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Incoming Resources
- The econometrics of economic policy, edited by Anindya Banerjee and David F. Hendry
- Modelling dynamic systems using PCfiml 9.0 for windows, by Jurgen A. Doornik and David F. Hendry
- The methodology and practice of econometrics, a festschrift in honour of David F. Hendry, edited by Jennifer L. Castle and Neil Shephard
- Forecasting economic time series, Michael P. Clements and David F. Hendry
- The methodology and practice of econometrics, a festschrift in honour of David F. Hendry, edited by Jennifer L. Castle and Neil Shephard
- Statistical foundations of econometric modelling, Aris Spanos, Foreword by David Hendry
- Economic forecasting, some lessons from recent research
- Testing super exogeneity and invariance in regression models
- Pooling of forecasts
- An analogue model of phase-averaging procedures
- Exogeneity, cointegration, and economic policy analysis
- Interactive Monte Carlo experimentation in econometrics using PcNaive 5, Jurgen A. Doornik, David F. Hendry
- Conditional econometric modelling, an application to new house prices in the United Kingdom
- US money demand, 1960-1984
- GiveWin, an interface to empirical modelling, Jurgen A. Doornik, David F. Hendry
- GiveWin, an interface to empirical modelling, Jurgen A. Doornik, David F. Hendry
- On the limitations of comparing mean square forecast errors
- An econometric analysis of money demand in Italy
- A companion to economic forecasting, edited by Michael P. Clements and David F. Hendry
- PcGive 12, David Hendry, Jurgen A. Doornik
- Non-parametric direct multi-step estimation for forecasting economic processes
- The demand for broad money in the United Kingdom, 1878-1993
- Testing the Lucas critique, a review
- Interactive Monte Carlo experimentation in econometrics using PcNaive 4, Jurgen A. Doornik, David F. Hendry
- Forecasting non-stationary economic time series, Michael P. Clements and David F. Hendry
- Understanding economic forecasts, edited by David F. Hendry and Neil R. Ericsson
- Forecasting in cointegrated systems
- PcGive 13, Jurgen A. Doornik and David F. Hendry
- Testing super exogeneity and invariance in regression models
- The Oxford handbook of economic forecasting, edited by Michael P. Clements and David F. Hendry
- Cointegration tests in the presence of structural breaks
- The foundations of econometric analysis, edited by David F. Hendry and Mary S. Morgan
- Econometrics and quantitative economics, edited by David F. Hendry and Kenneth F. Wallis
- PcGive 11, David Hendry, Jurgen A. Doornik
- An econometric model of United Kingdom building society
- Encompassing in stationary linear dynamic models
- Cointegration, seasonality, encompassing and the demand for money in the United Kingdom
- Econometric evaluation of linear macro-economic models
- Parallel computation in econometrics, a simplified approach
- Constructing historical euro-zone data
- Testing the Lucas critique, a review
- The econometric analysis of economic policy
- Empirical model discovery and theory evaluation, automatic selection methods in econometrics, David F. Hendry and Jurgen A. Doornik
- Econometric modeling, a likelihood approach, David F. Hendry, Bent Nielsen
- Reformilating empirical macro-econometric modelling
- The influence of A W H Phillips on econometrics
- PcGive 6, an interactive econometric modelling system
- Evaluating dynamic econometric models by encompassing the VAR
- On the interactions of unit roots and exogeneity
- Explaining cointegration analysis, part II
- The properties of automatic gets modelling
- Econometrics: alchemy or science?, essays in econometric methodology, David F. Hendry
- Model identification and non-unique structure
- Modelling UK inflation over the long run
- Assertion without empirical basis, an econometric appraisal of "Monetary trends in...the United Kingdom"
- An econometric analysis of UK money demand
- Assertion without empirical basis, an econometric appraisal of "Monetary trends...in the United Kingdom"by Milton Friedman and Anna J Schwartz
- Dynamic econometrics, David F. Hendry
- Robustifying forecasts from equilibrium-correction models
- We ran one regression
- Sub-sample model selection procedures in gets modelling
- Regression models with data-based indicator variables
- Modeling the demand for narrow money in the United Kingdom and the United States
- Forecasting in the presence of structural breaks and policy regime shifts
- Econometrics, alchemy or science? : essays in econometric methodology, David F. Hendry
- On selecting policy analysis models by forecast accuracy
- Unpredictability and the foundations of economic forecasting
- Evaluating dynamic econometric models by encompassing the VAR
- Forecast failure, expectations formation, and the Lucas critique
- Empirical econometric modelling using PcGive for Windows, David F. Hendry and Jurgen A. Doornik