David F. Hendry

Names

Identifer

Contact

Affiliations

• Rimini Centre for Economic Analysis (RCEA) (weight: 2%)
  • EDIRC entry
  • location:
• Oxford University / Department of Economics (weight: 98%)
  • EDIRC entry
  • location:

Research profile

author of:

• Selecting a Regression Saturated by Indicators (RePEc:aah:create:2007-36)
  by Søren Johansen & David F. Hendry & Carlos Santos
• The Properties of Model Selection when Retaining Theory Variables (RePEc:aah:create:2011-36)
  by David F. Hendry & Søren Johansen
• Forecast Failure, Expectations Formation and the Lucas Critique (RePEc:adr:anecst:y:2002:i:67-68:p:21-40)
  by David F. Hendry
• 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 (RePEc:aea:aecrev:v:81:y:1991:i:1:p:8-38)
  by Hendry, David F & Ericsson, Neil R
• Explaining Cointegration Analysis: Part 1 (RePEc:aen:journl:2000v21-01-a01)
  by David F. Hendry & Katarina Juselius
• Explaining Cointegration Analysis: Part II (RePEc:aen:journl:2001v22-01-a04)
  by David F. Hendry & Katarina Juselius
• Multi-Step Estimation For Forecasting (RePEc:ags:uwarer:268696)
  by Clements, Michael P. & Hendry, David F.
• Forecasting With Difference-Stationary And Trend-Stationary Models (RePEc:ags:uwarer:268798)
  by Clements, Michael P. & Hendry, David F.
• Exogeneity (RePEc:ags:uwarer:269060)
  by Engle, Robert F. & Hendry, David F. & Richard, Jean-Francois
• Forecasting: theory and practice (RePEc:arx:papers:2012.03854)
  by Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet
• Exogeneity, Cointegration, and Economic Policy Analysis (RePEc:bes:jnlbes:v:16:y:1998:i:4:p:370-87)
  by Ericsson, Neil R & Hendry, David F & Mizon, Grayham E
• Co-Breaking: Recent Advances and a Synopsis of the Literature (RePEc:bes:jnlbes:v:25:y:2007:p:33-51)
  by Hendry, David F. & Massmann, Michael
• Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate (RePEc:bes:jnlbes:v:29:i:2:y:2011:p:216-227)
  by Hendry, David F. & Hubrich, Kirstin
• On Asymptotic Theory and Finite Sample Experiments (RePEc:bla:econom:v:40:y:1973:i:158:p:210-17)
  by Hendry, D F
• Econometrics-Alchemy or Science? (RePEc:bla:econom:v:47:y:1980:i:188:p:387-406)
  by Hendry, David F
• Forecasting the UK top 1% income share in a shifting world (RePEc:bla:econom:v:91:y:2024:i:363:p:1047-1074)
  by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry
• Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan (RePEc:bla:ecorec:v:76:y:2000:i:233:p:113-115)
  by David F. Hendry & Ross Williams
• Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan (RePEc:bla:ecorec:v:76:y:2000:i:233:p:113-15)
  by Hendry, David F & Williams, Ross
• Reconstructing Aggregate Euro‐zone Data (RePEc:bla:jcmkts:v:38:y:2000:i:4:p:613-624)
  by Andreas Beyer & Jurgen A. Doornik & David F. Hendry
• Inference in Cointegrating Models: UK M1 Revisited (RePEc:bla:jecsur:v:12:y:1998:i:5:p:533-572)
  by Jurgen A. Doornik & David F. Hendry & Bent Nielsen
• Inference in Cointegrating Models: UK M1 Revisited (RePEc:bla:jecsur:v:12:y:1998:i:5:p:533-72)
  by Doornik, Jurgen A & Hendry, David F & Nielsen, Bent
• Applied Econometrics without Sinning (RePEc:bla:jecsur:v:16:y:2002:i:4:p:591-604)
  by David F. Hendry
• Detecting Volcanic Eruptions In Temperature Reconstructions By Designed Break-Indicator Saturation (RePEc:bla:jecsur:v:30:y:2016:i:3:p:403-429)
  by Brian Chi-ang Lin & Siqi Zheng & Felix Pretis & Lea Schneider & Jason E. Smerdon & David F. Hendry
• Obituary: Jan Tinbergen, 1903–94 (RePEc:bla:jorssa:v:159:y:1996:i:3:p:614-616)
  by David F. Hendry & Mary S. Morgan
• Oxford Bulletin of Economics and Statistics (RePEc:bla:obuest)
  from Department of Economics, University of Oxford as editor
• On High and Low R2 Contributions (RePEc:bla:obuest:v:45:y:1983:i:3:p:313-16)
  by Hendry, David F & Marshall, Robert C
• An Econometric Model of United Kingdom Building Societies (RePEc:bla:obuest:v:46:y:1984:i:3:p:185-210)
  by Anderson, Gordon J & Hendry, David F
• Using PC-GIVE in Econometrics Teaching (RePEc:bla:obuest:v:48:y:1986:i:1:p:87-98)
  by Hendry, David F
• Econometric Modelling with Cointegrated Variables: An Overview (RePEc:bla:obuest:v:48:y:1986:i:3:p:201-12)
  by Hendry, David F
• Using PC-NAIVE in Teaching Econometrics (RePEc:bla:obuest:v:53:y:1991:i:2:p:199-223)
  by Hendry, David F
• Testing Integration and Cointegration: An Overview (RePEc:bla:obuest:v:54:y:1992:i:3:p:225-55)
  by Banerjee, Anindya & Hendry, David F
• The Econometric Analysis of Economic Policy (RePEc:bla:obuest:v:58:y:1996:i:4:p:573-600)
  by Banerjee, Anindya & Hendry, David F & Mizon, Grayham E
• Multi-step Estimation for Forecasting (RePEc:bla:obuest:v:58:y:1996:i:4:p:657-84)
  by Clements, Michael P & Hendry, David F
• Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics (RePEc:bla:obuest:v:65:y:2003:i:s1:p:681-688)
  by Niels Haldrup & David F. Hendry & Herman K. van Dijk
• Consistent Model Selection by an Automatic Gets Approach (RePEc:bla:obuest:v:65:y:2003:i:s1:p:803-819)
  by Julia Campos & David F. Hendry & Hans‐Martin Krolzig
• We Ran One Regression (RePEc:bla:obuest:v:66:y:2004:i:5:p:799-810)
  by David F. Hendry & Hans‐Martin Krolzig
• Regression Models with Data‐based Indicator Variables (RePEc:bla:obuest:v:67:y:2005:i:5:p:571-595)
  by David F. Hendry & Carlos Santos
• Guest Editors’ Introduction: Information in Economic Forecasting (RePEc:bla:obuest:v:67:y:2005:i:s1:p:713-753)
  by Michael P. Clements & David F. Hendry
• Evaluating a Model by Forecast Performance (RePEc:bla:obuest:v:67:y:2005:i:s1:p:931-956)
  by Michael P. Clements & David F. Hendry
• Foreword (RePEc:bla:obuest:v:70:y:2008:i:s1:p:711-714)
  by David F. Hendry & Massimiliano Marcellino & Chiara Monfardini
• Guest Editors’ Introduction to Special Issue on Encompassing (RePEc:bla:obuest:v:70:y:2008:i:s1:p:715-719)
  by David F. Hendry & Massimiliano Marcellino & Grayham E. Mizon
• Log Income vs. Linear Income: An Application of the Encompassing Principle (RePEc:bla:obuest:v:70:y:2008:i:s1:p:807-827)
  by Luigi Ermini & David F. Hendry
• Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing (RePEc:bla:obuest:v:70:y:2008:i:s1:p:829-847)
  by Aris Spanos & David F. Hendry & J. James Reade
• Model Selection in Equations with Many ‘Small’ Effects (RePEc:bla:obuest:v:75:y:2013:i:1:p:6-22)
  by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry
• A Brief History of General‐to‐specific Modelling (RePEc:bla:obuest:v:86:y:2024:i:1:p:1-20)
  by David F. Hendry
• What a Puzzle! Unravelling Why UK Phillips Curves were Unstable (RePEc:bla:obuest:v:86:y:2024:i:4:p:743-760)
  by Jennifer L. Castle & David F. Hendry
• The Demand for Broad Money in the United Kingdom, 1878–1993 (RePEc:bla:scandj:v:100:y:1998:i:1:p:289-324)
  by Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich
• The Nobel Memorial Prize for Clive W. J. Granger (RePEc:bla:scandj:v:106:y:2004:i:2:p:187-213)
  by David F. Hendry
• Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen (RePEc:bla:scjsta:v:43:y:2016:i:2:p:360-365)
  by Jurgen A. Doornik & David F. Hendry
• Survey Of Student Income And Expenditure At Aberdeen University 1963-64 And 1964-65 (RePEc:bla:scotjp:v:13:y:1966:i:3:p:363-376)
  by David F. Hendry
• Econometric Modelling: The "Consumption Function" in Retrospect (RePEc:bla:scotjp:v:30:y:1983:i:3:p:193-220)
  by Hendry, David F
• Modelling Linear Dynamic Econometric Systems (RePEc:bla:scotjp:v:41:y:1994:i:1:p:1-33)
  by Hendry, David F & Doornik, Jurgen A
• The Implications for Econometric Modelling of Forecast Failure (RePEc:bla:scotjp:v:44:y:1997:i:4:p:437-461)
  by David F. Hendry & Jurgen A. Doornik
• The Implications for Econometric Modelling of Forecast Failure (RePEc:bla:scotjp:v:44:y:1997:i:4:p:437-61)
  by Hendry, David F & Doornik, Jurgen A
• Econometric Modelling: The ‘Consumption Function’ In Retrospect (RePEc:bla:scotjp:v:60:y:2013:i:5:p:495-522)
  by David F. Hendry
• Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' (RePEc:bla:scotjp:v:60:y:2013:i:5:p:523-525)
  by David F. Hendry
• Modeling and forecasting the COVID‐19 pandemic time‐series data (RePEc:bla:socsci:v:102:y:2021:i:5:p:2070-2087)
  by Jurgen A. Doornik & Jennifer L. Castle & David F. Hendry
• Beyer-Doornik-Hendry (RePEc:boc:bocins:bdh)
  by Beyer, Andreas & Doornik, Jurgen A. & Hendry, David F.
• Economic Forecasting in a Changing World (RePEc:bpj:capsoc:v:3:y:2008:i:2:n:1)
  by Clements Michael P. & Hendry David F.
• Comment on "Excessive Ambitions" (by Jon Elster) (RePEc:bpj:capsoc:v:4:y:2009:i:2:n:6)
  by Hendry David
• Econometric Modelling of Time Series with Outlying Observations (RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6)
  by Hendry David F & Mizon Grayham E
• Evaluating Automatic Model Selection (RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8)
  by Castle Jennifer L. & Doornik Jurgen A & Hendry David F.
• AUTOMATIC TESTS for SUPER EXOGENEITY (RePEc:cap:wpaper:112007)
  by David Hendry & Carlos Santos
• Small-Sample Properties of ARCH Estimators and Tests (RePEc:cje:issued:v:18:y:1985:i:1:p:66-93)
  by Robert F. Engle & David F. Hendry & David Trumble
• Recent developments in the theory of encompassing (RePEc:cor:louvco:1987022)
  by Hendry, D.F. & Richard, J.-F.
• Exogeneity (RePEc:cor:louvrp:516)
  by ENGLE, Robert F. & HENDRY, David F. & RICHARD, Jean-François
• The econometric analysis of economic time series (RePEc:cor:louvrp:531)
  by HENDRY, David F. & RICHARD, Jean-François
• Forecasting Economic Aggregates by Disaggregates (RePEc:cpr:ceprdp:5485)
  by Hendry, David & Hubrich, Kirstin
• Procrustean Econometrics: Stretching and Squeezing Data (RePEc:cpr:ceprdp:68)
  by Hendry, David F & Mizon, Grayham Ernest
• Nonlinear Econometric Modeling in Time Series (RePEc:cup:cbooks:9780521028684)
  by None
• The Foundations of Econometric Analysis (RePEc:cup:cbooks:9780521380430)
  by Hendry,David F. & Morgan,Mary S.
• The Foundations of Econometric Analysis (RePEc:cup:cbooks:9780521588706)
  by Hendry,David F. & Morgan,Mary S.
• Nonlinear Econometric Modeling in Time Series (RePEc:cup:cbooks:9780521594240)
  by None
• Forecasting Economic Time Series (RePEc:cup:cbooks:9780521632423)
  by Clements,Michael & Hendry,David
• Forecasting Economic Time Series (RePEc:cup:cbooks:9780521634809)
  by Clements,Michael & Hendry,David
• Encompassing and Specificity (RePEc:cup:etheor:v:12:y:1996:i:04:p:620-656_00)
  by Florens, Jean-Pierre & Hendry, David F. & Richard, Jean-François
• J. Denis Sargan And The Origins Of Lse Econometric Methodology (RePEc:cup:etheor:v:19:y:2003:i:03:p:457-480_19)
  by Hendry, David F.
• A Dialogue Concerning A New Instrument For Econometric Modeling (RePEc:cup:etheor:v:21:y:2005:i:01:p:278-297_05)
  by Granger, Clive W.J. & Hendry, David F.
• Model Discovery And Trygve Haavelmo’S Legacy (RePEc:cup:etheor:v:31:y:2015:i:01:p:93-114_00)
  by Hendry, David F. & Johansen, Søren
• Encompassing (RePEc:cup:nierev:v:125:y:1988:i::p:88-103_8)
  by Hendry, David F.
• An Historical Perspective on Forecast Errors (RePEc:cup:nierev:v:177:y:2001:i::p:100-112_9)
  by Clements, Michael P. & Hendry, David F.
• Nowcasting is not Just Contemporaneous Forecasting (RePEc:cup:nierev:v:210:y:2009:i::p:71-89_14)
  by Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F.
• The Value Of Robust Statistical Forecasts In The Covid-19 Pandemic (RePEc:cup:nierev:v:256:y:2021:i::p:19-43_3)
  by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.
• John Denis Sargan at the London School of Economics (RePEc:cwl:cwldpp:2082)
  by David F. Hendry & Peter C.B. Phillips
• Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom (RePEc:cwl:cwldpp:398)
  by David F. Hendry & Gordon J. Anderson
• The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems (RePEc:cwl:cwldpp:399)
  by David F. Hendry
• A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems (RePEc:cwl:cwldpp:400)
  by David F. Hendry & Frank Srba
• Economic forecasting: some lessons from recent research (RePEc:ecb:ecbwps:200182)
  by Clements, Michael P. & Hendry, David F.
• Forecasting economic aggregates by disaggregates (RePEc:ecb:ecbwps:2006589)
  by Hendry, David F. & Hubrich, Kirstin
• Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate (RePEc:ecb:ecbwps:20101155)
  by Hendry, David F. & Hubrich, Kirstin
• Economic Forecasting: Some Lessons from Recent Research (RePEc:ecj:ac2002:99)
  by Hendry, David F & Michael P. Clements
• The Properties of Automatic Gets Modelling (RePEc:ecj:ac2003:105)
  by Hendry, David F & Hans-Martin Krolzig
• The Demand for M1 in the USA: A Reply (RePEc:ecj:econjl:v:103:y:1993:i:420:p:1158-69)
  by Hendry, David F & Starr, Ross M
• Macro-economic Forecasting and Modelling (RePEc:ecj:econjl:v:105:y:1995:i:431:p:1001-13)
  by Clements, Michael P & Hendry, David F
• Econometrics and Business Cycle Empirics (RePEc:ecj:econjl:v:105:y:1995:i:433:p:1622-36)
  by Hendry, David F
• John Denis Sargan (RePEc:ecj:econjl:v:107:y:1997:i:443:p:1121-25)
  by Desai, Meghnad J & Hendry, David F & Mizon, Grayham E
• The Econometrics of Macroeconomic Forecasting (RePEc:ecj:econjl:v:107:y:1997:i:444:p:1330-57)
  by Hendry, David F
• Constructing Historical Euro-Zone Data (RePEc:ecj:econjl:v:111:y:2001:i:469:p:f102-21)
  by Beyer, Andreas & Doornik, Jurgen A & Hendry, David F
• The Properties of Automatic "GETS" Modelling (RePEc:ecj:econjl:v:115:y:2005:i:502:p:c32-c61)
  by David F. Hendry & Hans-Martin Krolzig
• Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (RePEc:ecj:econjl:v:88:y:1978:i:351:p:549-63)
  by Hendry, David F & Mizon, Grayham E
• Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom (RePEc:ecj:econjl:v:88:y:1978:i:352:p:661-92)
  by Davidson, James E H, et al
• Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment (RePEc:ecj:econjl:v:98:y:1988:i:392:p:808-17)
  by Hendry, David F & Neale, Adrian J
• Unpredictability and the Foundations of Economic Forecasting (RePEc:ecm:ausm04:27)
  by David F. Hendry
• Stochastic Specification in an Aggregate Demand Model of the United Kingdom (RePEc:ecm:emetrp:v:42:y:1974:i:3:p:559-78)
  by Hendry, David F
• The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems (RePEc:ecm:emetrp:v:45:y:1977:i:4:p:969-90)
  by Hendry, David F & Srba, Frank
• Exogeneity (RePEc:ecm:emetrp:v:51:y:1983:i:2:p:277-304)
  by Engle, Robert F & Hendry, David F & Richard, Jean-Francois
• A General Forecast-error Taxonomy (RePEc:ecm:wc2000:0608)
  by David Hendry
• Foreword by the Editors (RePEc:ect:emjrnl:v:1:y:1998:i:regularpapers:p:i-ii)
  by David F. Hendry & Neil Shephard
• Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez (RePEc:ect:emjrnl:v:2:y:1999:i:2:p:202-219)
  by David F. Hendry & Hans-Martin Krolzig
• Forecasting with difference-stationary and trend-stationary models (RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s1-s19)
  by Michael P. Clements & David F.Hendry
• Modelling methodology and forecast failure (RePEc:ect:emjrnl:v:5:y:2002:i:2:p:319-344)
  by Michael P. Clements & David F. Hendry
• Pooling of forecasts (RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31)
  by David F. Hendry & Michael P. Clements
• On congruent econometric relations : A comment (RePEc:eee:crcspp:v:47:y:1997:i::p:163-190)
  by Hendry, David F.
• Computer automation of general-to-specific model selection procedures (RePEc:eee:dyncon:v:25:y:2001:i:6-7:p:831-866)
  by Krolzig, Hans-Martin & Hendry, David F.
• Economic forecasting: some lessons from recent research (RePEc:eee:ecmode:v:20:y:2003:i:2:p:301-329)
  by Hendry, David F. & Clements, Michael P.
• Monte carlo experimentation in econometrics (RePEc:eee:ecochp:2-16)
  by Hendry, David F.
• Dynamic specification (RePEc:eee:ecochp:2-18)
  by Hendry, David F. & Pagan, Adrian R. & Sargan, J.Denis
• Forecasting with Breaks (RePEc:eee:ecofch:1-12)
  by Clements, Michael P. & Hendry, David F.
• On adding over-identifying instrumental variables to simultaneous equations (RePEc:eee:ecolet:v:111:y:2011:i:1:p:68-70)
  by Hendry, David F.
• Achievements and challenges in econometric methodology (RePEc:eee:econom:v:100:y:2001:i:1:p:7-10)
  by Hendry, David F.
• Autoreg: a computer program library for dynamic econometric models with autoregressive errors (RePEc:eee:econom:v:12:y:1980:i:1:p:85-102)
  by Hendry, David F. & Srba, Frank
• Robustifying forecasts from equilibrium-correction systems (RePEc:eee:econom:v:135:y:2006:i:1-2:p:399-426)
  by Hendry, David F.
• Forecasting with equilibrium-correction models during structural breaks (RePEc:eee:econom:v:158:y:2010:i:1:p:25-36)
  by Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F.
• A low-dimension portmanteau test for non-linearity (RePEc:eee:econom:v:158:y:2010:i:2:p:231-245)
  by Castle, Jennifer L. & Hendry, David F.
• Model formulation to simplify selection when specification is uncertain (RePEc:eee:econom:v:16:y:1981:i:1:p:159-159)
  by Hendry, David F. & Richard, Jean-Francois
• Model selection when there are multiple breaks (RePEc:eee:econom:v:169:y:2012:i:2:p:239-246)
  by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.
• Forecasting by factors, by variables, by both or neither? (RePEc:eee:econom:v:177:y:2013:i:2:p:305-319)
  by Castle, Jennifer L. & Clements, Michael P. & Hendry, David F.
• Model selection in under-specified equations facing breaks (RePEc:eee:econom:v:178:y:2014:i:p2:p:286-293)
  by Castle, Jennifer L. & Hendry, David F.
• Unpredictability in economic analysis, econometric modeling and forecasting (RePEc:eee:econom:v:182:y:2014:i:1:p:186-195)
  by Hendry, David F. & Mizon, Grayham E.
• A reply to Professors Maasoumi and Phillips (RePEc:eee:econom:v:19:y:1982:i:2-3:p:203-213)
  by Hendry, David F.
• Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (RePEc:eee:econom:v:2:y:1974:i:2:p:151-174)
  by Hendry, David F. & Harrison, Robin W.
• On the formulation of empirical models in dynamic econometrics (RePEc:eee:econom:v:20:y:1982:i:1:p:3-33)
  by Hendry, David F. & Richard, Jean-Francois
• Common volatility shocks driven by the global carbon transition (RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665)
  by Campos-Martins, Susana & Hendry, David F.
• Econometric analysis of small linear systems using PC-FIML (RePEc:eee:econom:v:38:y:1988:i:1-2:p:203-226)
  by Hendry, David F. & Neale, Adrian J. & Srba, Frank
• The structure of simultaneous equations estimators (RePEc:eee:econom:v:4:y:1976:i:1:p:51-88)
  by Hendry, David F.
• An analogue model of phase-averaging procedures (RePEc:eee:econom:v:43:y:1990:i:3:p:275-292)
  by Campos, Julia & Ericsson, Neil R. & Hendry, David F.
• Testing superexogeneity and invariance in regression models (RePEc:eee:econom:v:56:y:1993:i:1-2:p:119-139)
  by Engle, Robert F. & Hendry, David F.
• Encompassing in stationary linear dynamic models (RePEc:eee:econom:v:63:y:1994:i:1:p:245-270)
  by Govaerts, Bernadette & Hendry, David F. & Richard, Jean-Francois
• Cointegration tests in the presence of structural breaks (RePEc:eee:econom:v:70:y:1996:i:1:p:187-220)
  by Campos, Julia & Ericsson, Neil R. & Hendry, David F.
• The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors (RePEc:eee:econom:v:9:y:1979:i:3:p:295-314)
  by Hendry, David F.
• Robust Discovery of Regression Models (RePEc:eee:ecosta:v:26:y:2023:i:c:p:31-51)
  by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.
• Interpreting econometric evidence : The behaviour of consumers' expenditure in the UK (RePEc:eee:eecrev:v:16:y:1981:i:1:p:177-192)
  by Davidson, James E. H. & Hendry, David F.
• The response of consumption to income: A cross-country investigation : by John Y. Campbell and N. Gregory Mankiw (RePEc:eee:eecrev:v:35:y:1991:i:4:p:764-767)
  by Hendry, David F.
• Modeling the demand for narrow money in the United Kingdom and the United States (RePEc:eee:eecrev:v:35:y:1991:i:4:p:833-881)
  by Hendry, David F. & Ericsson, Neil R.
• The historical role of energy in UK inflation and productivity with implications for price inflation (RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004450)
  by Castle, Jennifer L. & Hendry, David F. & Martinez, Andrew B.
• An empirical study of seasonal unit roots in forecasting (RePEc:eee:intfor:v:13:y:1997:i:3:p:341-355)
  by Clements, Michael P. & Hendry, David F.
• Forecasting economic processes (RePEc:eee:intfor:v:14:y:1998:i:1:p:111-131)
  by Clements, Michael P. & Hendry, David F.
• Non-parametric direct multi-step estimation for forecasting economic processes (RePEc:eee:intfor:v:21:y:2005:i:2:p:201-218)
  by Chevillon, Guillaume & Hendry, David F.
• Elusive return predictability: Discussion (RePEc:eee:intfor:v:24:y:2008:i:1:p:22-28)
  by Hendry, David F. & Reade, J. James
• Robust approaches to forecasting (RePEc:eee:intfor:v:31:y:2015:i:1:p:99-112)
  by Castle, Jennifer L. & Clements, Michael P. & Hendry, David F.
• Evaluating multi-step system forecasts with relatively few forecast-error observations (RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372)
  by Hendry, David F. & Martinez, Andrew B.
• Deciding between alternative approaches in macroeconomics (RePEc:eee:intfor:v:34:y:2018:i:1:p:119-135)
  by Hendry, David F.
• Card forecasts for M4 (RePEc:eee:intfor:v:36:y:2020:i:1:p:129-134)
  by Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F.
• Modelling non-stationary ‘Big Data’ (RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575)
  by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.
• Short-term forecasting of the coronavirus pandemic (RePEc:eee:intfor:v:38:y:2022:i:2:p:453-466)
  by Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F.
• Forecasting: theory and practice (RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871)
  by Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh
• Analysing differences between scenarios (RePEc:eee:intfor:v:39:y:2023:i:2:p:754-771)
  by Hendry, David F. & Pretis, Felix
• Improving models and forecasts after equilibrium-mean shifts (RePEc:eee:intfor:v:40:y:2024:i:3:p:1085-1100)
  by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.
• The long-run determinants of UK wages, 1860-2004 (RePEc:eee:jmacro:v:31:y:2009:i:1:p:5-28)
  by Castle, Jennifer L. & Hendry, David F.
• An econometric analysis of TV advertising expenditure in the United Kingdom (RePEc:eee:jpolmo:v:14:y:1992:i:3:p:281-311)
  by Hendry, David F.
• A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" (RePEc:eee:regeco:v:36:y:2006:i:2:p:309-312)
  by Hendry, David F.
• Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK (RePEc:eee:renene:v:226:y:2024:i:c:s096014812400510x)
  by Castle, Jennifer L. & Hendry, David F.
• On detectable and non-detectable structural change (RePEc:eee:streco:v:11:y:2000:i:1-2:p:45-65)
  by Hendry, David F.
• Anthropogenic influences on atmospheric CO2 (RePEc:elg:eechap:14429_12)
  by David F. Hendry & Felix Pretis
• Unknown item RePEc:eme:aeco11:s0731-90532021000043a008 (chapter)
• Smooth Robust Multi-Horizon Forecasts (RePEc:eme:aecozz:s0731-90532021000043a008)
  by Andrew B. Martinez & Jennifer L. Castle & David F. Hendry
• Unknown item RePEc:eme:cea111:s0573-8555(04)69002-x (chapter)
• Causality and Exogeneity in Non-stationary Economic Time Series (RePEc:eme:ceazzz:s0573-8555(04)69002-x)
  by David F. Hendry
• Unknown item RePEc:eme:feg111:s1574-8715(07)00201-1 (chapter)
• Unknown item RePEc:eme:feg111:s1574-8715(07)00202-3 (chapter)
• Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 (RePEc:eme:fegzzz:s1574-8715(07)00201-1)
  by Michael P. Clements & David F. Hendry
• Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation (RePEc:eme:fegzzz:s1574-8715(07)00202-3)
  by Jennifer L. Castle & David F. Hendry
• Constructing Historical Euro-Zone Data (RePEc:eui:euiwps:eco2000/10)
  by Beyer, A. & Doornik, J.A. & Hendry, D.F.
• The Influence of A. W. H. Phillips on Econometrics (RePEc:eui:euiwps:eco96/03)
  by Hendry, D-F & Mizon, G-E
• The Econometric Analysis of Economic Policy (RePEc:eui:euiwps:eco96/34)
  by Banerjee, A & Hendry, D-F & Mizon, G-E
• Conditional econometric modelling : an application to new house prices in the United Kingdom (RePEc:fip:fedgif:254)
  by Neil R. Ericsson & David F. Hendry
• Assertion without empirical basis : an econometric appraisal of monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz (RePEc:fip:fedgif:270)
  by Neil R. Ericsson & David F. Hendry
• An analogue model of phase-averaging procedures (RePEc:fip:fedgif:303)
  by Julia Campos & Neil R. Ericsson & David F. Hendry
• Encompassing and rational expectations: how sequential corroboration can imply refutation (RePEc:fip:fedgif:354)
  by Neil R. Ericsson & David F. Hendry
• 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 (RePEc:fip:fedgif:355)
  by Neil R. Ericsson & David F. Hendry
• Modeling the demand for narrow money in the United Kingdom and the United States (RePEc:fip:fedgif:383)
  by Neil R. Ericsson & David F. Hendry
• Cointegration tests in the presence of structural breaks (RePEc:fip:fedgif:440)
  by Julia Campos & Neil R. Ericsson & David F. Hendry
• Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom (RePEc:fip:fedgif:457)
  by Neil R. Ericsson & David F. Hendry & Hong-Anh Tran
• The demand for broad money in the United Kingdom, 1878-1993 (RePEc:fip:fedgif:596)
  by Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich
• Exogeneity, cointegration, and economic policy analysis (RePEc:fip:fedgif:616)
  by Neil R. Ericsson & David F. Hendry & Grayham E. Mizon
• General-to-specific modeling: an overview and selected bibliography (RePEc:fip:fedgif:838)
  by Julia Campos & Neil R. Ericsson & David F. Hendry
• Milton Friedman and Data Adjustment (RePEc:fip:fedgin:2017-05-15)
  by Neil R. Ericsson & David F. Hendry & Stedman B. Hood
• An Econometric Analysis of Money Demand in Italy (RePEc:fth:banita:219)
  by Angelini, P. & Hendry, D.F. & Rinaldi, R.
• Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics (RePEc:gam:jecnmx:v:10:y:2021:i:1:p:2-:d:708476)
  by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry
• Detecting Location Shifts during Model Selection by Step-Indicator Saturation (RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166)
  by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis
• Evaluating Forecasts, Narratives and Policy Using a Test of Invariance (RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547)
  by Jennifer L. Castle & David F. Hendry & Andrew B. Martinez
• Selecting a Model for Forecasting (RePEc:gam:jecnmx:v:9:y:2021:i:3:p:26-:d:582011)
  by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry
• Forecasting Principles from Experience with Forecasting Competitions (RePEc:gam:jforec:v:3:y:2021:i:1:p:10-165:d:504406)
  by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry
• Saturation in Autoregressive Models (RePEc:gmf:journl:y:2006:i:24:p:8-19)
  by Carlos Santos & David Hendry
• Smooth Robust Multi-Horizon Forecasts (RePEc:gwc:wpaper:2020-009)
  by Andrew B. Martinez & Jennifer L. Castle & David F. Hendry
• The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 (RePEc:gwc:wpaper:2022-001)
  by Jennifer L. Castle & David F. Hendry & Andrew B. Martinez
• Log Income vs. Linear Income: An Application of the Encompassing Principle (RePEc:hai:wpaper:199111)
  by Luigi Ermini & David F. Hendry
• Testing the Invariance of Expectations Models of Inflation (RePEc:hhs:osloec:2010_021)
  by Nymoen, Ragnar & L. Castle, Jennifer & A. Doornik, Jurgen & F. Hendry, David
• Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process (RePEc:ier:iecrev:v:12:y:1971:i:2:p:257-72)
  by Hendry, D F
• Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction (RePEc:ier:iecrev:v:15:y:1974:i:1:p:260)
  by Hendry, David F
• Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors (RePEc:ier:iecrev:v:17:y:1976:i:2:p:463-71)
  by Hendry, David F & Tremayne, Andrew R
• Forecasting in Cointegration Systems (RePEc:jae:japmet:v:10:y:1995:i:2:p:127-46)
  by Clements, Michael P & Hendry, David F
• Intercept Corrections and Structural Change (RePEc:jae:japmet:v:11:y:1996:i:5:p:475-94)
  by Clements, Michael P & Hendry, David F
• A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics (RePEc:jae:japmet:v:16:y:2001:i:3:p:197-202)
  by David F. Hendry & M. Hashem Pesaran
• Modelling UK inflation, 1875-1991 (RePEc:jae:japmet:v:16:y:2001:i:3:p:255-275)
  by David F. Hendry
• In memory of Clive Granger: an advisory board member of the journal (RePEc:jae:japmet:v:24:y:2009:i:6:p:871-873)
  by David F. Hendry & M. Hashem Pesaran
• Nowcasting from disaggregates in the face of location shifts (RePEc:jof:jforec:v:29:y:2010:i:1-2:p:200-214)
  by Jennifer L. Castle & David F. Hendry
• Explaining Cointegration Analysis: Part II (RePEc:kud:kuiedp:0020)
  by Katarina Juselius & David F. Hendry
• Selecting a Regression Saturated by Indicators (RePEc:kud:kuiedp:0726)
  by David F. Hendry & Søren Johansen & Carlos Santos
• The Properties of Model Selection when Retaining Theory Variables (RePEc:kud:kuiedp:1125)
  by David F. Hendry & Søren Johansen
• Forecasting Non-Stationary Economic Time Series (RePEc:mtp:titles:0262531895)
  by Michael P. Clements & David F. Hendry
• Understanding Economic Forecasts (RePEc:mtp:titles:0262582422)
  by None
• Climate Econometrics: An Overview (RePEc:now:fnteco:0800000037)
  by Castle, Jennifer L. & Hendry, David F.
• An evaluation of forecasting using leading indicators (RePEc:nuf:econwp:0005)
  by Rebecca A Emerson & David Hendry
• On the interactions of unit roots and exogeneity (RePEc:nuf:econwp:0007)
  by David Hendry
• Computationally-intensive Econometrics using a Distributed Matrix-programming Language (RePEc:nuf:econwp:0122)
  by Jurgen A. Doornik & David F. Hendry & Neil Shephard
• Forecast Failure, Expectations Formation, and the Lucas Critique (RePEc:nuf:econwp:0208)
  by David Hendry
• Pooling of Forecasts (RePEc:nuf:econwp:0209)
  by David Hendry & Michael P. Clements
• Model Identification and Non-unique Structure (RePEc:nuf:econwp:0210)
  by David Hendry & Maozu Lu & Grayham E. Mizon
• Economic Forecasting: Some Lessons from Recent Research (RePEc:nuf:econwp:0211)
  by David Hendry & Michael P. Clements
• Forecasting in the Presence of Structural Breaks and Policy Regime Shifts (RePEc:nuf:econwp:0212)
  by David Hendry & Grayham E. Mizon
• The Properties of Automatic Gets Modelling (RePEc:nuf:econwp:0314)
  by David Hendry & Hans-Martin Krolzig
• Sub-sample Model Selection Procedures in Gets Modelling (RePEc:nuf:econwp:0317)
  by David F. Hendry & Hans-Martin Krolzig
• Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes (RePEc:nuf:econwp:0412)
  by Guillaume Chevillon & David F. Hendry
• Regression Models with Data-based Indicator Variables (RePEc:nuf:econwp:0413)
  by David F. Hendry & Carlos Santos
• Robustifying Forecasts from Equilibrium-Correction Models (RePEc:nuf:econwp:0414)
  by David F. Hendry
• Unpredictability and the Foundations of Economic Forecasting (RePEc:nuf:econwp:0415)
  by David F. Hendry
• Parallel Computation in Econometrics: A Simplified Approach (RePEc:nuf:econwp:0416)
  by Jurgen A. Doornik & Neil Shephard & David F. Hendry
• We Ran One Regression (RePEc:nuf:econwp:0417)
  by David F. Hendry & Hans-Martin Krolzig
• Regression Models with Data-based Indicator Variables (RePEc:nuf:econwp:044)
  by David F. Hendry & Carlos Santos
• Unpredictability in Economic Analysis, Econometric Modeling and Forecasting (RePEc:nuf:econwp:1304)
  by David F. Hendry & Grayham E. Mizon
• Some forecasting principles from the M4 competition (RePEc:nuf:econwp:1901)
  by Jennifer L. Castle & Jurgen A. Doornik & David Hendry
• A Short History of Macro-econometric Modelling (RePEc:nuf:econwp:2001)
  by David F. Hendry
• First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 (RePEc:nuf:econwp:2002)
  by David F. Hendry
• Robust Discovery of Regression Models (RePEc:nuf:econwp:2004)
  by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry
• Analyzing Differences between Scenarios (RePEc:nuf:econwp:2005)
  by David F. Hendry & Felix Pretis
• Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 (RePEc:nuf:econwp:2006)
  by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry
• Smooth Robust Multi-Horizon Forecasts (RePEc:nuf:econwp:2101)
  by Andrew B. Martinez & Jennifer L. Castle & David F. Hendry
• Log income versus linear income: an application of the encompassing principl (RePEc:nuf:econwp:9606)
  by . Luigi Ermini & David Hendry
• The UK Demand for Broad Money over the Long run (RePEc:nuf:econwp:9629)
  by Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch
• On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology (RePEc:oup:cambje:v:7:y:1983:i:1:p:69-75)
  by Hendry, David F
• Professor Sir Clive W.J. Granger and Cointegration (RePEc:oup:jfinec:v:8:y:2010:i:2:p:162-168)
  by David F. Hendry
• The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics (RePEc:oup:oxecpp:v:40:y:1988:i:1:p:132-49)
  by Hendry, David F
• A Re-analysis of Confluence Analysis (RePEc:oup:oxecpp:v:41:y:1989:i:1:p:35-52)
  by Hendry, David F & Morgan, Mary S
• Monetary Economic Myth and Econometric Reality (RePEc:oup:oxford:v:1:y:1985:i:1:p:72-84)
  by Hendry, David F
• HUS Revisited (RePEc:oup:oxford:v:10:y:1994:i:2:p:86-106)
  by Hendry, David F
• Reformulating Empirical Macroeconomic Modelling (RePEc:oup:oxford:v:16:y:2000:i:4:p:138-59)
  by Hendry, David F & Mizon, Grayham E
• The future of macroeconomics: macro theory and models at the Bank of England (RePEc:oup:oxford:v:34:y:2018:i:1-2:p:287-328.)
  by David F Hendry & John N J Muellbauer
• Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study (RePEc:oup:restud:v:39:y:1972:i:2:p:117-145.)
  by D. F. Hendry & P. K. Trivedi
• An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification (RePEc:oup:restud:v:47:y:1980:i:1:p:21-45.)
  by Grayham E. Mizon & David F. Hendry
• Econometric Evaluation of Linear Macro-Economic Models (RePEc:oup:restud:v:53:y:1986:i:4:p:671-690.)
  by Yock Y. Chong & David F. Hendry
• The Demand for M1 in the U.S.A., 1960–1988 (RePEc:oup:restud:v:59:y:1992:i:1:p:25-61.)
  by Yoshihisa Baba & David F. Hendry & Ross M. Starr
• Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes (RePEc:oxf:wpaper:196)
  by David Hendry & Guillaume Chevillon
• Modelling UK Inflation over the Long Run (RePEc:oxf:wpaper:2)
  by David Hendry
• Computer Automation of General-to-Specific Model Selection Procedures (RePEc:oxf:wpaper:3)
  by David Hendry & Hans-Martin Krolzig
• Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation (RePEc:oxf:wpaper:309)
  by Jennifer Castle & David Hendry
• A Low-Dimension Collinearity-Robust Test for Non-linearity (RePEc:oxf:wpaper:326)
  by Jennifer L. Castle & David F. Hendry
• Constructing Historical Euro-Zone Data (RePEc:oxf:wpaper:4)
  by David Hendry & Jurgen Doornik
• Model Selection when there are Multiple Breaks (RePEc:oxf:wpaper:407)
  by Jennifer Castle & David Hendry & Jurgen A. Doornik
• Forecasting with Equilibrium-correction Models during Structural Breaks (RePEc:oxf:wpaper:408)
  by Jennifer Castle & David Hendry & Nicholas W.P. Fawcett
• The Long-Run Determinants of UK Wages, 1860-2004 (RePEc:oxf:wpaper:409)
  by Jennifer Castle & David Hendry
• A Low-Dimension Portmanteau Test for Non-linearity (RePEc:oxf:wpaper:471)
  by Jennifer Castle & David Hendry
• Automatic Selection for Non-linear Models (RePEc:oxf:wpaper:473)
  by Jennifer Castle & David Hendry
• Evaluating Automatic Model Selection (RePEc:oxf:wpaper:474)
  by Jennifer Castle & David Hendry & Jurgen A. Doornik
• Econometric Modelling of Changing Time Series (RePEc:oxf:wpaper:475)
  by David Hendry & Grayham E. Mizon
• An Automatic Test of Super Exogeneity (RePEc:oxf:wpaper:476)
  by David Hendry & Carlos Santos
• Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts (RePEc:oxf:wpaper:484)
  by David Hendry & Michael P. Clements
• Climate Change: Lessons for our Future from the Distant Past (RePEc:oxf:wpaper:485)
  by David Hendry
• On the Mathematical Basis of Inter-temporal Optimization (RePEc:oxf:wpaper:497)
  by David Hendry & Grayham E. Mizon
• Forecasting with Difference-Stationary and Trend-Stationary Models (RePEc:oxf:wpaper:5)
  by David Hendry & Michael P. Clements
• Model Selection in Under-specified Equations Facing Breaks (RePEc:oxf:wpaper:509)
  by David Hendry & Jennifer L. Castle
• Testing the Invariance of Expectations Models of Inflation (RePEc:oxf:wpaper:510)
  by David Hendry & Jennifer L. Castle & Jurgen A. Doornik
• A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations (RePEc:oxf:wpaper:523)
  by Jennifer Castle & David Hendry
• Model Selection in Equations with Many 'Small' Effects (RePEc:oxf:wpaper:528)
  by Jennifer Castle & David Hendry
• Empirical Economic Model Discovery and Theory Evaluation (RePEc:oxf:wpaper:529)
  by David Hendry
• Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics (RePEc:oxf:wpaper:530)
  by David Hendry
• Forecasting breaks and forecasting during breaks (RePEc:oxf:wpaper:535)
  by Jennifer Castle & David Hendry & Nicholas W.P. Fawcett
• On Not Evaluating Economic Models by Forecast Outcomes (RePEc:oxf:wpaper:538)
  by Jennifer Castle & David Hendry
• Unpredictability in Economic Analyis, Econometric Modelling and Forecasting (RePEc:oxf:wpaper:551)
  by David Hendry
• An Open-model Forecast-error Taxonomy (RePEc:oxf:wpaper:552)
  by David Hendry & Grayham E. Mizon
• Anthropogenic Influences on Atmospheric CO2 (RePEc:oxf:wpaper:584)
  by David Hendry & Felix Pretis
• Forecasting from Structural Econometric Models (RePEc:oxf:wpaper:597)
  by David Hendry & Grayham E. Mizon
• Model Discovery and Trygve Haavelmo's Legacy (RePEc:oxf:wpaper:598)
  by David Hendry & Soren Johansen
• Forecasting by factors, by variables, or both? (RePEc:oxf:wpaper:600)
  by Jennifer Castle & David Hendry
• Some Fallacies in Econometric Modelling of Climate Change (RePEc:oxf:wpaper:643)
  by David Hendry & Felix Pretis
• Semi-automatic Non-linear Model selection (RePEc:oxf:wpaper:654)
  by Jennifer Castle & David Hendry
• Step-indicator Saturation (RePEc:oxf:wpaper:658)
  by David Hendry & Jurgen A. Doornik & Felix Pretis
• Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview (RePEc:oxf:wpaper:674)
  by Jennifer Castle & David Hendry & Oleg Kitov
• Robust Approaches to Forecasting (RePEc:oxf:wpaper:697)
  by Jennifer Castle & David Hendry & Michael P. Clements
• Statistical Model Selection with 'Big Data' (RePEc:oxf:wpaper:735)
  by David Hendry & Jurgen A. Doornik
• Deciding Between Alternative Approaches In Macroeconomics (RePEc:oxf:wpaper:778)
  by David Hendry
• An Overview of Forecasting Facing Breaks (RePEc:oxf:wpaper:779)
  by Jennifer Castle & David Hendry & Michael P. Clements
• Economic Forecasting: Some Lessons from Recent Research (RePEc:oxf:wpaper:78)
  by David Hendry & Michael P. Clements & Department of Economics & University of Warwick
• Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation (RePEc:oxf:wpaper:780)
  by David Hendry & Lea Schneider & Jason E. Smerdon
• Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations (RePEc:oxf:wpaper:784)
  by David Hendry & Andrew B. Martinez
• Improving the Teaching of Econometrics (RePEc:oxf:wpaper:785)
  by David Hendry & Grayham E. Mizon
• Policy Analysis, Forediction, and Forecast Failure (RePEc:oxf:wpaper:809)
  by Jennifer Castle & David Hendry
• The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series (RePEc:oxf:wpaper:818)
  by James Duffy & David Hendry
• The future of macroeconomics: Macro theory and models at the Bank of England (RePEc:oxf:wpaper:832)
  by David Hendry & John Muellbauer
• Selecting a Model for Forecasting (RePEc:oxf:wpaper:861)
  by Jennifer Castle & Jurgen Doornik & David Hendry
• Identifying the Causal Role of CO2 during the Ice Ages (RePEc:oxf:wpaper:898)
  by Jennifer Castle & David Hendry
• Modelling Non-stationary 'Big Data' (RePEc:oxf:wpaper:905)
  by Jennifer Castle & Jurgen Doornik & David Hendry
• Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns (RePEc:oxf:wpaper:948)
  by Susana Campos-Martins & David F. Hendry
• Can the UK achieve net-zero greenhouse gas emissions by 2050? (RePEc:oxf:wpaper:953)
  by Jennifer L. Castle & David F. Hendry
• The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 (RePEc:oxf:wpaper:983)
  by Jennifer L. Castle & David F. Hendry & Andrew B. Martinez
• Testing Super Exogeneity And Invariance In Regression Models (RePEc:oxf:wpaper:99100)
  by Engle, R. & Hendry, D.
• Testing The Lucas Critique: A Review (RePEc:oxf:wpaper:99101)
  by Favero, C. & Hendry, D.
• Evaluating Dynamic Econometric Models By Encompassing The Var (RePEc:oxf:wpaper:99102)
  by Hendry, D.F. & Mizon, G.E.
• On the Limitations of Comparing Mean Square Forecast Errors (RePEc:oxf:wpaper:99138)
  by Clements, M.P. & Hendry, D.
• Forecasting in Cointegrated Systems (RePEc:oxf:wpaper:99139)
  by Clements, M.P. & Hendry, D.F.
• The Oxford Handbook of Economic Forecasting (RePEc:oxp:obooks:9780195398649)
  by None
• Dynamic Econometrics (RePEc:oxp:obooks:9780198283164)
  by Hendry, David F.
• Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (RePEc:oxp:obooks:9780198288107)
  by Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David
• Econometrics: Alchemy or Science?: Essays in Econometric Methodology (RePEc:oxp:obooks:9780198293545)
  by Hendry, David F.
• The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass (RePEc:pal:palchp:978-0-230-24440-5_1)
  by David F. Hendry
• John Denis Sargan (1924–1996) (RePEc:pal:palchp:978-1-137-58274-4_27)
  by David F. Hendry & Peter C. B. Phillips
• The Bernoulli model, from Econometric Modeling: A Likelihood Approach (RePEc:pup:chapts:8352-1)
  by David F. Hendry & Bent Nielsen
• Preface to Econometric Modeling: A Likelihood Approach (RePEc:pup:chapts:8352-p)
  by David F. Hendry & Bent Nielsen
• Testing the Lucas Critique: A Review (RePEc:qmw:qmwecw:212)
  by C.A. Favero & D.F. Hendry
• Testing the Lucas Critique: A Review (RePEc:qmw:qmwecw:220)
  by C.A. Favero & D.F. Hendry
• Mis-specification Testing: Non-Invariance of Expectations Models of Inflation (RePEc:rim:rimwps:50_12)
  by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen
• Model Selection in Equations with Many 'Small' Effects (RePEc:rim:rimwps:53_12)
  by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry
• Empirical Economic Model Discovery and Theory Evaluation (RePEc:rmm:journl:v:2:y:2011:i:46)
  by David F. Hendry
• Explaining Cointegration Analysis: Part 1 (RePEc:sae:enejou:v:21:y:2000:i:1:p:1-42)
  by David F. Hendry & Katarina Juselius
• Explaining Cointegration Analysis: Part II (RePEc:sae:enejou:v:22:y:2001:i:1:p:75-120)
  by David F. Hendry & Katarina Juselius
• Encompassing (RePEc:sae:niesru:v:125:y:1988:i:1:p:88-103)
  by David F. Hendry
• An Historical Perspective on Forecast Errors (RePEc:sae:niesru:v:177:y:2001:i:1:p:100-112)
  by Michael P. Clements & David F. Hendry
• Nowcasting Is Not Just Contemporaneous Forecasting (RePEc:sae:niesru:v:210:y:2009:i:1:p:71-89)
  by Jennifer L. Castle & Nicholas W.P. Fawcett & David F. Hendry
• Forecasting Aggregates by Disaggregates (RePEc:sce:scecf5:270)
  by Kirstin Hubrich & David F. Hendry
• Computer Automation of General-to-Specific Model Selection Procedures (RePEc:sce:scecf9:314)
  by Hans-Martin Krolzig & David Hendry
• Can Econometrics Improve Economic Forecasting? (RePEc:ses:arsjes:1994-iii-2)
  by David F. Hendry & Michael P. Clements
• Automatic selection of indicators in a fully saturated regression (RePEc:spr:compst:v:23:y:2008:i:2:p:317-335)
  by Carlos Santos & David Hendry & Soren Johansen
• Automatic selection of indicators in a fully saturated regression (RePEc:spr:compst:v:23:y:2008:i:2:p:337-339)
  by David Hendry & Søren Johansen & Carlos Santos
• Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK (RePEc:spr:empeco:v:23:y:1998:i:3:p:267-294)
  by Grayham E. Mizon & David F. Hendry
• Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom (RePEc:spr:empeco:v:23:y:1998:i:3:p:401-415)
  by David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson
• Encompassing and rational expectations: How sequential corroboration can imply refutation (RePEc:spr:empeco:v:24:y:1999:i:1:p:1-21)
  by David F. Hendry & Neil R. Ericsson
• An Overview of Forecasting Facing Breaks (RePEc:spr:jbuscr:v:12:y:2016:i:1:d:10.1007_s41549-016-0005-2)
  by Jennifer L. Castle & Michael P. Clements & David F. Hendry
• On winning forecasting competitions in economics (RePEc:spr:specre:v:1:y:1999:i:2:p:123-160)
  by Michael P. Clements & David F. Hendry
• Oxford’s Contributions to Econometrics (RePEc:spr:sprchp:978-3-030-58471-9_1)
  by David F. Hendry & Bent Nielsen
• Bridging the Gap: Linking Economics and Econometrics (RePEc:spr:sprchp:978-3-540-28556-4_4)
  by David F. Hendry
• Unknown item RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:19-32 (article)
• Misspecification Testing: Non-Invariance of Expectations Models of Inflation (RePEc:taf:emetrv:v:33:y:2014:i:5-6:p:553-574)
  by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen
• The impact of integrated measurement errors on modeling long-run macroeconomic time series (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:568-587)
  by James A. Duffy & David F. Hendry
• Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate (RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227)
  by David F. Hendry & Kirstin Hubrich
• Research And The Academic: A Tale Of Two Cultures (RePEc:uwa:wpaper:10-01)
  by David F Hendry
• Exogeneity (RePEc:wrk:warwec:162)
  by Engle, Robert F & Hendry, David F & Richard, Jean-Francois
• Multi-Step Estimation for Forecasting (RePEc:wrk:warwec:447)
  by Clements, Michael P. & Hendry, David F.
• Forecasting with Difference-Stationary and Trend-Stationary Models (RePEc:wrk:warwec:516)
  by Clements, M.P. & Hendry, D.P.