David F Hendry
David F Hendry
Senior Research Fellow, Nuffield College, Oxford University
Verified email at nuffield.ox.ac.uk - Homepage
Title
Cited by
Cited by
Year
Co-integration, error correction, and the econometric analysis of non-stationary data
A Banerjee, JJ Dolado, JW Galbraith, F Hendry, David
OUP Catalogue, 1993
38701993
Dynamic econometrics
DF Hendry
Oxford University Press on Demand, 1995
34751995
Exogeneity
RF Engle, DF Hendry, JF Richard
Econometrica: Journal of the Econometric Society, 277-304, 1983
27121983
Econometric modelling of the aggregate time-series relationship between consumers' expenditure and income in the United Kingdom
JEH Davidson, DF Hendry, F Srba, S Yeo
The Economic Journal, 661-692, 1978
22381978
Econometrics: alchemy or science?: essays in econometric methodology
DF Hendry
Oxford University Press on Demand, 2000
15122000
Forecasting economic time series
M Clements, D Hendry
Cambridge University Press, 1998
12751998
Exploring equilibrium relationships in econometrics through static models: some Monte-Carlo evidence
A Banerjee, JJ Dolado, D Hendry, G Smith
Wiley, 1986
11861986
Dynamic specification
DF Hendry, AR Pagan, JD Sargan
Handbook of econometrics 2, 1023-1100, 1984
9801984
Econometric modelling with cointegrated variables: an overview
DF Hendry
Oxford bulletin of economics and statistics 48 (3), 201-212, 1986
9681986
Explaining cointegration analysis: Part 1
DF Hendry, K Juselius
The Energy Journal 21 (1), 2000
9202000
Serial correlation as a convenient simplification, not a nuisance: A comment on a study of the demand for money by the Bank of England
DF Hendry, GE Mizon
The Economic Journal 88 (351), 549-563, 1978
8091978
Forecasting non-stationary economic time series
MP Clements, DF Hendry
mit Press, 2001
7852001
Econometric evaluation of linear macro-economic models
YY Chong, DF Hendry
The Review of Economic Studies 53 (4), 671-690, 1986
6961986
On the formulation of empirical models in dynamic econometrics
DF Hendry, JF Richard
Journal of Econometrics 20 (1), 3-33, 1982
6881982
The econometric analysis of economic time series
DF Hendry, JF Richard
International Statistical Review/Revue Internationale de Statistique, 111-148, 1983
601*1983
Predictive failure and econometric modelling in macroeconomics: The transactions demand for money
DF Hendry
General-to-specific modelling, 535-560, 2005
5932005
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
DF Hendry, NR Ericsson
The American Economic Review, 8-38, 1991
5581991
Econometric modelling: the “consumption function” in retrospect
DF Hendry
Scottish Journal of Political Economy 30 (3), 193-220, 1983
558*1983
Pooling of forecasts
DF Hendry, MP Clements
The Econometrics Journal 7 (1), 1-31, 2004
5292004
Evaluating dynamic econometric models by encompassing the VAR
DF Hendry, GE Mizon
University of Oxford, Department of Economics Economics Series Working Papers, 1990
5081990
The system can't perform the operation now. Try again later.
Articles 1–20