The following pages link to David F. Hendry (Q291859):
Displaying 50 items.
- (Q197243) (redirect page) (← links)
- Robustifying forecasts from equilibrium-correction systems (Q291860) (← links)
- Model selection when there are multiple breaks (Q528000) (← links)
- On adding over-identifying instrumental variables to simultaneous equations (Q533939) (← links)
- An analogue model of phase-averaging procedures (Q583817) (← links)
- Forecasting with equilibrium-correction models during structural breaks (Q736553) (← links)
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- Empirical modeling in dynamic econometrics (Q1083014) (← links)
- AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) (← links)
- The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors (Q1145463) (← links)
- A reply to Professors Maasoumi and Phillips (Q1173370) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- Encompassing in stationary linear dynamic models (Q1341212) (← links)
- On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
- Achievements and challenges in econometric methodology (Q1841080) (← links)
- Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (Q1845604) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- Typologies of linear dynamic systems and models (Q1918124) (← links)
- Modelling our changing world (Q2312632) (← links)
- Unpredictability in economic analysis, econometric modeling and forecasting (Q2451813) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Model selection in under-specified equations facing breaks (Q2511787) (← links)
- (Q2723584) (← links)
- Forecasting in Econometrics: editors’ introduction (Q2772833) (← links)
- Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen (Q2815580) (← links)
- (Q2971497) (← links)
- (Q2971499) (← links)
- Nowcasting from disaggregates in the face of location shifts (Q3065504) (← links)
- Pooling of forecasts (Q3156184) (← links)
- (Q3221370) (← links)
- Exogeneity (Q3308929) (← links)
- Present Position and Potential Developments: Some Personal Views: Time- Series Econometrics (Q3339146) (← links)
- The Demand for M1 in the U.S.A., 1960-1988 (Q3356078) (← links)
- (Q3375662) (← links)
- Climate Econometrics: An Overview (Q3387416) (← links)
- (Q3433854) (← links)
- (Q3662573) (← links)
- The Econometric Analysis of Economic Time Series (Q3667826) (← links)
- (Q3702356) (← links)
- (Q3711625) (← links)
- Econometric Evaluation of Linear Macro-Economic Models (Q3727219) (← links)
- An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification (Q3862307) (← links)
- (Q3886830) (← links)
- Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors (Q4102650) (← links)
- (Q4127847) (← links)
- The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems (Q4130830) (← links)
- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Q4220579) (← links)
- Dynamic Econometrics (Q4398388) (← links)
- (Q4407587) (← links)
- Modelling methodology and forecast failure (Q4416011) (← links)
