 0 0 68 7 9 17 281
Forecasting economic processes 0 0 1 92 1 3 9 252
Forecasting in Cointegration Systems 0 0 1 380 1 6 9 758
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 8 21 32 34
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 1 3 6 1,745
Forecasting with equilibrium-correction models during structural breaks 0 0 1 68 3 5 9 280
Forecasting: theory and practice 2 4 10 58 23 61 129 415
Foreword 0 0 0 6 1 5 7 49
Foreword by the Editors 0 0 0 0 4 5 5 95
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 0 170 3 5 7 947
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 3 4 9 70
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 61 3 8 9 188
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 4 5 7 85
HUS Revisited 0 0 0 0 0 2 2 207
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 1 4 6 9
Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez 0 0 0 0 0 4 5 633
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 3 6 11 62
Intercept Corrections and Structural Change 1 1 2 264 3 11 17 870
Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment 0 0 0 23 0 1 4 254
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 0 0 0 170 3 6 6 321
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY 0 0 0 50 4 10 11 113
John Denis Sargan 0 0 0 11 2 5 5 124
Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* 0 0 0 54 5 5 8 275
Log Income vs. Linear Income: An Application of the Encompassing Principle* 0 0 1 90 1 1 10 325
Looking Back to 1991 Economic Forecasting: Introducing Cointegration 1 1 1 1 3 3 3 3
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY 0 0 0 23 1 3 7 75
Macro-economic Forecasting and Modelling 0 0 0 138 3 3 5 444
Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study 0 0 0 24 2 4 5 159
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process 0 0 0 137 1 2 3 648
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction 0 0 0 57 3 3 5 333
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 4 5 11 74
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 3 4 82
Model formulation to simplify selection when specification is uncertain 0 0 0 15 0 2 3 70
Model selection in under-specified equations facing breaks 0 1 1 25 0 3 7 120
Model selection when there are multiple breaks 0 0 1 45 0 5 10 188
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 1 2 3 5 10 26
Modeling the demand for narrow money in the United Kingdom and the United States 1 1 2 397 4 6 13 935
Modelling Linear Dynamic Econometric Systems 0 0 0 0 1 7 11 845
Modelling UK inflation, 1875-1991 0 0 1 811 1 6 7 2,106
Modelling methodology and forecast failure 0 0 0 105 3 4 8 386
Modelling non-stationary ‘Big Data’ 0 0 0 7 2 2 3 31
Monetary Economic Myth and Econometric Reality 0 0 0 0 2 5 5 337
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares 0 0 0 44 4 5 6 149
Multi-step Estimation for Forecasting 0 0 0 3 7 12 15 372
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 1 1 1 81 1 2 4 204
Non-parametric direct multi-step estimation for forecasting economic processes 1 1 3 90 10 14 21 289
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 4 5 6 191
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 5 0 2 5 16
Obituary: Jan Tinbergen, 1903–94 0 0 0 0 6 6 7 11
On High and Low R2 Contributions 0 0 0 1 0 1 2 278
On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology 0 0 0 0 0 1 4 225
On adding over-identifying instrumental variables to simultaneous equations 0 0 0 14 1 2 3 69
On congruent econometric relations: A comment 0 0 0 30 2 2 4 158
On detectable and non-detectable structural change 0 0 0 81 0 3 4 235
On the formulation of empirical models in dynamic econometrics 0 1 4 260 1 5 11 568
On winning forecasting competitions in economics 0 0 0 201 4 6 7 777
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 1 1 11 2 5 5 42
Pooling of forecasts 0 0 0 304 10 13 16 879
Professor Sir Clive W.J. Granger and Cointegration 0 0 0 23 3 3 4 68
Reconstructing Aggregate Euro‐zone Data 0 0 0 16 2 4 5 70
Reformulating Empirical Macroeconomic Modelling 0 0 0 2 1 1 7 245
Regression Models with Data‐based Indicator Variables 0 0 0 102 4 5 7 730
Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' 0 0 1 14 1 3 6 51
Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts 0 0 1 23 3 4 7 85
Robust Discovery of Regression Models 1 1 2 5 5 5 8 15
Robust approaches to forecasting 0 0 2 61 4 6 12 154
Robustifying forecasts from equilibrium-correction systems 0 0 0 59 1 1 2 169
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 2 3 4 198
Selecting a Model for Forecasting 0 0 1 20 10 28 33 83
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 3 6 607 4 11 18 1,436
Short-term forecasting of the coronavirus pandemic 0 0 0 4 1 1 2 13
Small-Sample Properties of ARCH Estimators and Tests 0 0 1 56 1 2 4 398
Stochastic Specification in an Aggregate Demand Model of the United Kingdom 0 0 0 45 0 3 6 226
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 1 1 2 10 1 4 7 26
Testing Integration and Cointegration: An Overview 0 0 0 2 3 6 17 781
Testing superexogeneity and invariance in regression models 0 0 1 270 6 9 12 560
The Demand for Broad Money in the United Kingdom, 1878–1993 1 1 2 96 39 46 48 388
The Demand for M1 in the U.S.A., 1960–1988 0 0 1 323 4 4 11 809
The Demand for M1 in the USA: A Reply 0 0 0 53 2 2 5 210
The Econometric Analysis of Economic Policy 0 0 0 2 1 2 3 378
The Econometrics of Macroeconomic Forecasting 0 0 1 224 1 7 9 642
The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics 0 0 0 83 2 6 9 866
The Implications for Econometric Modelling of Forecast Failure 0 0 0 5 3 5 6 20
The Nobel Memorial Prize for Clive W. J. Granger 0 1 1 81 2 3 4 227
The Properties of Automatic "GETS" Modelling 0 0 0 282 3 11 20 830
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 3 5 6 76
The future of macroeconomics: macro theory and models at the Bank of England 0 1 5 65 2 4 19 227
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 1 2 3 6 10 12
The impact of integrated measurement errors on modeling long-run macroeconomic time series 0 0 0 3 2 3 7 34
The long-run determinants of UK wages, 1860-2004 0 0 0 152 1 10 12 519
The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw 0 1 1 99 2 4 4 227
The structure of simultaneous equations estimators 0 0 0 43 1 6 7 128
Unpredictability in economic analysis, econometric modeling and forecasting 0 1 1 78 5 9 14 269
Using PC-GIVE in Econometrics Teaching 0 0 0 0 1 4 5 885
Using PC-NAIVE in Teaching Econometrics 0 0 0 2 5 6 9 212
We Ran One Regression 0 0 0 197 5 10 16 686
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 0 1 3 4 5 9 14 21
Total Journal Articles 17 40 136 16,939 593 1,130 1,816 63,488
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 7 38 142 12,005
Dynamic Econometrics 0 0 0 0 7 16 31 1,606
Econometrics: Alchemy or Science?: Essays in Econometric Methodology 0 0 0 0 1 5 16 994
Forecasting Economic Time Series 0 0 0 0 3 7 20 291
Forecasting Economic Time Series 0 0 0 0 12 26 77 716
Forecasting Non-Stationary Economic Time Series 0 0 0 0 6 11 17 502
The Foundations of Econometric Analysis 0 0 0 0 2 3 7 128
The Foundations of Econometric Analysis 0 0 0 0 2 3 9 154
Total Books 0 0 0 0 40 109 319 16,396

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 5 7 9 104
Bridging the Gap: Linking Economics and Econometrics 0 0 0 0 1 3 4 9
Causality and Exogeneity in Non-stationary Economic Time Series 1 1 1 3 2 3 3 6
Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 0 0 0 0 3 6 6 6
Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation 0 0 0 0 2 8 8 8
Conditional Econometric Modeling: An Application to New House Prices in the United Kingdom 0 0 0 0 1 4 4 4
Dynamic specification 1 1 4 743 7 9 18 1,891
Econometric forecasting of climate change 0 1 4 4 4 8 17 20
Forecasting with Breaks 0 1 2 310 9 24 35 760
John Denis Sargan (1924–1996) 0 0 0 0 1 1 3 10
Monte carlo experimentation in econometrics 1 2 3 701 7 13 16 1,485
Oxford’s Contributions to Econometrics 0 0 0 1 1 2 3 24
Preface to Econometric Modeling: A Likelihood Approach 0 0 0 131 2 5 7 333
Smooth Robust Multi-Horizon Forecasts 0 0 3 8 4 10 22 35
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 3 7 9 787
The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass 0 0 0 1 10 12 15 46
Total Chapters 3 6 18 2,108 62 122 179 5,528
4 registered items for which data could not be found
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