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David F Hendry

Dados Biográficos

ID989465
NOMEDavid F Hendry
PRENOMESDavid F
SOBRENOMEHendry
ASSINATURAHENDRY D F
AFILIAÇÕESUniversity of Oxford
ORCID0000-0002-8013-576X
VERIFICADOSim
TOTAL DE OBRAS52
TOTAL DE CITAÇÕES325
TOTAL COMO AUTOR52
TOTAL COMO EDITOR0
PRIMEIRO ANO DE PUBLICAÇÃO1966
ANO MAIS RECENTE DE PUBLICAÇÃO2026
ÍNDICE H8
  • Looking Back to 1991 Economic Forecasting

    Open Access•David F Hendry•ARTICLE•Oxford Bulletin of Economics and…•2026

    Originally written in 1991 to advance the formal analysis of macroeconomic forecasting models and methods following the development of cointegration, alternative forecasting devices, conditional and unconditional forecasts, and data accuracy are considered. Macro‐econometric model forecasts, forecast errors, and forecast variances are described. Forecast comparisons using mean square errors are criticised, as is pooling disparate forecasts, which…

  • Forecasting Climate Change Using a Multivariate Cointegrated System

    Open Access•Jennifer L Castle, Jennifer Castle et al.•ARTICLE•Oxford Bulletin of Economics and…•2026

    A cointegrated vector equilibrium correction model of key climate variables including sea surface temperature, ocean heat content, Arctic sea‐ice extent and sea‐level change is built, driven by radiative forcing in which a stochastic trend arises due to anthropogenic emissions of greenhouse gases. A valid and congruent statistical model requires saturation estimation to model breaks in trends, while also conditioning on natural radiative forcings…

  • A Brief History of General‐to‐specific Modelling

    Open Access•David F Hendry•ARTICLE•Oxford Bulletin of Economics and…•2024

    We review key stages in the development of general‐to‐specific modelling ( Gets ). Selecting a simplified model from a more general specification was initially implemented manually, then through computer programs to its present automated machine learning role to discover a viable empirical model. Throughout, Gets applications faced many criticisms, especially from accusations of ‘data mining’—no longer pejorative—with other criticisms based on mi…

  • What a Puzzle! Unravelling Why UK Phillips Curves were Unstable

    Open Access•Jennifer L Castle, David F Hendry•ARTICLE•Oxford Bulletin of Economics and…•2024

    The UK relationship between nominal wage inflation and the unemployment rate is unstable. Over sub‐periods of the last 160 years of turbulent data, Phillips curve slopes range from strongly negative, slightly negative, flat, slightly positive and strongly positive. Our constant‐parameter congruent model of real wages explains these instabilities, yet also implies a constant negative relationship between nominal wage inflation and the unemployment…

  • Forecasting the UK top 1% income share in a shifting world

    Open Access•Jennifer L Castle, Jurgen A Doornik et al.•ARTICLE•Economica•2024•Referências: 52

    UK top income shares have varied hugely over the past two centuries, ranging from more than 30% to less than 7% of pre‐tax national income allocated to the top 1 percentile. We build a congruent dynamic linear regression model of the top 1% income share allowing for economic, political and social factors. Saturation estimation is used to model outliers and trend breaks, proxying underlying structural changes driving income inequality in the UK. W…

  • Does an Empirical Economic Relation Have a Life

    David F Hendry•ARTICLE•History of Political Economy•2022•Referências: 61

    Jeff Biddle's recent book, Progress through Regression: The Life Story of the Empirical Cobb-Douglas Production Function, is a clearly told story of a theory and its implementation from its first proposal as a log-linear empirical relation linking outputs to inputs by Charles Cobb and Paul Douglas (1928), resulting in a plethora of highly critical, constructive, and supportive reactions, through to its acceptance as a substantive production funct…

  • Modeling and forecasting the Covid‐19 pandemic time‐series data

    Open Access•Jurgen A Doornik, Jennifer L Castle et al.•ARTICLE•Social Science Quarterly•2021•Citada por: 2•Referências: 13

    Objective: We analyze the number of recorded cases and deaths of COVID-19 in many parts of the world, with the aim to understand the complexities of the data, and produce regular forecasts. Methods: The SARS-CoV-2 virus that causes COVID-19 has affected societies in all corners of the globe but with vastly differing experiences across countries. Health-care and economic systems vary significantly across countries, as do policy responses, includin…

  • Econometric Modelling

    Open Access•David F Hendry•ARTICLE•Scottish Journal of Political…•2013•Citada por: 1•Referências: 9

  • Retrospective on ‘Econometric Modelling

    Open Access•David F Hendry•ARTICLE•Scottish Journal of Political…•2013•Referências: 3

  • Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate

    David F Hendry, Kirstin Hubrich•ARTICLE•Journal of Business and Economic…•2011

    To forecast an aggregate, we propose adding disaggregate variables, instead of combining forecasts of those disaggregates or forecasting by a univariate aggregate model. New analytical results show the effects of changing coefficients, misspecification, estimation uncertainty, and mismeasurement error. Forecast-origin shifts in parameters affect absolute, but not relative, forecast accuracies; misspecification and estimation uncertainty induce fo…

  • Comment on "Excessive Ambitions" (by Jon Elster)

    David F Hendry, David Hendry•ARTICLE•Capitalism and Society•2009

    In Ambitions, Jon Elster criticizes a wide range of social science aspirations to understand a complicated and evolving reality. Some of his analysis is to the point, but some is flawed, as explained in my comments. Crucially, however, his conclusions on empirical modeling are diametrically opposite to what is required–the problem has been a serious lack of ambition. And this is precisely the area where Elster is most guilty of 'criticizing other…

  • Economic Forecasting in a Changing World

    Michael P Clements, David F Hendry•ARTICLE•Capitalism and Society•2008

    This article explains the basis for a theory of economic forecasting developed over the past decade by the authors. The research has resulted in numerous articles in academic journals, two monographs, Forecasting Economic Time Series, 1998, Cambridge University Press, and Forecasting Nonstationary Economic Time Series, 1999, MIT Press, and three edited volumes, Understanding Economic Forecasts, 2001, MIT Press, A Companion to Economic Forecasting…

  • Co-Breaking

    David F Hendry, Michael Massmann•ARTICLE•Journal of Business and Economic…•2007

    This article has two aims. First, we provide a synopsis of the literature on co-breaking that has developed in several, seemingly disconnected, strands. We establish a consistent terminology, collect theoretical results, delimit co-breaking to cointegration and common features, and review recent contributions to co-breaking regressions and the budding analysis of co-breaking rank. Second, we present new results in the field, particularly, on the …

  • The Properties of Automatic Gets Modelling

    Open Access•David F Hendry, Hans‐martin Krolzig•ARTICLE•The Economic Journal•2005•Citada por: 7•Referências: 34

    After reviewing the simulation performance of general‐to‐specific automatic regression‐model selection, as embodied in PcGets, we show how model selection can be non‐distortionary: approximately unbiased ‘selection estimates’ are derived, with reported standard errors close to the sampling standard deviations of the estimated DGP parameters, and a near‐unbiased goodness‐of‐fit measure. The handling of theory‐based restrictions, non‐stationarity a…

  • Automatic model selection

    Open Access•David F Hendry, Hans‐martin Krolzig et al.•ARTICLE•Electoral Studies•2004•Citada por: 2•Referências: 30

    The properties of automatic model selection are discussed, focusing on PcGets. We explain the background concepts and why automatic methods can perform well. Criticisms of model selection procedures are noted and rebutted. The algorithm is sketched, distinguishing between costs of search and costs of inference: the latter are unavoidable in any statistical science, whereas the costs of searching seem small in comparison. The choice of a ‘search s…

  • Constructing Historical Euro‐zone Data

    Open Access•Andreas Beyer, Jurgen A Doornik et al.•ARTICLE•The Economic Journal•2001•Citada por: 4•Referências: 1

    Existing methods of reconstructing historical Euro-zone data by aggregation of the individual countries' data raises numerous difficulties due to past exchange rate changes. The approach proposed here is designed to avoid such distortions, and aggregate exactly when exchange rates are fixed. In a simple 'Divisia-style' approach, we first compute growth rates within states, aggregate these, then cumulate this Euro-zone growth rate to obtain the ag…

  • Reconstructing Aggregate Euro‐zone Data

    Open Access•Andreas Beyer, Jurgen A Doornik et al.•ARTICLE•JCMS Journal of Common Market…•2000•Citada por: 1

    Reconstructing historical euro‐zone data by aggregation across individual countries is problematic because of past exchange rate changes. The approach here avoids such distortions, yet aggregates exactly when exchange rates are fixed. This is achieved by aggregating weighted within‐country growth rates to obtain euro‐zone growth rates, then cumulating this euro‐zone growth rate to obtain aggregate levels. The aggregate implicit deflator then coin…

  • Exogeneity, Cointegration, and Economic Policy Analysis

    Neil R Ericsson, David F Hendry et al.•ARTICLE•Journal of Business and Economic…•1998

    This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in general, and these concepts are then applied to the use of econometric models in policy analysis when the variables are cointegrated. Implications follow for model constancy, the Lucas critique, equation…

  • The Implications for Econometric Modelling of Forecast Failure

    Open Access•David F Hendry, Jurgen A Doornik•ARTICLE•Scottish Journal of Political…•1997•Citada por: 1•Referências: 5

    To reconcile forecast failure with building congruent empirical models, we analyze the sources of mis‐prediction. This reveals that ex ante forecast failure is purely a function of forecast‐period events, not determinable from in‐sample information. The primary causes are unmodelled shifts in deterministic factors, rather than model mis‐specification, collinearity, or a lack of parsimony. We examine the effects of deterministic breaks on equilibr…

  • John Denis Sargan

    Open Access•Meghnad Desai, Meghnad J Desai et al.•ARTICLE•The Economic Journal•1997

    John Denis Sargan was born on 23 August 1924, in Doncaster, Yorkshire, son of a policeman. He was Emeritus Professor of Econometrics at the London School of Economics when he died at his home in Theydon Bois, Essex, on Saturday 13 April 1996. Denis Sargan was the leading British econometrician of his generation, playing a central role in establishing the technical basis for modern time‐series econometrics. In a distinguished career spanning more …

  • The Econometrics of Macroeconomic Forecasting

    Open Access•David F Hendry•ARTICLE•The Economic Journal•1997•Citada por: 1•Referências: 33

    Journal Article The Econometrics of Macroeconomic Forecasting Get access David F. Hendry David F. Hendry Nuffield College Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 107, Issue 444, 1 September 1997, Pages 1330–1357, https://doi.org/10.1111/j.1468-0297.1997.tb00051.x Published: 27 January 2012 Article history Received: 01 October 1996 Published: 27 January 2012

  • The Foundations of Econometric Analysis

    Christopher L Gilbert, David F Hendry et al.•ARTICLE•The Economic Journal•1996•Citada por: 19

    Journal Article The Foundations of Econometric Analysis Get access The Foundations of Econometric Analysis. Edited by (DAVID F.) Hendry and (MARY S.) Morgan. (Cambridge and New York: Cambridge University Press, 1995. Pp. xvi + 558. £40.00 hardback, US $59.95 hardback. ISBN 0 521 38043 X.) Christopher L. Gilbert Christopher L. Gilbert Queen Mary and Westfield College Search for other works by this author on: Oxford Academic Google Scholar The Econ…

  • Methodology

    Bruce E Hansen, David F Hendry et al.•ARTICLE•The Economic Journal•1996•Citada por: 1

    Journal Article Econometrics: Alchemy or Science. Get access Bruce E. Hansen Bruce E. Hansen Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 106, Issue 438, 1 September 1996, Pages 1398–1413, https://doi.org/10.2307/2235531 Published: 01 September 1996

  • Dynamic Econometrics

    David F Hendry•BOOK•Dynamic Econometrics (Advanced…•1995

    This systematic and integrated framework for econometric modelling is organized in terms of three levels of knowledge: probability, estimation, and modelling. All necessary concepts of econometrics (including exogeneity and encompassing), models, processes, estimators, and inference procedures (centred on maximum likelihood) are discussed with solved examples and exercises. Practical problems in empirical modelling, such as model discovery, evalu…

  • PcGive Professional 8.0 and PcGive Student 8.0

    Guy Judge, Richard Harris et al.•ARTICLE•The Economic Journal•1995

    Journal Article PcGive Professional 8.0 and PcGive Student 8.0 Get access Guy Judge, Guy Judge University of Portsmouth Search for other works by this author on: Oxford Academic Google Scholar R. I. D. Harris R. I. D. Harris University of Portsmouth Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 105, Issue 430, 1 May 1995, Pages 776–786, https://doi.org/10.2307/2235053 Published: 01 May 1995

Próximo
  • Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

    James Davidson, James E H Davidson et al.•ARTICLE•The Economic Journal•1978•Citada por: 124

    Journal Article Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom Get access James E. H. Davidson, James E. H. Davidson London School of Economics Search for other works by this author on: Oxford Academic Google Scholar David F. Hendry, David F. Hendry London School of Economics Search for other works by this author on: Oxford Academic Google Scholar Frank Srba, Frank S…

  • Elements of Econometrics

    David F Hendry, J Kmenta•ARTICLE•The Economic Journal•1972•Citada por: 39

    Journal Article Kmenta (J.). Elements of Econometrics Get access Elements of Econometrics.By J. Kmenta (New York: Macmillan, 1971.Pp. xiii + 655. $14.95.) David F. Hendry David F. Hendry London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 82, Issue 325, 1 March 1972, Pages 221–222, https://doi.org/10.2307/2230221 Published: 01 March 1972

  • Econometrics-Alchemy or Science

    David F Hendry•ARTICLE•Economica•1980•Citada por: 34

  • Serial Correlation as a Convenient Simplification, Not a Nuisance

    David F Hendry, Grayham E Mizon•ARTICLE•The Economic Journal•1978•Citada por: 28

  • The Foundations of Econometric Analysis

    Christopher L Gilbert, David F Hendry et al.•ARTICLE•The Economic Journal•1996•Citada por: 19

    Journal Article The Foundations of Econometric Analysis Get access The Foundations of Econometric Analysis. Edited by (DAVID F.) Hendry and (MARY S.) Morgan. (Cambridge and New York: Cambridge University Press, 1995. Pp. xvi + 558. £40.00 hardback, US $59.95 hardback. ISBN 0 521 38043 X.) Christopher L. Gilbert Christopher L. Gilbert Queen Mary and Westfield College Search for other works by this author on: Oxford Academic Google Scholar The Econ…

  • Econometrics and Quantitative Economics

    Michael Wickens, David F Hendry et al.•ARTICLE•The Economic Journal•1985•Citada por: 15

    Journal Article Econometrics and Quantitative Economics Get access Econometrics and Quantitative Economics. Edited by DAVID F. HENDRY and KENNETH F. WALLIS. (Oxford: Basil Blackwell, 1984. Pp. 342. £22.50 hardback.) Michael Wickens Michael Wickens University of Southampton Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 95, Issue 379, 1 September 1985, Pages 791–794, https://doi.org/10.2307/22…

  • Econometric Modelling

    Open Access•David F Hendry•ARTICLE•Scottish Journal of Political…•1983•Citada por: 15•Referências: 9

  • Pc-Give

    L G Godfrey, Leslie Godfrey et al.•ARTICLE•The Economic Journal•1990•Citada por: 8

    The paperback is part of the Professional 8.0 package. This package offers a range of data description facilities, methods of dynamic model estimation and evaluation tests. It is fully interactive and menu-driven, with features that include: 50,000 observations on 500 variables; data import from spreadsheets or ASCII files; up to 16 graphs on screen simultaneously; cross plot and time plot facilities; and documentation in the form of two books - …

  • The Properties of Automatic Gets Modelling

    Open Access•David F Hendry, Hans‐martin Krolzig•ARTICLE•The Economic Journal•2005•Citada por: 7•Referências: 34

    After reviewing the simulation performance of general‐to‐specific automatic regression‐model selection, as embodied in PcGets, we show how model selection can be non‐distortionary: approximately unbiased ‘selection estimates’ are derived, with reported standard errors close to the sampling standard deviations of the estimated DGP parameters, and a near‐unbiased goodness‐of‐fit measure. The handling of theory‐based restrictions, non‐stationarity a…

  • A Textbook of Econometrics

    David F Hendry, L R Klein•ARTICLE•The Economic Journal•1974•Citada por: 5

    Journal Article L. R. Klein. A Textbook of Econometrics. Second Edition Get access A Textbook of Econometrics. Second Edition. By L. R. Klein. (Englewood Cliffs, N.J.: Prentice-Hall, 1974. Pp. x + 436. £7.00.) D. F. Hendry D. F. Hendry London School of Economics. Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 84, Issue 335, 1 September 1974, Pages 688–689, https://doi.org/10.2307/2231072 Publ…

  • Econometric Models of Cyclical Behaviour

    David F Hendry, Bert G Hickman•ARTICLE•The Economic Journal•1973•Citada por: 5

    Journal Article Econometric Models of Cyclical Behaviour Get access Econometric Models of Cyclical Behaviour. Volumes 1 and 2. Edited by Bert G. Hickman. (New York and London: Columbia University Press for the National Bureau of Economic Research, 1972. Pp. xxiv + 1246. £15.75.) David F. Hendry David F. Hendry London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 83, Issue…

  • Constructing Historical Euro‐zone Data

    Open Access•Andreas Beyer, Jurgen A Doornik et al.•ARTICLE•The Economic Journal•2001•Citada por: 4•Referências: 1

    Existing methods of reconstructing historical Euro-zone data by aggregation of the individual countries' data raises numerous difficulties due to past exchange rate changes. The approach proposed here is designed to avoid such distortions, and aggregate exactly when exchange rates are fixed. In a simple 'Divisia-style' approach, we first compute growth rates within states, aggregate these, then cumulate this Euro-zone growth rate to obtain the ag…

  • Econometrics and Business Cycle Empirics

    David F Hendry•ARTICLE•The Economic Journal•1995•Citada por: 4•Referências: 8

    Journal Article Econometrics and Business Cycle Empirics Get access David F. Hendry David F. Hendry Nuffield College, Oxford Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 105, Issue 433, 1 November 1995, Pages 1622–1636, https://doi.org/10.2307/2235123 Published: 01 November 1995

  • Macro-Economic Forecasting and Modelling

    Michael P Clements, David F Hendry•ARTICLE•The Economic Journal•1995•Citada por: 3•Referências: 7

    Journal Article Macro-Economic Forecasting and Modelling Get access Michael P. Clements, Michael P. Clements Institute of Economics and Statistics, and Financial support from the UK Economic and Social Research Council under grant R000233447 is gratefully acknowledged by both authors. Neil Ericsson provided many helpful comments on an earlier draft. Search for other works by this author on: Oxford Academic Google Scholar David F. Hendry David F. …

  • Modeling and forecasting the Covid‐19 pandemic time‐series data

    Open Access•Jurgen A Doornik, Jennifer L Castle et al.•ARTICLE•Social Science Quarterly•2021•Citada por: 2•Referências: 13

    Objective: We analyze the number of recorded cases and deaths of COVID-19 in many parts of the world, with the aim to understand the complexities of the data, and produce regular forecasts. Methods: The SARS-CoV-2 virus that causes COVID-19 has affected societies in all corners of the globe but with vastly differing experiences across countries. Health-care and economic systems vary significantly across countries, as do policy responses, includin…

  • Automatic model selection

    Open Access•David F Hendry, Hans‐martin Krolzig et al.•ARTICLE•Electoral Studies•2004•Citada por: 2•Referências: 30

    The properties of automatic model selection are discussed, focusing on PcGets. We explain the background concepts and why automatic methods can perform well. Criticisms of model selection procedures are noted and rebutted. The algorithm is sketched, distinguishing between costs of search and costs of inference: the latter are unavoidable in any statistical science, whereas the costs of searching seem small in comparison. The choice of a ‘search s…

  • Modelling Linear Dynamic Econometric Systems

    Open Access•David F Hendry, Jurgen A Doornik•ARTICLE•Scottish Journal of Political…•1994•Citada por: 2•Referências: 3

    Econometric modeling of linear dynamic systems is considered in the light of new reasons for general to simple modeling of the joint data density. To offset the resulting modeling burden due to large numbers of variables, equations, and parameters, the authors consider PcFiml 8 as a modeling tool. Graphics allow vast amounts of information to be appraised at a glance. The demand for M1 in the United Kingdom is modeled as a system using the approa…

  • Pc-Naive

    Gianna Boero, Peter Burridge et al.•ARTICLE•The Economic Journal•1993•Citada por: 2

  • Econometric Modelling

    Open Access•David F Hendry•ARTICLE•Scottish Journal of Political…•2013•Citada por: 1•Referências: 9

  • Reconstructing Aggregate Euro‐zone Data

    Open Access•Andreas Beyer, Jurgen A Doornik et al.•ARTICLE•JCMS Journal of Common Market…•2000•Citada por: 1

    Reconstructing historical euro‐zone data by aggregation across individual countries is problematic because of past exchange rate changes. The approach here avoids such distortions, yet aggregates exactly when exchange rates are fixed. This is achieved by aggregating weighted within‐country growth rates to obtain euro‐zone growth rates, then cumulating this euro‐zone growth rate to obtain aggregate levels. The aggregate implicit deflator then coin…

  • The Implications for Econometric Modelling of Forecast Failure

    Open Access•David F Hendry, Jurgen A Doornik•ARTICLE•Scottish Journal of Political…•1997•Citada por: 1•Referências: 5

    To reconcile forecast failure with building congruent empirical models, we analyze the sources of mis‐prediction. This reveals that ex ante forecast failure is purely a function of forecast‐period events, not determinable from in‐sample information. The primary causes are unmodelled shifts in deterministic factors, rather than model mis‐specification, collinearity, or a lack of parsimony. We examine the effects of deterministic breaks on equilibr…

  • The Econometrics of Macroeconomic Forecasting

    Open Access•David F Hendry•ARTICLE•The Economic Journal•1997•Citada por: 1•Referências: 33

    Journal Article The Econometrics of Macroeconomic Forecasting Get access David F. Hendry David F. Hendry Nuffield College Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 107, Issue 444, 1 September 1997, Pages 1330–1357, https://doi.org/10.1111/j.1468-0297.1997.tb00051.x Published: 27 January 2012 Article history Received: 01 October 1996 Published: 27 January 2012

  • Methodology

    Bruce E Hansen, David F Hendry et al.•ARTICLE•The Economic Journal•1996•Citada por: 1

    Journal Article Econometrics: Alchemy or Science. Get access Bruce E. Hansen Bruce E. Hansen Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 106, Issue 438, 1 September 1996, Pages 1398–1413, https://doi.org/10.2307/2235531 Published: 01 September 1996

  • The Demand for M1 in the USA

    David F Hendry, Ross M Starr•ARTICLE•The Economic Journal•1993•Citada por: 1•Referências: 1

    Journal Article The Demand for M1 in the USA: A Reply to James M. Boughton Get access David F. Hendry, David F. Hendry Nuffield College Search for other works by this author on: Oxford Academic Google Scholar Ross M. Starr Ross M. Starr University of California at San Diego Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 103, Issue 420, 1 September 1993, Pages 1158–1169, https://doi.org/10.230…

  • Interpreting Long-Run Equilibrium Solutions in Conventional Macro Models

    David F Hendry, Adrian J Neale•ARTICLE•The Economic Journal•1988•Citada por: 1•Referências: 3

    Journal Article Interpreting Long-Run Equilibrium Solutions in Conventional Macro Models: A Comment Get access David F. Hendry, David F. Hendry Nuffield College, Oxford Search for other works by this author on: Oxford Academic Google Scholar Adrian J. Neale Adrian J. Neale Nuffield College, Oxford Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 98, Issue 392, 1 September 1988, Pages 808–817, h…

  • Survey of Student Income and Expenditure at Aberdeen University 1963‐64 and 1964‐65

    Open Access•David F Hendry•ARTICLE•Scottish Journal of Political…•1966

  • Introduction to Linear Algebra for Social Scientists

    David F Hendry, Gordon B Mills et al.•ARTICLE•Economica•1970

  • The Analysis and Forecasting of the British Economy

    David F Hendry, M J C Surrey•ARTICLE•Economica•1972

  • Regression and Econometric Methods

    David F Hendry, David S Huang•ARTICLE•Economica•1972

  • Elements of Econometrics

    David F Hendry, J Kmenta•ARTICLE•The Economic Journal•1972•Citada por: 39

    Journal Article Kmenta (J.). Elements of Econometrics Get access Elements of Econometrics.By J. Kmenta (New York: Macmillan, 1971.Pp. xiii + 655. $14.95.) David F. Hendry David F. Hendry London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 82, Issue 325, 1 March 1972, Pages 221–222, https://doi.org/10.2307/2230221 Published: 01 March 1972

  • On Asymptotic Theory and Finite Sample Experiments

    David F Hendry•ARTICLE•Economica•1973

    theme of the volume is doggedly operational. In effect, one is encouraged to formulate each Econometric problem precisely as dictated by the requisite Economic Theory, and solve the resultant estimation problem directly, by numerically maximizing the relevant likelihood function, thus eschewing approximations of unknown magnitude and importance. finite sample behaviour of the adopted estimator can then be simulated to provide evidence on the reli…

  • Econometric Models of Cyclical Behaviour

    David F Hendry, Bert G Hickman•ARTICLE•The Economic Journal•1973•Citada por: 5

    Journal Article Econometric Models of Cyclical Behaviour Get access Econometric Models of Cyclical Behaviour. Volumes 1 and 2. Edited by Bert G. Hickman. (New York and London: Columbia University Press for the National Bureau of Economic Research, 1972. Pp. xxiv + 1246. £15.75.) David F. Hendry David F. Hendry London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 83, Issue…

  • Optimal Planning for Economic Stabilization

    David F Hendry, Robert S Pindyck•ARTICLE•Economica•1974

  • A Textbook of Econometrics

    David F Hendry, L R Klein•ARTICLE•The Economic Journal•1974•Citada por: 5

    Journal Article L. R. Klein. A Textbook of Econometrics. Second Edition Get access A Textbook of Econometrics. Second Edition. By L. R. Klein. (Englewood Cliffs, N.J.: Prentice-Hall, 1974. Pp. x + 436. £7.00.) D. F. Hendry D. F. Hendry London School of Economics. Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 84, Issue 335, 1 September 1974, Pages 688–689, https://doi.org/10.2307/2231072 Publ…

  • Forecasting the U.K. Economy

    David F Hendry, J C K Ash et al.•ARTICLE•Economica•1975

  • Studies in Nonlinear Estimation

    David F Hendry, Stephen M Goldfeld et al.•ARTICLE•Economica•1977

  • Serial Correlation as a Convenient Simplification, Not a Nuisance

    David F Hendry, Grayham E Mizon•ARTICLE•The Economic Journal•1978•Citada por: 28

  • Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

    James Davidson, James E H Davidson et al.•ARTICLE•The Economic Journal•1978•Citada por: 124

    Journal Article Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom Get access James E. H. Davidson, James E. H. Davidson London School of Economics Search for other works by this author on: Oxford Academic Google Scholar David F. Hendry, David F. Hendry London School of Economics Search for other works by this author on: Oxford Academic Google Scholar Frank Srba, Frank S…

  • Econometrics-Alchemy or Science

    David F Hendry•ARTICLE•Economica•1980•Citada por: 34

  • The Econometrics of Disequilibrium

    David F Hendry, Roger J Bowden•ARTICLE•Economica•1980

  • Exogeneity

    Robert F Engle, David F Hendry et al.•ARTICLE•Econometrica•1983

  • Econometric Modelling

    Open Access•David F Hendry•ARTICLE•Scottish Journal of Political…•1983•Citada por: 15•Referências: 9

  • Advances in Econometrics. Invited Papers for the 4th World Congress of the Econometric Society

    David F Hendry, Werner Hildenbrand•ARTICLE•The Economic Journal•1984

    Journal Article Advances in Econometrics. Invited Papers for the 4th World Congress of the Econometric Society Get access Advances in Econometrics. Invited Papers for the 4th World Congress of the Econometric Society. Edited by WERNER HILDENBRAND. (Cambridge: Cambridge University Press, 1983. Pp. xi + 301. £25.00.) David F. Hendry David F. Hendry Nuffield College, Oxford Search for other works by this author on: Oxford Academic Google Scholar The…

  • Econometrics and Quantitative Economics

    Michael Wickens, David F Hendry et al.•ARTICLE•The Economic Journal•1985•Citada por: 15

    Journal Article Econometrics and Quantitative Economics Get access Econometrics and Quantitative Economics. Edited by DAVID F. HENDRY and KENNETH F. WALLIS. (Oxford: Basil Blackwell, 1984. Pp. 342. £22.50 hardback.) Michael Wickens Michael Wickens University of Southampton Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 95, Issue 379, 1 September 1985, Pages 791–794, https://doi.org/10.2307/22…

  • Interpreting Long-Run Equilibrium Solutions in Conventional Macro Models

    David F Hendry, Adrian J Neale•ARTICLE•The Economic Journal•1988•Citada por: 1•Referências: 3

    Journal Article Interpreting Long-Run Equilibrium Solutions in Conventional Macro Models: A Comment Get access David F. Hendry, David F. Hendry Nuffield College, Oxford Search for other works by this author on: Oxford Academic Google Scholar Adrian J. Neale Adrian J. Neale Nuffield College, Oxford Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 98, Issue 392, 1 September 1988, Pages 808–817, h…

  • Pc-Give

    L G Godfrey, Leslie Godfrey et al.•ARTICLE•The Economic Journal•1990•Citada por: 8

    The paperback is part of the Professional 8.0 package. This package offers a range of data description facilities, methods of dynamic model estimation and evaluation tests. It is fully interactive and menu-driven, with features that include: 50,000 observations on 500 variables; data import from spreadsheets or ASCII files; up to 16 graphs on screen simultaneously; cross plot and time plot facilities; and documentation in the form of two books - …

  • The Demand for M1 in the USA

    David F Hendry, Ross M Starr•ARTICLE•The Economic Journal•1993•Citada por: 1•Referências: 1

    Journal Article The Demand for M1 in the USA: A Reply to James M. Boughton Get access David F. Hendry, David F. Hendry Nuffield College Search for other works by this author on: Oxford Academic Google Scholar Ross M. Starr Ross M. Starr University of California at San Diego Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 103, Issue 420, 1 September 1993, Pages 1158–1169, https://doi.org/10.230…

  • PcGive Version 7

    Stephen Burge, Simon Burgess et al.•ARTICLE•The Economic Journal•1993

  • Pc-Naive

    Gianna Boero, Peter Burridge et al.•ARTICLE•The Economic Journal•1993•Citada por: 2

  • Modelling Linear Dynamic Econometric Systems

    Open Access•David F Hendry, Jurgen A Doornik•ARTICLE•Scottish Journal of Political…•1994•Citada por: 2•Referências: 3

    Econometric modeling of linear dynamic systems is considered in the light of new reasons for general to simple modeling of the joint data density. To offset the resulting modeling burden due to large numbers of variables, equations, and parameters, the authors consider PcFiml 8 as a modeling tool. Graphics allow vast amounts of information to be appraised at a glance. The demand for M1 in the United Kingdom is modeled as a system using the approa…

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Ethnos_APP • Projeto Open Source • Licença MIT • Frontend v2.0.0 • Privacidade e Cookies • Documentação da API: api.ethnos.app/docs • Código da API: GitHub • DOI: 10.5281/zenodo.17049435 • Código do Frontend: GitHub • DOI: 10.5281/zenodo.17050053 • cruz.rio.br • Expectantes Misericordiae