Access Statistics for David F. Hendry

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems 0 0 0 20 0 0 0 452
A General Forecast-error Taxonomy 0 1 2 270 0 3 8 748
A Low-Dimension Collinearity-Robust Test for Non-linearity 0 0 0 84 0 0 0 441
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 0 1 8 237
A Short History of Macro-econometric Modelling 0 1 7 120 1 6 25 309
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 1 94 0 0 2 118
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 1 1 1 347
An Automatic Test of Super Exogeneity 0 0 1 252 0 1 2 833
An Econometric Analysis of Money Demand in Italy 0 0 0 0 0 1 1 1,245
An Open-model Forecast-error Taxonomy 0 1 1 48 0 1 1 87
An Overview of Forecasting Facing Breaks 0 0 1 111 0 0 7 188
An analogue model of phase-averaging procedures 0 0 0 26 0 0 27 586
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 1 1 1 281 1 2 26 1,570
An evaluation of forecasting using leading indicators 0 0 0 716 0 0 1 1,439
Analyzing Differences between Scenarios 0 0 0 55 2 3 60 283
Anthropogenic Influences on Atmospheric CO2 0 0 0 69 0 0 2 232
Assertion without empirical basis: an econometric appraisal of monetary trends in... the United Kingdom, by Milton Friedman and Anna J. Schwartz 0 0 2 108 1 1 7 747
Automatic Selection for Non-linear Models 0 0 1 178 0 0 12 537
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 0 1 21 0 0 1 71
Beyer-Doornik-Hendry 0 2 2 366 0 3 10 1,393
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 1 8 40 3 6 15 77
Climate Change: Lessons for our Future from the Distant Past 0 0 0 102 0 0 0 217
Cointegration tests in the presence of structural breaks 0 0 0 240 0 1 23 1,170
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 1 138 0 0 28 809
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate 0 0 0 268 0 0 2 632
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 0 0 7 904
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 0 0 0 0 2,218
Computer Automation of General-to-Specific Model Selection Procedures 0 0 0 28 0 0 0 91
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 0 0 167 0 1 32 811
Constructing Historical Euro-Zone Data 0 0 0 2 0 0 2 793
Deciding Between Alternative Approaches In Macroeconomics 0 1 7 224 1 2 17 418
Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation 0 0 1 55 0 0 7 116
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR 0 0 0 1 0 2 13 620
EXOGENEITY 2 2 6 21 3 6 18 95
Econometric Modelling of Changing Time Series 0 0 0 222 0 0 0 271
Economic Forecasting: Some Lessons from Recent Research 1 1 2 491 1 2 5 806
Economic Forecasting: Some Lessons from Recent Research 0 0 1 7 0 0 1 46
Economic Forecasting: Some Lessons from Recent Research 0 1 1 408 0 1 2 975
Economic forecasting: some lessons from recent research 0 0 2 446 1 1 10 968
Empirical Economic Model Discovery and Theory Evaluation 0 1 5 288 0 1 17 824
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 1 1 7 436
Evaluating Automatic Model Selection 0 2 4 74 1 4 20 214
Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations 0 0 0 55 1 1 9 109
Exogeneity 0 0 0 0 2 6 17 199
Exogeneity 2 2 6 37 2 3 15 898
Exogeneity, cointegration, and economic policy analysis 0 1 1 1,000 0 2 21 2,030
Explaining Cointegration Analysis: Part II 0 0 3 3,659 1 1 18 7,088
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 0 2 4 30
First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 0 0 4 84 0 1 16 110
Forecast Failure, Expectations Formation, and the Lucas Critique 0 0 0 239 0 0 1 616
Forecasting Aggregates by Disaggregates 0 1 2 269 0 1 7 1,014
Forecasting Economic Aggregates by Disaggregates 0 1 1 207 0 1 2 749
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 6 338 0 1 21 817
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 2 5 20 436 6 17 53 777
Forecasting breaks and forecasting during breaks 1 1 3 219 1 2 21 370
Forecasting by factors, by variables, or both? 0 0 2 147 0 1 16 296
Forecasting economic aggregates by disaggregates 1 2 4 239 1 6 11 536
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 148 0 0 6 624
Forecasting from Structural Econometric Models 0 0 1 379 0 0 15 713
Forecasting in Cointegrated Systems 0 0 0 4 0 1 2 223
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts 0 0 0 208 1 1 5 496
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 2 22 0 3 11 1,657
Forecasting with Difference-Stationary and Trend-Stationary Models 1 1 5 40 2 3 14 170
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 3 157 0 0 6 360
Forecasting: theory and practice 0 1 12 76 2 7 27 76
General-to-specific modeling: an overview and selected bibliography 0 3 16 1,788 1 13 86 7,039
Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns 0 0 3 31 0 1 9 55
Identifying the Causal Role of CO2 during the Ice Ages 0 1 1 52 0 1 5 78
Improving the Teaching of Econometrics 0 0 0 257 0 0 2 542
John Denis Sargan at the London School of Economics 0 0 0 103 1 1 29 223
Log Income vs. Linear Income: An Application of the Encompassing Principle 0 0 0 0 1 13 70 486
Log income versus linear income: an application of the encompassing principl 0 0 0 554 0 1 1 2,538
MULTI-STEP ESTIMATION FOR FORECASTING 1 1 2 3 1 1 2 57
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics 0 1 3 412 2 4 15 570
Milton Friedman and Data Adjustment 0 0 1 201 0 1 5 175
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 100 0 1 2 251
Model Discovery and Trygve Haavelmo's Legacy 0 0 1 119 0 0 3 314
Model Identification and Non-unique Structure 0 0 1 102 0 0 4 437
Model Selection in Equations with Many 'Small' Effects 0 0 0 23 0 0 0 94
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 0 3 177
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 0 1 3 153
Model Selection when there are Multiple Breaks 0 0 0 32 0 1 3 104
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 0 315 0 0 12 1,237
Modelling Non-stationary 'Big Data' 0 0 4 137 0 0 14 206
Modelling UK Inflation over the Long Run 0 0 9 44 0 5 31 109
Multi-Step Estimation for Forecasting 0 0 0 5 0 0 0 212
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 0 94 0 0 1 351
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes 0 0 0 93 0 0 0 336
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 0 0 0 149
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 1 1 6 746
On the Mathematical Basis of Inter-temporal Optimization 0 0 1 217 1 2 7 442
On the interactions of unit roots and exogeneity 0 0 1 297 0 1 2 673
Parallel Computation in Econometrics: A Simplified Approach 0 0 1 200 0 1 4 496
Policy Analysis, Forediction, and Forecast Failure 0 0 1 113 0 1 22 197
Pooling of Forecasts 0 0 0 327 0 0 3 802
Procrustean Econometrics: Stretching and Squeezing Data 0 0 0 97 0 1 2 771
RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES 0 0 0 154 0 0 0 196
Recent developments in the theory of encompassing 0 0 0 0 0 4 16 185
Regression Models with Data-based Indicator Variables 0 0 0 78 0 1 2 236
Regression Models with Data-based Indicator Variables 0 0 0 211 0 0 5 786
Robust Approaches to Forecasting 0 0 3 237 0 3 16 502
Robust Discovery of Regression Models 0 0 1 65 0 0 2 71
Robustifying Forecasts from Equilibrium-Correction Models 0 0 0 75 0 1 1 146
Selecting a Model for Forecasting 0 0 0 94 0 1 9 164
Selecting a Regression Saturated by Indicators 0 0 0 185 0 1 3 606
Selecting a Regression Saturated by Indicators 0 0 0 44 0 0 2 197
Semi-automatic Non-linear Model selection 0 0 0 109 0 1 4 198
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 3 45 0 0 3 80
Smooth Robust Multi-Horizon Forecasts 0 2 10 20 0 3 15 35
Smooth Robust Multi-Horizon Forecasts 0 0 0 44 0 1 3 70
Some Fallacies in Econometric Modelling of Climate Change 0 0 1 267 0 0 4 504
Some forecasting principles from the M4 competition 0 1 1 48 0 3 17 100
Statistical Model Selection with 'Big Data' 1 2 6 259 1 2 8 416
Step-indicator Saturation 0 0 9 130 2 5 39 446
Sub-sample Model Selection Procedures in Gets Modelling 0 0 0 122 0 0 0 536
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS 0 0 0 1 0 1 3 596
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 1 2 7 502
Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom 0 0 1 72 0 0 1 332
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 1 1 2 91
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 0 0 156
Testing the Lucas Critique: A Review 0 0 0 13 2 3 3 49
Testing the Lucas Critique: A Review 1 1 4 19 2 4 8 49
The Econometric Analysis of Economic Policy 0 0 0 1 0 0 3 409
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 12 41 1 3 34 73
The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series 0 0 0 117 0 1 3 109
The Influence of A. W. H. Phillips on Econometrics 0 0 0 0 0 0 2 439
The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems 0 0 0 10 0 0 0 166
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 0 0 6 575
The Properties of Automatic Gets Modelling 0 0 0 144 0 0 0 372
The Properties of Automatic Gets Modelling 0 0 2 232 0 1 3 539
The Properties of Model Selection when Retaining Theory Variables 1 1 1 47 1 2 3 100
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 0 0 1 130
The UK Demand for Broad Money over the Long run 0 0 0 314 0 0 27 896
The demand for broad money in the United Kingdom, 1878-1993 0 0 0 549 0 0 8 1,166
The econometric analysis of economic time series 0 0 0 0 2 3 10 78
The future of macroeconomics: Macro theory and models at the Bank of England 2 3 16 542 3 5 53 684
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 4 31 0 3 11 26
Unpredictability and the Foundations of Economic Forecasting 0 0 0 175 0 0 0 386
Unpredictability and the Foundations of Economic Forecasting 0 0 0 0 0 0 0 251
Unpredictability in Economic Analyis, Econometric Modelling and Forecasting 0 0 0 263 0 0 1 241
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting 1 1 3 142 1 1 6 189
We Ran One Regression 0 0 0 434 0 0 5 1,130
Total Working Papers 18 47 255 26,228 61 218 1,440 80,560


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 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
1 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 12 36 197 11,717
Dynamic Econometrics 0 0 0 0 5 13 62 1,538
Econometrics: Alchemy or Science?: Essays in Econometric Methodology 0 0 0 0 0 2 7 976
Forecasting Economic Time Series 0 0 0 0 7 18 56 574
Forecasting Economic Time Series 0 0 0 0 2 7 11 262
Forecasting Non-Stationary Economic Time Series 0 0 0 0 0 2 16 467
The Foundations of Econometric Analysis 0 0 0 0 1 2 9 141
The Foundations of Econometric Analysis 0 0 0 0 0 1 3 118
Total Books 0 0 0 0 27 81 361 15,793


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 0 20 0 2 6 89
Bridging the Gap: Linking Economics and Econometrics 0 0 0 0 0 1 2 3
Causality and Exogeneity in Non-stationary Economic Time Series 0 1 1 1 0 1 1 1
Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 0 0 0 0 0 0 0 0
Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation 0 0 0 0 0 0 0 0
Dynamic specification 3 6 28 719 4 10 46 1,835
Forecasting with Breaks 0 3 6 304 2 7 15 713
John Denis Sargan (1924–1996) 0 0 0 0 3 3 4 4
Monte carlo experimentation in econometrics 0 0 4 694 0 0 11 1,461
Oxford’s Contributions to Econometrics 0 0 0 1 1 1 5 20
Preface to Econometric Modeling: A Likelihood Approach 0 0 0 129 0 0 1 323
Smooth Robust Multi-Horizon Forecasts 0 1 1 1 0 2 3 3
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 0 1 1 778
The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass 0 0 0 1 0 0 10 28
Total Chapters 3 11 40 2,051 10 28 105 5,258
4 registered items for which data could not be found


Statistics updated 2024-02-04