ISNI: |
0000 0001 2447 9595
https://isni.org/isni/0000000124479595
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Name: |
David F. Hendry (britischer Ökonometriker)
David F. Hendry (Brits econoom)
David Forbes Hendry (British econometrician)
David Hendry
Hendry, D. F.
Hendry, David
Hendry, David F.
Hendry, David Forbes
ヘンドリー, D. F
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Dates: |
1944- |
Creation class: |
a
article
Computer file
Language material
text
txt
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Creation role: |
author
creator
editor
redactor
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Related names: |
A. Doornik, Jurgen
Anderson, Gordon J
Anderson, Gordon J.
Angelini, P.
Baba, Yoshihisa
Banerjee, A
Banerjee, Anindya
Beyer, A.
Beyer, Andreas
Campos, Julia
Castle, Jennifer
Castle, Jennifer L.
Chevillon, Guillaume
Chong, Yock Y
Clements, M.P.
Clements, Michael
Clements, Michael P
Clements, Michael P.
Davidson, James E H et al
Davidson, James E. H.
Desai, Meghnad J
Dijk, Herman K.
Dolado, Juan J.
Doornik, J.A.
Doornik, Jurgen
Doornik, Jurgen A
Doornik, Jurgen A.
Emerson, Rebecca A
ENGLE, R.
Engle, Robert F
Engle, Robert F.
Ericsson, Neil R
Ericsson, Neil R.
Ermini, . Luigi
Ermini, Luigi
F.HENDRY, DAVID
FAVERO, C.
Fawcett, Nicholas W.P.
Florens, Jean-Pierre
Galbraith, John W.
Govaerts, Bernadette
Granger, Clive W.J.
Haldrup, Niels
Harrison, Robin W.
Hendry, D F
Hendry, D-F
HENDRY, D.
HENDRY, D.F.
Hendry, D.P.
Hendry, David
Hendry, David F
Hendry, David F.
Hubrich, Kirstin
Johansen, Søren
Juselius, Katarina
Krolzig, Hans-Martin
L. Castle, Jennifer
Learmer, Edward E.
Lu, Maozu
Marcellino, Massimiliano
Marshall, Robert C
Massmann, Michael
Mizon, G-E
MIZON, G.E.
Mizon, Grayham
Mizon, Grayham E
Mizon, Grayham E.
Mizon, Grayham Ernest
Monfardini, Chiara
Morgan, Mary S
Morgan, Mary S.
Neale, Adrian J
Neale, Adrian J.
Neil R. Ericsson, David F. Hendry
Nielsen, Bent
Nymoen, Ragnar
Oxford University / Department of Economics
Pagan, Adrian R.
Pesaran, M. Hashem
Phillips, Peter C.B.
Poirier, Dale J.
Prestiwch, Kevin M.
Prestwich, Kevin M
Prestwich, Kevin M.
Pretis, Felix
Reade, J. James
RICHARD, J.-F.
Richard, Jean-François
Rinaldi, R.
Santos, Carlos
Sargan, J.Denis
Shephard, Neil
Shephard, Neil (1964-)
Spanos, Aris
Srba, Frank
Starr, Ross M
Tran, Hong-Anh
Tremayne, Andrew R
Trumble, David
University of London
University of Oxford
Williams, Ross
市川, 博也 (1942-)
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Titles: |
Achievements and challenges in econometric methodology
analogue model of phase-averaging procedures, An
Anthropogenic Influences on Atmospheric CO2
Applied Econometrics without Sinning.
Assertion without empirical basis : an econometric appraisal of monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz
Automatic Model Selection: A New Instrument for Social Science
Automatic Selection for Non-linear Models
Automatic selection of indicators in a fully saturated regression
Automatic Test of Super Exogeneity, An
AUTOMATIC TESTS for SUPER EXOGENEITY
Autoreg: a computer program library for dynamic econometric models with autoregressive errors
behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors, The
Bernoulli model, from iEconometric Modeling: A Likelihood Approach/i, The
Beyer-Doornik-Hendry
Can Econometrics Improve Economic Forecasting?
Climate Change: Lessons for our Future from the Distant Past
Co-Breaking: Recent Advances and a Synopsis of the Literature
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom
Cointegration tests in the presence of structural breaks
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
Comment on "Excessive Ambitions" (by Jon Elster)
comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology", A
companion to economic forecasting,2002:, A
Computationally-intensive Econometrics using a Distributed Matrix-programming Language
Computer automation of general-to-specific model selection procedures
Conditional econometric modelling : an application to new house prices in the United Kingdom
Consistent Model Selection by an Automatic "Gets" Approach
Constructing historical Euro-zone data
Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems, A
Conversation on Econometric Methodology, A
demand for broad money in the United Kingdom, 1878-1993, The
Demand for M1 in the U.S.A., 1960-1988., The
demand for M1 in the United States: A comment on Baba, Hendry and Starr--Comment/reply, The
demand for M1 in the USA: A reply to James M. Boughton, The
DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING, A
Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan.
Dynamic econometrics
Dynamic specification
econometric analysis of economic policy, The
Econometric Analysis of Money Demand in Italy., An
Econometric analysis of small linear systems using PC-FIML
econometric analysis of TV advertising expenditure in the United Kingdom, 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., 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, An
Econometric Evaluation of Linear Macro-Economic Models.
Econometric Model of United Kingdom Building Societies., An
Econometric modeling : a likelihood approach
Econometric Modelling of Changing Time Series
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom.
Econometric Modelling of Time Series with Outlying Observations
Econometric modelling: the 'consumption function' in retrospect
Econometric Modelling with Cointegrated Variables: An Overview.
Econometrics : alchemy or science? : essays in econometric methodology
Econometrics and business cycle empirics
econometrics of macroeconomic forecasting, The
Economic Forecasting in a Changing World
Economic forecasting: some lessons from recent research.
Elusive return predictability: Discussion
empirical application and Monte Carlo analysis of tests of dynamic specification, An
Empirical Economic Model Discovery and Theory Evaluation
Empirical model discovery and theory evaluation : automatic selection methods in econometrics
empirical study of seasonal unit roots in forecasting, An
Encompassing and rational expectations: how sequential corroboration can imply refutation
Encompassing and Specificity.
encompassing implications of feedback versus feedforward mechanisms in econometrics, The
Encompassing in stationary linear dynamic models
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors.
estimation of economic models with auto-regressive errors, The
et interview Professor David F. Hendry, The
Evaluating a Model by Forecast Performance
Evaluating Automatic Model Selection
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR.
evaluation of forecasting using leading indicators, An
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
Exogeneity, cointegration, and economic policy analysis
Explaining cointegration analysis: Part 1
Explaining cointegration analysis: Part II
Exploring Equilibrium Relationships in Econometrics Through Static Models: Some Monte Carlo Evidence
Forecast Failure, Expectations Formation, and the Lucas Critique
Forecasting breaks and forecasting during breaks
Forecasting by factors, by variables, or both?
Forecasting economic aggregates by disaggregates.
Forecasting economic processes - A reply
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts
Forecasting from Structural Econometric Models
Forecasting in Cointegrated Systems.
Forecasting in Cointegration Systems.
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts
Forecasting Non-Stationary Economic Time Series
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
Forecasting with difference-stationary and trend-stationary models
Forecasting with equilibrium-correction models during structural breaks
Foreword by the Editors
foundations of econometric analysis, The
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom
General Forecast-error Taxonomy, A
General-to-specific modeling: an overview and selected bibliography
General-to-specific modelling.
GiveWin : an interface to empirical modelling
Guest Editors' Introduction: Information in Economic Forecasting
Guest Editors' Introduction: Model Selection and Evaluation in Econometrics
Guest Editors' Introduction to Special Issue on Encompassing
historical perspective on forecast errors, An
HUS revisited
implications for econometric modelling of forecast failure, The
Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez
In memory of Clive Granger: an advisory board member of the journal
Inference in Cointegrating Models: UK M1 Revisited.
Influence of A. W. H. Phillips on Econometrics., The
Intercept Corrections and Structural Change.
Interpreting econometric evidence : The behaviour of consumers' expenditure in the UK
Interpreting long-run equilibrium solutions in conventional macro models: a comment
Interviewed by Neil R. Ericsson
J. Denis Sargan and the Origins of LSE Econometric Methodology
John Denis Sargan.
Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems, The
Linear vs. Log-linear Unit-Root Specification: An Application of Mis-specification Encompassing
Log income versus linear income: an application of the encompassing principl
Log Income vs. Linear Income: An Application of the Encompassing Principle
long-run determinants of UK wages, 1860-2004, The
Low-Dimension Collinearity-Robust Test for Non-linearity, A
low-dimension portmanteau test for non-linearity, A
Macro-economic Forecasting and Modelling.
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics
Maximum likelihood estimation of difference equations with moving average errors: a simulation study
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction.
Mayer (Thomas). Doing Economic Research : Essays on the Applied Methodology of Economics
methodology and practice of econometrics, The : a festschrift in honour of David F. Hendry
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation
Model Discovery and Trygve Haavelmo's Legacy
Model evaluation and identification
Model formulation to simplify selection when specification is uncertain
Model Identification and Non-unique Structure
Model Selection in Equations with Many 'Small' Effects
Model Selection in Under-specified Equations Facing Breaks
Model Selection when there are Multiple Breaks
Modeling the Demand for Narrow Money in the United Kingdom and the United States--Comment/Reply
Modelling dynamic systems using PcFiml 9.0 for Windows
Modelling linear dynamic econometric systems
Modelling methodology and forecast failure
Modelling UK inflation, 1875-1991
Modelling UK Inflation over the Long Run
Monetary Economic Myth and Econometric Reality.
Monte carlo experimentation in econometrics
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
Multi-step estimation for forecasting
Nobel Memorial Prize for Clive W. J. Granger, The
Non-parametric direct multi-step estimation for forecasting economic processes
Nonlinear Econometric Modeling in Time Series
Nowcasting from disaggregates in the face of location shifts
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING
OBITUARY
On adding over-identifying instrumental variables to simultaneous equations
On Asymptotic Theory and Finite Sample Experiments.
On congruent econometric relations : A comment
On detectable and non-detectable structural change
On High and Low R2 Contributions.
On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology.
On Not Evaluating Economic Models by Forecast Outcomes
On selecting policy analysis models by forecast accuracy
On the constancy of time-series econometric equations
On the formulation of empirical models in dynamic econometrics
On the interactions of unit roots and exogeneity
On the limitations of comparing mean square forecast errors; Comments; Reply
On the Mathematical Basis of Inter-temporal Optimization
On winning forecasting competitions in economics
Open-model Forecast-error Taxonomy, An
Oxford Handbook of Economic Forecasting, The
Parallel Computation in Econometrics: A Simplified Approach
PcGive 11
PcGive ni yoru jikeiretsu bunseki nyūmon
PcGive version 7 : an interactive econometric modelling system
PcGiveによる時系列分析入門
Pooling of forecasts
Predictive failure and econometric modelling in macro-economics : the transactions demand for money
Preface to Econometric Modeling: A Likelihood Approach
Procrustean Econometrics: Stretching and Squeezing Data
Professor H.O.A. Wold: 1908–1992
Professor Sir Clive W.J. Granger and Cointegration
Properties of Automatic Gets Modelling, The
Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems., The
Properties of Model Selection when Retaining Theory Variables, The
PROPERTIES ON AUTOMATIC GETS MODELLING, THE
Re-analysis of Confluence Analysis., A
Recent developments in the theory of encompassing
Reconstructing aggregate Euro-zone data
Reformulating empirical macro-econometric modelling
Reformulating empirical macroeconometric modelling
Reformulating Empirical Macroeconomic Modelling.
Regression Models with Data-based Indicator Variables
reply to Professors Maasoumi and Phillips, A
RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES
response of consumption to income: A cross-country investigation, The : by John Y. Campbell and N. Gregory Mankiw
Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts
Robustifying Forecasts from Equilibrium-Correction Models
Robustifying forecasts from equilibrium-correction systems
Royal Economic Society Presidential Address : The Econometrics of Macroeconomic Forecasting
Saturation in Autoregressive Models
Selecting a Regression Saturated by Indicators
Serial correlation as a convenient simplification, not a nuisance: a comment on a study of the demand for money by the Bank of England
Small-Sample Properties of ARCH Estimators and Tests.
Some Fallacies in Econometric Modelling of Climate Change
Special issue in memory of John Denis Sargan 1924-1996 : studies in empirical macroeconometrics
special issue in memory of John Denis Sargan: studies in empirical macroeconometrics, A
Stochastic Specification in an Aggregate Demand Model of the United Kingdom.
structure of simultaneous equations estimators, The
Sub-sample Model Selection Procedures in Gets Modelling
Survey of student income and expenditure at Aberdeen University, 1963-64 and 1964-65
Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations, A
Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom
Testing Integration and Cointegration: An Overview.
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS.
Testing superexogeneity and invariance in regression models
Testing the Invariance of Expectations Models of Inflation
TESTING THE LUCAS CRITIQUE: A REVIEW.
UK Demand for Broad Money over the Long run, The
Understanding Economic Forecasts
Unpredictability and the Foundations of Economic Forecasting
Unpredictability in Economic Analyis, Econometric Modelling and Forecasting
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting
Using PC-GIVE in Econometrics Teaching.
Using PC-NAIVE in Teaching Econometrics.
We Ran One Regression
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Contributed to or performed: |
ECONOMETRIC THEORY
ECONOMIC AND SOCIAL REVIEW
ECONOMIC JOURNAL -LONDON-
JOURNAL OF APPLIED ECONOMETRICS
JOURNAL OF ECONOMETRICS
SCANDINAVIAN JOURNAL OF ECONOMICS
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Notes: |
Thesis (doctoral)--University of London, 1970
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Sources: |
JNAM
NLN
NTA
OPENL
ZETO
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