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David F. Hendry

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Personal Details

First Name: David
Middle Name: F.
Last Name: Hendry
Suffix:

RePEc Short-ID: phe33

Email:
Homepage:
Postal Address: Nuffield College Oxford
Phone: 44 1865 278554

Affiliation

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Works

| Working papers | Articles | Chapters | Editor | Access and download statistics | Citations (if any)| NEP Fields |
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Working papers

  1. David Hendry & Carlos Santos, 2007. "Automatic Tests For Super Exogeneity," Documentos de Trabalho em Economia (Working Papers in Economics) 11, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto). [Downloadable!]

  2. Jennifer L. Castle & David F. Hendry, 2007. "Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation," Economics Series Working Papers 309, University of Oxford, Department of Economics. [Downloadable!]

  3. David F. Hendry & Søren Johansen & Carlos Santos, 2007. "Selecting a Regression Saturated by Indicators," Discussion Papers 07-26, University of Copenhagen. Department of Economics. [Downloadable!]
    Other versions:

  4. Jennifer L. Castle & David F. Hendry, 2007. "A Low-Dimension Collinearity-Robust Test for Non-linearity," Economics Series Working Papers 326, University of Oxford, Department of Economics. [Downloadable!]

  5. Hendry, David F & Hubrich, Kirstin, 2006. "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers 5485, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  6. Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics. [Downloadable!]

  7. Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  8. Guillaume Chevillon & David Hendry, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Series Working Papers 196, University of Oxford, Department of Economics. [Downloadable!]
    Published as:

  9. David F. Hendry, 2004. "Unpredictability and the Foundations of Economic Forecasting," Econometric Society 2004 Australasian Meetings 27, Econometric Society.

  10. David F. Hendry & Carlos Santos, 2004. "Regression Models with Data-based Indicator Variables," Economics Papers 2004-W04, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Published as:

  11. David F. Hendry & Hans-Martin Krolzig, 2003. "Sub-sample Model Selection Procedures in Gets Modelling," Economics Papers 2003-W17, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  12. Hendry, David F & Hans-Martin Krolzig, 2003. "The Properties of Automatic Gets Modelling," Royal Economic Society Annual Conference 2003 105, Royal Economic Society. [Downloadable!]
    Other versions:
    Published as:

  13. Hendry, David F & Michael P. Clements, 2002. "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002 99, Royal Economic Society. [Downloadable!]
    Other versions:
    Published as:

  14. David Hendry & Maozu Lu & Grayham E. Mizon, 2001. "Model Identification and Non-unique Structure," Economics Papers 2002-W10, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  15. David Hendry & Grayham E. Mizon, 2001. "Forecasting in the Presence of Structural Breaks and Policy Regime Shifts," Economics Papers 2002-W12, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  16. David Hendry & Michael P. Clements, 2001. "Pooling of Forecasts," Economics Papers 2002-W9, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Published as:

  17. Hendry, D.F. & Mizon, G.E., 2001. "Reformulating Empirical Macro-econometric Modelling," Discussion Paper Series In Economics And Econometrics 0104, Economics Division, School of Social Sciences, University of Southampton.

  18. David Hendry, 2000. "Modelling UK Inflation over the Long Run," Economics Series Working Papers 002, University of Oxford, Department of Economics.

  19. David Hendry, 2000. "Forecast Failure, Expectations Formation, and the Lucas Critique," Economics Papers 2002-W8, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  20. David Hendry & Michael P. Clements, 2000. "Forecasting with Difference-Stationary and Trend-Stationary Models," Economics Series Working Papers 005, University of Oxford, Department of Economics.
    Other versions:
    Published as:

  21. David Hendry, 2000. "A General Forecast-error Taxonomy," Econometric Society World Congress 2000 Contributed Papers 0608, Econometric Society. [Downloadable!]

  22. Beyer, A. & Doornik, J.A. & Hendry, D.F., 2000. "Constructing Historical Euro-Zone Data," Economics Working Papers eco2000/10, European University Institute.
    Other versions:
    Published as:

  23. Katarina Juselius & David F. Hendry, 2000. "Explaining Cointegration Analysis: Part II," Discussion Papers 00-20, University of Copenhagen. Department of Economics. [Downloadable!]

  24. Hans-Martin Krolzig & David Hendry, 1999. "Computer Automation of General-to-Specific Model Selection Procedures," Computing in Economics and Finance 1999 314, Society for Computational Economics.
    Other versions:
    Published as:

  25. Hendry, D.F. & Mizon, G.E., 1999. "On Selecting Policy Analysis Models by Forecast Accuracy," Discussion Paper Series In Economics And Econometrics 9918, Economics Division, School of Social Sciences, University of Southampton.

  26. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  27. Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1997. "The demand for broad money in the United Kingdom, 1878-1993," International Finance Discussion Papers 596, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  28. Hendry, D-F & Mizon, G-E, 1996. "The Influence of A. W. H. Phillips on Econometrics," Economics Working Papers eco96/03, European University Institute.

  29. Clements, Michael P. & Hendry, David F., 1996. "Multi-Step Estimation for Forecasting," The Warwick Economics Research Paper Series (TWERPS) 447, University of Warwick, Department of Economics.
    Published as:

  30. Banerjee, A & Hendry, D-F & Mizon, G-E, 1996. "The Econometric Analysis of Economic Policy," Economics Working Papers eco96/34, European University Institute.
    Published as:

  31. David Hendry, 1995. "On the interactions of unit roots and exogeneity," Economics Papers 7., Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Published as:

  32. Rebecca A Emerson & David Hendry, 1994. "An evaluation of forecasting using leading indicators," Economics Papers 5., Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  33. Angelini, P. & Hendry, D.F. & Rinaldi, R., 1993. "An Econometric Analysis of Money Demand in Italy," Papers 219, Banca Italia - Servizio di Studi.

  34. Neil R. Ericsson & David F. Hendry & Hong-Anh Tran, 1993. "Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom," International Finance Discussion Papers 457, Board of Governors of the Federal Reserve System (U.S.).

  35. Julia Campos & Neil R. Ericsson & David F. Hendry, 1993. "Cointegration tests in the presence of structural breaks," International Finance Discussion Papers 440, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  36. Clements, M.P. & Hendry, D., 1992. "On the Limitations of Comparing Mean Square Forecast Errors," Economics Series Working Papers 99138, University of Oxford, Department of Economics.

  37. Clements, M.P. & Hendry, D.F., 1992. "Forecasting in Cointegrated Systems," Economics Series Working Papers 99139, University of Oxford, Department of Economics.

  38. Luigi Ermini & David F. Hendry, 1991. "Log Income vs. Linear Income: An Application of the Encompassing Principle," Working Papers 199111, University of Hawaii at Manoa, Department of Economics.

  39. Favero, C. & Hendry, D., 1990. "Testing The Lucas Critique: A Review," Economics Series Working Papers 99101, University of Oxford, Department of Economics.
    Published as:

  40. Hendry, D.F. & Mizon, G.E., 1990. "Evaluating Dynamic Econometric Models By Encompassing The Var," Economics Series Working Papers 99102, University of Oxford, Department of Economics.

  41. David F. Hendry & Neil R. Ericsson, 1990. "Modeling the demand for narrow money in the United Kingdom and the United States," International Finance Discussion Papers 383, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  42. Engle, R. & Hendry, D., 1990. "Testing Super Exogeneity And Invariance In Regression Models," Economics Series Working Papers 99100, University of Oxford, Department of Economics.
    Published as:

  43. David F. Hendry & Neil R. Ericsson, 1989. "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," International Finance Discussion Papers 355, Board of Governors of the Federal Reserve System (U.S.).

  44. Neil R. Ericsson & David F. Hendry, 1989. "Encompassing and rational expectations: how sequential corroboration can imply refutation," International Finance Discussion Papers 354, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  45. Julia Campos & Neil R. Ericsson & David F. Hendry, 1987. "An analogue model of phase-averaging procedures," International Finance Discussion Papers 303, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  46. David F. Hendry & Neil R. Ericsson, 1985. "Assertion without empirical basis : an econometric appraisal of monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 270, Board of Governors of the Federal Reserve System (U.S.).

  47. Neil R. Ericsson & David F. Hendry, 1985. "Conditional econometric modelling : an application to new house prices in the United Kingdom," International Finance Discussion Papers 254, Board of Governors of the Federal Reserve System (U.S.).

  48. Hendry, David F & Mizon, Grayham Ernest, 1985. "Procrustean Econometrics: Stretching and Squeezing Data," CEPR Discussion Papers 68, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  49. Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1979. "Exogeneity," The Warwick Economics Research Paper Series (TWERPS) 162, University of Warwick, Department of Economics.
    Published as:
    • Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983. "Exogeneity," Econometrica, Econometric Society, vol. 51(2), pages 277-304, March. [Downloadable!] (restricted)

  50. David F. Hendry, 1975. "The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems," Cowles Foundation Discussion Papers 399, Cowles Foundation, Yale University. [Downloadable!]

  51. David F. Hendry & Gordon J. Anderson, 1975. "Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom," Cowles Foundation Discussion Papers 398, Cowles Foundation, Yale University. [Downloadable!]

  52. David F. Hendry & Frank Srba, 1975. "A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems," Cowles Foundation Discussion Papers 400, Cowles Foundation, Yale University. [Downloadable!]

  53. Jennifer L. Castle & David F. Hendry, . "The Long-Run Determinants of UK Wages, 1860-2004," Economics Series Working Papers 409, University of Oxford, Department of Economics. [Downloadable!]

  54. Jurgen A. Doornik & David F. Hendry & Neil Shephard, . "Computationally-intensive Econometrics using a Distributed Matrix-programming Language," Economics Papers 2001-W22, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  55. Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch, . "The UK Demand for Broad Money over the Long run," Economics Papers W29, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  56. . Luigi Ermini & David Hendry, . "Log income versus linear income: an application of the encompassing principl," Economics Papers W6, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  57. Beyer, Andreas & Doornik, Jurgen A. & Hendry, David F., . "Beyer-Doornik-Hendry," Instructional Stata datasets for econometrics bdh, Boston College Department of Economics. [Downloadable!]

  58. Jennifer L. Castle & Nicholas W.P. Fawcett & David F. Hendry, . "Forecasting with Equilibrium-correction Models during Structural Breaks," Economics Series Working Papers 408, University of Oxford, Department of Economics. [Downloadable!]

Articles

  1. Carlos Santos & David Hendry & Soren Johansen, 2008. "Automatic selection of indicators in a fully saturated regression," Computational Statistics, Springer, vol. 23(2), pages 317-335, April. [Downloadable!] (restricted)
    Published as:

  2. Hendry, David F. & Reade, J. James, 2008. "Elusive return predictability: Discussion," International Journal of Forecasting, Elsevier, vol. 24(1), pages 22-28. [Downloadable!] (restricted)

  3. Hendry, David F. & Massmann, Michael, 2007. "Co-Breaking: Recent Advances and a Synopsis of the Literature," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 33-51, January. [Downloadable!] (restricted)

  4. Hendry, David F., 2006. "Robustifying forecasts from equilibrium-correction systems," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 399-426. [Downloadable!] (restricted)

  5. Hendry, David F., 2006. "A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology"," Regional Science and Urban Economics, Elsevier, vol. 36(2), pages 309-312, March. [Downloadable!] (restricted)

  6. Carlos Santos & David Hendry, 2006. "Saturation in Autoregressive Models," Notas Económicas, Faculdade de Economia, Universidade de Coimbra, issue 24, pages 8-19, December. [Downloadable!]

  7. Chevillon, Guillaume & Hendry, David F., 2005. "Non-parametric direct multi-step estimation for forecasting economic processes," International Journal of Forecasting, Elsevier, vol. 21(2), pages 201-218. [Downloadable!] (restricted)
    Other versions:

  8. Michael P. Clements & David F. Hendry, 2005. "Guest Editors' Introduction: Information in Economic Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 713-753, December. [Downloadable!] (restricted)

  9. Michael P. Clements & David F. Hendry, 2005. "Evaluating a Model by Forecast Performance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 931-956, December. [Downloadable!] (restricted)

  10. David F. Hendry & Carlos Santos, 2005. "Regression Models with Data-based Indicator Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 571-595, October. [Downloadable!] (restricted)
    Other versions:

  11. Granger, Clive W.J. & Hendry, David F., 2005. "A Dialogue Concerning A New Instrument For Econometric Modeling," Econometric Theory, Cambridge University Press, vol. 21(01), pages 278-297, February. [Downloadable!]

  12. David F. Hendry & Hans-Martin Krolzig, 2005. "The Properties of Automatic "GETS" Modelling," Economic Journal, Royal Economic Society, vol. 115(502), pages C32-C61, 03. [Downloadable!] (restricted)
    Other versions:

  13. David F. Hendry, 2004. "The Nobel Memorial Prize for Clive W. J. Granger," Scandinavian Journal of Economics, Blackwell Publishing, vol. 106(2), pages 187-213, 06. [Downloadable!] (restricted)

  14. David F. Hendry & Michael P. Clements, 2004. "Pooling of forecasts," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 1-31, 06. [Downloadable!] (restricted)
    Other versions:

  15. David F. Hendry & Hans-Martin Krolzig, 2004. "We Ran One Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(5), pages 799-810, December. [Downloadable!] (restricted)

  16. Hendry, David F., 2003. "J. Denis Sargan And The Origins Of Lse Econometric Methodology," Econometric Theory, Cambridge University Press, vol. 19(03), pages 457-480, March. [Downloadable!]

  17. Niels Haldrup & David F. Hendry & Herman K. Dijk, 2003. "Guest Editors' Introduction: Model Selection and Evaluation in Econometrics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 681-688, December. [Downloadable!] (restricted)

  18. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March. [Downloadable!] (restricted)
    Other versions:

  19. Julia Campos & David F. Hendry & Hans-Martin Krolzig, 2003. "Consistent Model Selection by an Automatic "Gets" Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 803-819, December. [Downloadable!] (restricted)

  20. Michael P. Clements & David F. Hendry, 2002. "Modelling methodology and forecast failure," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 319-344, 06. [Downloadable!] (restricted)

  21. Hendry, David F, 2002. " Applied Econometrics without Sinning," Journal of Economic Surveys, Blackwell Publishing, vol. 16(4), pages 591-604, September. [Downloadable!] (restricted)

  22. Michael P. Clements & David F.Hendry, 2001. "Forecasting with difference-stationary and trend-stationary models," Econometrics Journal, Royal Economic Society, vol. 4(1), pages S1-S19.
    Other versions:

  23. David F. Hendry & M. Hashem Pesaran, 2001. "A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 197-202. [Downloadable!]

  24. Hendry, David F., 2001. "Achievements and challenges in econometric methodology," Journal of Econometrics, Elsevier, vol. 100(1), pages 7-10, January. [Downloadable!] (restricted)

  25. Beyer, Andreas & Doornik, Jurgen A & Hendry, David F, 2001. "Constructing Historical Euro-Zone Data," Economic Journal, Royal Economic Society, vol. 111(469), pages F102-21, February. [Downloadable!] (restricted)
    Other versions:

  26. Krolzig, Hans-Martin & Hendry, David F., 2001. "Computer automation of general-to-specific model selection procedures," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 831-866, June. [Downloadable!] (restricted)
    Other versions:

  27. David F. Hendry, 2001. "Modelling UK inflation, 1875-1991," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 255-275. [Downloadable!]

  28. Hendry, David F & Williams, Ross, 2000. "Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan," The Economic Record, The Economic Society of Australia, vol. 76(233), pages 113-15, June.

  29. Andreas Beyer & Jurgen A. Doornik & David F. Hendry, 2000. "Reconstructing Aggregate Euro-zone Data," Journal of Common Market Studies, Blackwell Publishing, vol. 38(4), pages 613-624, November. [Downloadable!] (restricted)

  30. Hendry, David F & Mizon, Grayham E, 2000. "Reformulating Empirical Macroeconomic Modelling," Oxford Review of Economic Policy, Oxford University Press, vol. 16(4), pages 138-59, Winter.

  31. Hendry, David F., 2000. "On detectable and non-detectable structural change," Structural Change and Economic Dynamics, Elsevier, vol. 11(1-2), pages 45-65, July. [Downloadable!] (restricted)

  32. Michael P. Clements & David F. Hendry, 1999. "On winning forecasting competitions in economics," Spanish Economic Review, Springer, vol. 1(2), pages 123-160. [Downloadable!] (restricted)

  33. David F. Hendry & Hans-Martin Krolzig, 1999. "Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 202-219.

  34. David F. Hendry & Neil R. Ericsson, 1999. "Encompassing and rational expectations: How sequential corroboration can imply refutation," Empirical Economics, Springer, vol. 24(1), pages 1-21. [Downloadable!] (restricted)
    Other versions:

  35. Ericsson, Neil R & Hendry, David F & Prestwich, Kevin M, 1998. " The Demand for Broad Money in the United Kingdom, 1878-1993," Scandinavian Journal of Economics, Blackwell Publishing, vol. 100(1), pages 289-324, March. [Downloadable!] (restricted)
    Other versions:

  36. Clements, Michael P. & Hendry, David F., 1998. "Forecasting economic processes," International Journal of Forecasting, Elsevier, vol. 14(1), pages 111-131, March. [Downloadable!] (restricted)

  37. David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson, 1998. "Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom," Empirical Economics, Springer, vol. 23(3), pages 401-415. [Downloadable!] (restricted)

  38. Doornik, Jurgen A & Hendry, David F & Nielsen, Bent, 1998. " Inference in Cointegrating Models: UK M1 Revisited," Journal of Economic Surveys, Blackwell Publishing, vol. 12(5), pages 533-72, December. [Downloadable!] (restricted)

  39. Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998. "Exogeneity, Cointegration, and Economic Policy Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 370-87, October.
    Other versions:

  40. Grayham E. Mizon & David F. Hendry, 1998. "Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK," Empirical Economics, Springer, vol. 23(3), pages 267-294. [Downloadable!] (restricted)

  41. David F. Hendry & Neil Shephard, 1998. "Foreword by the Editors," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages i-ii.

  42. Hendry, David F & Doornik, Jurgen A, 1997. "The Implications for Econometric Modelling of Forecast Failure," Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(4), pages 437-61, September. [Downloadable!] (restricted)

  43. Desai, Meghnad J & Hendry, David F & Mizon, Grayham E, 1997. "John Denis Sargan," Economic Journal, Royal Economic Society, vol. 107(443), pages 1121-25, July. [Downloadable!] (restricted)

  44. Clements, Michael P. & Hendry, David F., 1997. "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, Elsevier, vol. 13(3), pages 341-355, September. [Downloadable!] (restricted)

  45. Hendry, David F., 1997. "On congruent econometric relations : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 163-190, December. [Downloadable!] (restricted)

  46. Hendry, David F, 1997. "The Econometrics of Macroeconomic Forecasting," Economic Journal, Royal Economic Society, vol. 107(444), pages 1330-57, September. [Downloadable!] (restricted)

  47. Clements, Michael P & Hendry, David F, 1996. "Multi-step Estimation for Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 657-84, November.
    Other versions:

  48. Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1996. "Cointegration tests in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 70(1), pages 187-220, January. [Downloadable!] (restricted)
    Other versions:

  49. Clements, Michael P & Hendry, David F, 1996. "Intercept Corrections and Structural Change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(5), pages 475-94, Sept.-Oct. [Downloadable!] (restricted)

  50. Banerjee, Anindya & Hendry, David F & Mizon, Grayham E, 1996. "The Econometric Analysis of Economic Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 573-600, November.
    Other versions:

  51. Clements, Michael P & Hendry, David F, 1995. "Macro-economic Forecasting and Modelling," Economic Journal, Royal Economic Society, vol. 105(431), pages 1001-13, July. [Downloadable!] (restricted)

  52. Hendry, David F, 1995. "Econometrics and Business Cycle Empirics," Economic Journal, Royal Economic Society, vol. 105(433), pages 1622-36, November. [Downloadable!] (restricted)

  53. David Hendry, 1995. "On the interactions of unit roots and exogeneity," Econometric Reviews, Taylor and Francis Journals, vol. 14(4), pages 383-419. [Downloadable!] (restricted)
    Other versions:

  54. Clements, Michael P & Hendry, David F, 1995. "Forecasting in Cointegration Systems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 127-46, April-Jun. [Downloadable!] (restricted)

  55. Govaerts, Bernadette & Hendry, David F. & Richard, Jean-Francois, 1994. "Encompassing in stationary linear dynamic models," Journal of Econometrics, Elsevier, vol. 63(1), pages 245-270, July. [Downloadable!] (restricted)

  56. Hendry, David F, 1994. "HUS Revisited," Oxford Review of Economic Policy, Oxford University Press, vol. 10(2), pages 86-106, Summer.

  57. David F. Hendry & Michael P. Clements, 1994. "Can Econometrics Improve Economic Forecasting?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 267-298, September. [Downloadable!]

  58. Hendry, David F & Doornik, Jurgen A, 1994. "Modelling Linear Dynamic Econometric Systems," Scottish Journal of Political Economy, Scottish Economic Society, vol. 41(1), pages 1-33, February.

  59. Hendry, David F & Starr, Ross M, 1993. "The Demand for M1 in the USA: A Reply," Economic Journal, Royal Economic Society, vol. 103(420), pages 1158-69, September. [Downloadable!] (restricted)

  60. Engle, Robert F. & Hendry, David F., 1993. "Testing superexogeneity and invariance in regression models," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 119-139, March. [Downloadable!] (restricted)
    Other versions:

  61. Hendry, David F., 1992. "An econometric analysis of TV advertising expenditure in the United Kingdom," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 281-311, June. [Downloadable!] (restricted)

  62. Carlo Favero & F. David Hendry, 1992. "Testing the lucas critique: A review," Econometric Reviews, Taylor and Francis Journals, vol. 11(3), pages 265-306. [Downloadable!] (restricted)
    Other versions:

  63. Baba, Yoshihisa & Hendry, David F & Starr, Ross M, 1992. "The Demand for M1 in the U.S.A., 1960-1988," Review of Economic Studies, Blackwell Publishing, vol. 59(1), pages 25-61, January. [Downloadable!] (restricted)

  64. Banerjee, Anindya & Hendry, David F, 1992. "Testing Integration and Cointegration: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 225-55, August.

  65. Hendry, David F & Ericsson, Neil R, 1991. "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," American Economic Review, American Economic Association, vol. 81(1), pages 8-38, March. [Downloadable!] (restricted)

  66. Hendry, David F. & Ericsson, Neil R., 1991. "Modeling the demand for narrow money in the United Kingdom and the United States," European Economic Review, Elsevier, vol. 35(4), pages 833-881, May. [Downloadable!] (restricted)
    Other versions:

  67. Hendry, David F., 1991. "The response of consumption to income: A cross-country investigation : by John Y. Campbell and N. Gregory Mankiw," European Economic Review, Elsevier, vol. 35(4), pages 764-767, May. [Downloadable!] (restricted)

  68. Hendry, David F, 1991. "Using PC-NAIVE in Teaching Econometrics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 53(2), pages 199-223, May.

  69. Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1990. "An analogue model of phase-averaging procedures," Journal of Econometrics, Elsevier, vol. 43(3), pages 275-292, March. [Downloadable!] (restricted)
    Other versions:

  70. Hendry, David F & Morgan, Mary S, 1989. "A Re-analysis of Confluence Analysis," Oxford Economic Papers, Oxford University Press, vol. 41(1), pages 35-52, January. [Downloadable!] (restricted)

  71. David Hendry, 1989. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 8(1), pages 111-121. [Downloadable!] (restricted)

  72. Hendry, David F & Neale, Adrian J, 1988. "Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment," Economic Journal, Royal Economic Society, vol. 98(392), pages 808-17, September. [Downloadable!] (restricted)

  73. Hendry, David F. & Neale, Adrian J. & Srba, Frank, 1988. "Econometric analysis of small linear systems using PC-FIML," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 203-226. [Downloadable!] (restricted)

  74. Hendry, David F, 1988. "The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics," Oxford Economic Papers, Oxford University Press, vol. 40(1), pages 132-49, March. [Downloadable!] (restricted)

  75. David Hendry, 1986. "An excursion into conditional varianceland," Econometric Reviews, Taylor and Francis Journals, vol. 5(1), pages 63-69. [Downloadable!] (restricted)

  76. Hendry, David F, 1986. "Using PC-GIVE in Econometrics Teaching," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(1), pages 87-98, February.

  77. Hendry, David F, 1986. "Econometric Modelling with Cointegrated Variables: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 201-12, August.

  78. Chong, Yock Y & Hendry, David F, 1986. "Econometric Evaluation of Linear Macro-Economic Models," Review of Economic Studies, Blackwell Publishing, vol. 53(4), pages 671-90, August. [Downloadable!] (restricted)

  79. Robert F. Engle & David F. Hendry & David Trumble, 1985. "Small-Sample Properties of ARCH Estimators and Tests," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 66-93, February. [Downloadable!] (restricted)

  80. Hendry, David F, 1985. "Monetary Economic Myth and Econometric Reality," Oxford Review of Economic Policy, Oxford University Press, vol. 1(1), pages 72-84, Spring.

  81. Anderson, Gordon J & Hendry, David F, 1984. "An Econometric Model of United Kingdom Building Societies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(3), pages 185-210, August.

  82. David Hendry, 1983. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 2(1), pages 111-114. [Downloadable!] (restricted)

  83. Hendry, David F & Marshall, Robert C, 1983. "On High and Low R2 Contributions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 45(3), pages 313-16, August.

  84. Hendry, David F, 1983. "On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology," Cambridge Journal of Economics, Oxford University Press, vol. 7(1), pages 69-75, March.

  85. Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983. "Exogeneity," Econometrica, Econometric Society, vol. 51(2), pages 277-304, March. [Downloadable!] (restricted)
    Other versions:

  86. Hendry, David F, 1983. "Econometric Modelling: The "Consumption Function" in Retrospect," Scottish Journal of Political Economy, Scottish Economic Society, vol. 30(3), pages 193-220, November.

  87. Hendry, David F. & Richard, Jean-Francois, 1982. "On the formulation of empirical models in dynamic econometrics," Journal of Econometrics, Elsevier, vol. 20(1), pages 3-33, October. [Downloadable!] (restricted)

  88. Hendry, David F., 1982. "A reply to Professors Maasoumi and Phillips," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 203-213, August. [Downloadable!] (restricted)

  89. David Hendry, 1982. "Comment whither disequilibrium econometrics?," Econometric Reviews, Taylor and Francis Journals, vol. 1(1), pages 65-70. [Downloadable!] (restricted)

  90. Hendry, David F. & Richard, Jean-Francois, 1981. "Model formulation to simplify selection when specification is uncertain," Journal of Econometrics, Elsevier, vol. 16(1), pages 159-159, May. [Downloadable!] (restricted)

  91. Davidson, James E. H. & Hendry, David F., 1981. "Interpreting econometric evidence : The behaviour of consumers' expenditure in the UK," European Economic Review, Elsevier, vol. 16(1), pages 177-192. [Downloadable!] (restricted)

  92. Hendry, David F. & Srba, Frank, 1980. "Autoreg: a computer program library for dynamic econometric models with autoregressive errors," Journal of Econometrics, Elsevier, vol. 12(1), pages 85-102, January. [Downloadable!] (restricted)

  93. Hendry, David F, 1980. "Econometrics-Alchemy or Science?," Economica, London School of Economics and Political Science, vol. 47(188), pages 387-406, November. [Downloadable!] (restricted)

  94. Mizon, Grayham E & Hendry, David F, 1980. "An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification," Review of Economic Studies, Blackwell Publishing, vol. 47(1), pages 21-45, January. [Downloadable!] (restricted)

  95. Hendry, David F., 1979. "The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors," Journal of Econometrics, Elsevier, vol. 9(3), pages 295-314, February. [Downloadable!] (restricted)

  96. Hendry, David F & Mizon, Grayham E, 1978. "Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England," Economic Journal, Royal Economic Society, vol. 88(351), pages 549-63, September. [Downloadable!] (restricted)

  97. Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-92, December. [Downloadable!] (restricted)

  98. Hendry, David F & Srba, Frank, 1977. "The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems," Econometrica, Econometric Society, vol. 45(4), pages 969-90, May. [Downloadable!] (restricted)

  99. Hendry, David F & Tremayne, Andrew R, 1976. "Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 463-71, June. [Downloadable!] (restricted)

  100. Hendry, David F., 1976. "The structure of simultaneous equations estimators," Journal of Econometrics, Elsevier, vol. 4(1), pages 51-88, February. [Downloadable!] (restricted)

  101. Hendry, David F, 1974. "Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 260, February. [Downloadable!] (restricted)

  102. Hendry, David F, 1974. "Stochastic Specification in an Aggregate Demand Model of the United Kingdom," Econometrica, Econometric Society, vol. 42(3), pages 559-78, May. [Downloadable!] (restricted)

  103. Hendry, David F. & Harrison, Robin W., 1974. "Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares," Journal of Econometrics, Elsevier, vol. 2(2), pages 151-174, July. [Downloadable!] (restricted)

  104. Hendry, D F, 1973. "On Asymptotic Theory and Finite Sample Experiments," Economica, London School of Economics and Political Science, vol. 40(158), pages 210-17, May. [Downloadable!] (restricted)

  105. Hendry, D F, 1971. "Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 12(2), pages 257-72, June. [Downloadable!] (restricted)

Chapters

  1. David F. Hendry & Bent Nielsen, 2007. "The Bernoulli model, from Econometric Modeling: A Likelihood Approach," Introductory Chapters, in: Econometric Modeling: A Likelihood Approach Princeton University Press. [Downloadable!]

  2. David F. Hendry & Bent Nielsen, 2007. "Preface to Econometric Modeling: A Likelihood Approach," Introductory Chapters, in: Econometric Modeling: A Likelihood Approach Princeton University Press. [Downloadable!]

  3. Clements, Michael P. & Hendry, David F., 2006. "Forecasting with Breaks," Handbook of Economic Forecasting, Elsevier. [Downloadable!] (restricted)

  4. Hendry, David F., 1984. "Monte carlo experimentation in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 16, pages 937-976 Elsevier. [Downloadable!] (restricted)

  5. Hendry, David F. & Pagan, Adrian R. & Sargan, J.Denis, 1984. "Dynamic specification," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 18, pages 1023-1100 Elsevier. [Downloadable!] (restricted)

Editor

  1. Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford.

NEP Fields

22 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2006-03-25 2007-04-14
  2. NEP-CMP: Computational Economics (4) 2001-12-14 2003-04-27 2003-06-16 2007-06-23
  3. NEP-ECM: Econometrics (17) 2001-10-29 2002-05-03 2002-05-03 2002-05-03 2002-05-03 2002-05-03 2002-07-12 2003-05-15 2003-05-15 2004-03-03 2005-09-29 2005-11-19 2006-02-12 2007-04-14 2007-05-19 2007-06-23 2007-11-17 Author is listed
  4. NEP-EEC: European Economics (1) 2005-11-19
  5. NEP-ETS: Econometric Time Series (12) 2001-10-29 2002-05-03 2002-05-03 2002-05-03 2002-05-03 2002-07-08 2005-09-29 2005-11-19 2006-02-12 2006-03-25 2007-04-14 2007-06-23 Author is listed
  6. NEP-FOR: Forecasting (4) 2005-11-19 2006-02-12 2006-03-25 2007-04-14
  7. NEP-HPE: History & Philosophy of Economics (1) 2005-09-29
  8. NEP-LAM: Central & South America (1) 2002-07-04
  9. NEP-MAC: Macroeconomics (3) 2005-11-19 2006-02-12 2006-03-25
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This page was last updated on 2008-11-9.

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