×

zbMATH — the first resource for mathematics

Hendry, David F.

Compute Distance To:
Author ID: hendry.david-f Recent zbMATH articles by "Hendry, David F."
Published as: Hendry, David F.; Hendry, D. F.; Hendry, David
External Links: MGP · Wikidata · GND
Documents Indexed: 79 Publications since 1969, including 15 Books
Biographic References: 3 Publications

Publications by Year

Citations contained in zbMATH Open

57 Publications have been cited 675 times in 471 Documents Cited by Year
Exogeneity. Zbl 0528.62093
Engle, Robert F.; Hendry, David F.; Richard, Jean-Francois
107
1983
Dynamic Econometrics. Zbl 0897.62127
Hendry, David F.
66
1995
Co-integration, error correction, and the econometric analysis of non-stationary data. Zbl 0937.62650
Banerjee, Anindya; Dolado, Juan; Galbraith, J. W.; Hendry, David
66
1993
Forecasting non-stationary economic time series. With a foreword by Katarina Juselius. Zbl 0984.62069
Clements, Michael P.; Hendry, David F.
40
1999
Pooling of forecasts. Zbl 1053.62104
Hendry, David F.; Clements, Michael P.
35
2004
The structure of simultaneous equations estimators. Zbl 0323.62076
Hendry, David F.
28
1976
Forecasting economic time series. Repr. Zbl 0941.62103
Clements, Michael P.; Hendry, David F.
26
2000
Computer automation of general-to-specific model selection procedures. Zbl 0978.91073
Krolzig, H. M.; Hendry, D. F.
25
2001
Econometric evaluation of linear macro-economic models. Zbl 0595.62120
Chong, Yock Y.; Hendry, David F.
22
1986
Monte Carlo experimentation in econometrics. Zbl 0579.62096
Hendry, David F.
20
1984
On the formulation of empirical models in dynamic econometrics. Zbl 0507.62096
Hendry, David F.; Richard, Jean-Francois
18
1982
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares. Zbl 0286.62078
Hendry, David F.; Harrison, Robin W.
16
1974
The econometric analysis of economic time series. Zbl 0518.62096
Hendry, David F.; Richard, Jean-Francois
14
1983
Cointegration tests in the presence of structural breaks. Zbl 0834.62083
Campos, Julia; Ericsson, Neil R.; Hendry, David F.
14
1996
Maximum likelihood estimation of difference equations with moving average errors: A simulation study. Zbl 0238.62105
Hendry, D. F.; Trivedi, P. K.
13
1972
An empirical application and Monte Carlo analysis of tests of dynamic specification. Zbl 0426.62082
Mizon, Grayham E.; Hendry, David F.
12
1980
Dynamic specification. Zbl 0586.62191
Hendry, David F.; Pagan, Adrian R.; Sargan, J. Denis
11
1984
The foundations of econometric analysis. Zbl 0868.01027
Hendry, David F. (ed.); Morgan, Mary S. (ed.)
9
1995
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors. Zbl 0445.62116
Hendry, David F.
9
1979
Automatic selection of indicators in a fully saturated regression. Zbl 1222.62091
Santos, Carlos; Hendry, David F.; Johansen, Soren
9
2008
The demand for M1 in the U.S.A., 1960-1988. Zbl 0729.91008
Baba, Yoshihisa; Hendry, David F.; Starr, Ross M.
7
1992
Forecasting with equilibrium-correction models during structural breaks. Zbl 1431.62595
Castle, Jennifer L.; Fawcett, Nicholas W. P.; Hendry, David F.
7
2010
The properties of autoregressive instrumental variables estimators in dynamic systems. Zbl 0358.62089
Hendry, David F.; Srba, Frank
6
1977
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate. Zbl 1209.91134
Hendry, David F.; Hubrich, Kirstin
6
2011
Model selection when there are multiple breaks. Zbl 1443.62436
Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.
6
2012
Evaluating automatic model selection. Zbl 1266.91057
Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.
6
2011
Forecasting with difference-stationary and trend-stationary models. Zbl 1004.62074
Clements, Michael P.; Hendry, David F.
5
2001
On the interactions of unit roots and exogeneity. Zbl 0836.62108
Hendry, David F.
5
1995
Econometric modeling. A likelihood approach. Zbl 1153.62095
Hendry, David F.; Nielsen, Bent
5
2007
A dialogue concerning a new instrument for econometric modeling. Zbl 1161.62453
Granger, Clive W. J.; Hendry, David F.
4
2005
Robustifying forecasts from equilibrium-correction systems. Zbl 1418.62467
Hendry, David F.
4
2006
Unpredictability in economic analysis, econometric modeling and forecasting. Zbl 1311.62193
Hendry, David F.; Mizon, Grayham E.
3
2014
Forecasting by factors, by variables, by both or neither? Zbl 1288.62137
Castle, Jennifer L.; Clements, Michael P.; Hendry, David F.
3
2013
Improving on ‘Data mining reconsidered’ by K. D. Hoover and S. J. Perez. Zbl 0965.91044
Hendry, David F.; Krolzig, Hans-Martin
3
1999
A reply to Professors Maasoumi and Phillips. Zbl 0503.62096
Hendry, David F.
3
1982
Achievements and challenges in econometric methodology. Zbl 1099.62553
Hendry, David F.
3
2001
Computationally intensive econometrics using a distributed matrix-programming language. Zbl 1056.91547
Doornik, Jurgen A.; Hendry, David F.; Shephard, Neil
3
2002
Testing dynamic specification in small simultaneous systems: An application to a model of building society behavior in the United Kingdom. Zbl 0356.62088
Hendry, David F.; Anderson, Gordon J.
3
1977
Model selection in under-specified equations facing breaks. Zbl 1293.62179
Castle, Jennifer L.; Hendry, David F.
3
2014
The computer as von Neumann planned it. Zbl 0944.01508
Godfrey, M. D.; Hendry, D. F.
2
1993
Encompassing in stationary linear dynamic models. Zbl 0814.62074
Govaerts, Bernadette; Hendry, David F.; Richard, Jean-François
2
1994
Modelling methodology and forecast failure. Zbl 1018.62083
Clements, Michael P.; Hendry, David F.
2
2002
Forecasting in the presence of structural breaks and policy regime shifts. Zbl 1119.62088
Hendry, David F.; Mizon, Grayham E.
2
2005
Nowcasting from disaggregates in the face of location shifts. Zbl 1205.91126
Castle, Jennifer L.; Hendry, David F.
2
2010
Estimating systems of dynamic reduced form equations with vector autoregressive errors. Zbl 0335.62071
Hendry, David F.; Tremayne, Andrew R.
2
1976
On adding over-identifying instrumental variables to simultaneous equations. Zbl 1211.62107
Hendry, David F.
2
2011
A low-dimension portmanteau test for non-linearity. Zbl 1431.62346
Castle, Jennifer L.; Hendry, David F.
2
2010
Time-series econometrics. Zbl 0547.62074
Hendry, David F.
2
1984
An analogue model of phase-averaging procedures. Zbl 0692.62094
Campos, Julia; Ericsson, Neil R.; Hendry, David F.
2
1990
Automatic selection for non-linear models. Zbl 1328.93076
Castle, Jennifer L.; Hendry, David F.
2
2012
Econometric modelling of time series with outlying observations. Zbl 1266.91069
Hendry, David F.; Mizon, Grayham E.
2
2011
AUTOREG: A computer program library for dynamic econometric models with autoregressive errors. Zbl 0437.62108
Hendry, David F.; Srba, Frank
1
1980
A companion to economic forecasting. 1st paperback ed. Zbl 1084.91523
Clements, Michael P. (ed.); Hendry, David F. (ed.)
1
2004
Causality and exogeneity in non-stationary economic time series. Zbl 1284.91473
Hendry, David F.
1
2004
Model identification and nonunique structure. Zbl 1380.62093
Hendry, David F.; Lu, Maozu; Mizon, Grayham E.
1
2009
Model discovery and Trygve Haavelmo’s legacy. Zbl 1329.62470
Hendry, David F.; Johansen, Søren
1
2015
Explaining forecast failure in macroeconomics. 1st paperback ed. Zbl 1180.91196
Clements, Michael P.; Hendry, David F.
1
2004
Model discovery and Trygve Haavelmo’s legacy. Zbl 1329.62470
Hendry, David F.; Johansen, Søren
1
2015
Unpredictability in economic analysis, econometric modeling and forecasting. Zbl 1311.62193
Hendry, David F.; Mizon, Grayham E.
3
2014
Model selection in under-specified equations facing breaks. Zbl 1293.62179
Castle, Jennifer L.; Hendry, David F.
3
2014
Forecasting by factors, by variables, by both or neither? Zbl 1288.62137
Castle, Jennifer L.; Clements, Michael P.; Hendry, David F.
3
2013
Model selection when there are multiple breaks. Zbl 1443.62436
Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.
6
2012
Automatic selection for non-linear models. Zbl 1328.93076
Castle, Jennifer L.; Hendry, David F.
2
2012
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate. Zbl 1209.91134
Hendry, David F.; Hubrich, Kirstin
6
2011
Evaluating automatic model selection. Zbl 1266.91057
Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.
6
2011
On adding over-identifying instrumental variables to simultaneous equations. Zbl 1211.62107
Hendry, David F.
2
2011
Econometric modelling of time series with outlying observations. Zbl 1266.91069
Hendry, David F.; Mizon, Grayham E.
2
2011
Forecasting with equilibrium-correction models during structural breaks. Zbl 1431.62595
Castle, Jennifer L.; Fawcett, Nicholas W. P.; Hendry, David F.
7
2010
Nowcasting from disaggregates in the face of location shifts. Zbl 1205.91126
Castle, Jennifer L.; Hendry, David F.
2
2010
A low-dimension portmanteau test for non-linearity. Zbl 1431.62346
Castle, Jennifer L.; Hendry, David F.
2
2010
Model identification and nonunique structure. Zbl 1380.62093
Hendry, David F.; Lu, Maozu; Mizon, Grayham E.
1
2009
Automatic selection of indicators in a fully saturated regression. Zbl 1222.62091
Santos, Carlos; Hendry, David F.; Johansen, Soren
9
2008
Econometric modeling. A likelihood approach. Zbl 1153.62095
Hendry, David F.; Nielsen, Bent
5
2007
Robustifying forecasts from equilibrium-correction systems. Zbl 1418.62467
Hendry, David F.
4
2006
A dialogue concerning a new instrument for econometric modeling. Zbl 1161.62453
Granger, Clive W. J.; Hendry, David F.
4
2005
Forecasting in the presence of structural breaks and policy regime shifts. Zbl 1119.62088
Hendry, David F.; Mizon, Grayham E.
2
2005
Pooling of forecasts. Zbl 1053.62104
Hendry, David F.; Clements, Michael P.
35
2004
A companion to economic forecasting. 1st paperback ed. Zbl 1084.91523
Clements, Michael P.; Hendry, David F.
1
2004
Causality and exogeneity in non-stationary economic time series. Zbl 1284.91473
Hendry, David F.
1
2004
Explaining forecast failure in macroeconomics. 1st paperback ed. Zbl 1180.91196
Clements, Michael P.; Hendry, David F.
1
2004
Computationally intensive econometrics using a distributed matrix-programming language. Zbl 1056.91547
Doornik, Jurgen A.; Hendry, David F.; Shephard, Neil
3
2002
Modelling methodology and forecast failure. Zbl 1018.62083
Clements, Michael P.; Hendry, David F.
2
2002
Computer automation of general-to-specific model selection procedures. Zbl 0978.91073
Krolzig, H. M.; Hendry, D. F.
25
2001
Forecasting with difference-stationary and trend-stationary models. Zbl 1004.62074
Clements, Michael P.; Hendry, David F.
5
2001
Achievements and challenges in econometric methodology. Zbl 1099.62553
Hendry, David F.
3
2001
Forecasting economic time series. Repr. Zbl 0941.62103
Clements, Michael P.; Hendry, David F.
26
2000
Forecasting non-stationary economic time series. With a foreword by Katarina Juselius. Zbl 0984.62069
Clements, Michael P.; Hendry, David F.
40
1999
Improving on ‘Data mining reconsidered’ by K. D. Hoover and S. J. Perez. Zbl 0965.91044
Hendry, David F.; Krolzig, Hans-Martin
3
1999
Cointegration tests in the presence of structural breaks. Zbl 0834.62083
Campos, Julia; Ericsson, Neil R.; Hendry, David F.
14
1996
Dynamic Econometrics. Zbl 0897.62127
Hendry, David F.
66
1995
The foundations of econometric analysis. Zbl 0868.01027
Hendry, David F.; Morgan, Mary S.
9
1995
On the interactions of unit roots and exogeneity. Zbl 0836.62108
Hendry, David F.
5
1995
Encompassing in stationary linear dynamic models. Zbl 0814.62074
Govaerts, Bernadette; Hendry, David F.; Richard, Jean-François
2
1994
Co-integration, error correction, and the econometric analysis of non-stationary data. Zbl 0937.62650
Banerjee, Anindya; Dolado, Juan; Galbraith, J. W.; Hendry, David
66
1993
The computer as von Neumann planned it. Zbl 0944.01508
Godfrey, M. D.; Hendry, D. F.
2
1993
The demand for M1 in the U.S.A., 1960-1988. Zbl 0729.91008
Baba, Yoshihisa; Hendry, David F.; Starr, Ross M.
7
1992
An analogue model of phase-averaging procedures. Zbl 0692.62094
Campos, Julia; Ericsson, Neil R.; Hendry, David F.
2
1990
Econometric evaluation of linear macro-economic models. Zbl 0595.62120
Chong, Yock Y.; Hendry, David F.
22
1986
Monte Carlo experimentation in econometrics. Zbl 0579.62096
Hendry, David F.
20
1984
Dynamic specification. Zbl 0586.62191
Hendry, David F.; Pagan, Adrian R.; Sargan, J. Denis
11
1984
Time-series econometrics. Zbl 0547.62074
Hendry, David F.
2
1984
Exogeneity. Zbl 0528.62093
Engle, Robert F.; Hendry, David F.; Richard, Jean-Francois
107
1983
The econometric analysis of economic time series. Zbl 0518.62096
Hendry, David F.; Richard, Jean-Francois
14
1983
On the formulation of empirical models in dynamic econometrics. Zbl 0507.62096
Hendry, David F.; Richard, Jean-Francois
18
1982
A reply to Professors Maasoumi and Phillips. Zbl 0503.62096
Hendry, David F.
3
1982
An empirical application and Monte Carlo analysis of tests of dynamic specification. Zbl 0426.62082
Mizon, Grayham E.; Hendry, David F.
12
1980
AUTOREG: A computer program library for dynamic econometric models with autoregressive errors. Zbl 0437.62108
Hendry, David F.; Srba, Frank
1
1980
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors. Zbl 0445.62116
Hendry, David F.
9
1979
The properties of autoregressive instrumental variables estimators in dynamic systems. Zbl 0358.62089
Hendry, David F.; Srba, Frank
6
1977
Testing dynamic specification in small simultaneous systems: An application to a model of building society behavior in the United Kingdom. Zbl 0356.62088
Hendry, David F.; Anderson, Gordon J.
3
1977
The structure of simultaneous equations estimators. Zbl 0323.62076
Hendry, David F.
28
1976
Estimating systems of dynamic reduced form equations with vector autoregressive errors. Zbl 0335.62071
Hendry, David F.; Tremayne, Andrew R.
2
1976
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares. Zbl 0286.62078
Hendry, David F.; Harrison, Robin W.
16
1974
Maximum likelihood estimation of difference equations with moving average errors: A simulation study. Zbl 0238.62105
Hendry, D. F.; Trivedi, P. K.
13
1972
all top 5

Cited by 609 Authors

32 Hendry, David F.
9 Castle, Jennifer L.
7 Kapetanios, George
6 Clements, Michael P.
6 Johansen, Søren Glud
6 Phillips, Peter Charles Bonest
5 Hansen, Bruce E.
5 White, Halbert Lynn jun.
4 Boswijk, H. Peter
4 Ericsson, Neil R.
4 Godfrey, Leslie G.
4 Granger, Clive William John
4 Kiviet, Jan F.
4 Kurita, Takamitsu
4 Lütkepohl, Helmut
4 Palm, Franz C.
4 Pesaran, M. Hashem
4 Richard, Jean-Francois
4 Söderström, Torsten
4 Steel, Mark F. J.
4 Stoica, Petre Gheorghe
4 Swanson, Norman Rasmus
4 Timmermann, Allan G.
4 Urbain, Jean-Pierre
3 Campos, Julia
3 Clark, Todd E.
3 Corradi, Valentina
3 Doornik, Jurgen A.
3 Engle, Robert Fry
3 Haldrup, Niels
3 Hassler, Uwe
3 Juselius, Katarina
3 Koop, Gary
3 McCracken, Michael W.
3 Mouchart, Michel
3 Newbold, Paul
3 Nielsen, Bent
3 Osiewalski, Jacek
3 Pennanen, Teemu
3 Saikkonen, Pentti
3 Wickens, Michael R.
3 Zoia, Maria Grazia
2 Abadir, Karim M.
2 Ahlén, Anders
2 Anderson, Theodore Wilbur jun.
2 Barndorff-Nielsen, Ole Eiler
2 Bollerslev, Tim
2 Carvalho, Alexandre X.
2 Clauset, Aaron
2 Creel, Michael
2 Dufour, Jean-Marie
2 Escribano, Alvaro
2 Fanelli, Luca
2 Fawcett, Nicholas W. P.
2 Florens, Jean-Pierre
2 Franses, Philip Hans
2 Gallo, Giampiero M.
2 Hall, Stephen G. F.
2 Hecq, Alain W.
2 Herwartz, Helmut
2 Hodoshima, Jiro
2 Höglund, Rune
2 Hubrich, Kirstin
2 Hylleberg, Svend
2 Imbens, Guido W.
2 Jansen, Eilev S.
2 King, Maxwell Leslie
2 Koivu, Matti
2 Komunjer, Ivana
2 Kunitomo, Naoto
2 Lavergne, Christian
2 Lechner, Michael
2 Magnus, Jan R.
2 Marcellino, Massimiliano
2 Mills, Terence C.
2 Mizon, Grayham E.
2 Nielsen, Morten Ørregaard
2 Nymoen, Ragnar
2 Orsi, Renzo
2 Osborn, Denise R.
2 Östermark, Ralf
2 Pagan, Adrian R.
2 Panopoulou, Ekaterini
2 Paruolo, Paolo
2 Pettenuzzo, Davide
2 Phillips, Garry D. A.
2 Pick, Andreas
2 Pittis, Nikitas
2 Pollock, D. Stephen G.
2 Psaradakis, Zacharias
2 Ranne, Antero
2 Ravazzolo, Francesco
2 Robinson, Peter Michael
2 Rothenberg, Thomas J.
2 Saidane, Mohamed
2 San Martín, Ernesto
2 Sancetta, Alessio
2 Shephard, Neil
2 Smith, Richard J.
2 Solbrand, Göte
...and 509 more Authors
all top 5

Cited in 91 Serials

154 Journal of Econometrics
26 Economics Letters
23 Econometric Reviews
23 Econometric Theory
20 Computational Statistics and Data Analysis
14 The Econometrics Journal
13 Journal of Economic Dynamics & Control
12 Journal of Forecasting
9 Communications in Statistics. Theory and Methods
9 The Annals of Applied Statistics
7 Journal of Statistical Planning and Inference
7 Computational Economics
7 European Journal of Pure and Applied Mathematics
6 Journal of Time Series Analysis
6 Journal of Applied Statistics
5 International Journal of Control
5 Applied Mathematics and Computation
5 Journal of Statistical Computation and Simulation
4 Scandinavian Journal of Statistics
4 Mathematics and Computers in Simulation
4 Statistics & Probability Letters
4 Open Economies Review
4 Statistical Papers
4 Scandinavian Actuarial Journal
3 Statistical Science
3 Annals of Operations Research
3 Computational Statistics
3 Communications in Statistics. Simulation and Computation
3 Studies in Nonlinear Dynamics and Econometrics
3 Quantitative Finance
3 AStA. Allgemeines Statistisches Archiv
3 Journal of the Italian Statistical Society
2 Psychometrika
2 The Annals of Statistics
2 Insurance Mathematics & Economics
2 European Journal of Operational Research
2 Mathematical Problems in Engineering
2 Macroeconomic Dynamics
2 Journal of Statistical Theory and Practice
2 Journal of Probability and Statistics
2 Journal of Time Series Econometrics
1 Computers & Mathematics with Applications
1 International Journal of Systems Science
1 Linear and Multilinear Algebra
1 Mathematical Biosciences
1 Annals of the Institute of Statistical Mathematics
1 International Journal of Mathematics and Mathematical Sciences
1 International Statistical Review
1 Journal of Multivariate Analysis
1 Kybernetika
1 Metroeconomica
1 Scandinavian Actuarial Journal
1 Synthese
1 Advances in Applied Mathematics
1 American Journal of Mathematical and Management Sciences
1 Optimization
1 Journal of Economics
1 Linear Algebra and its Applications
1 Stochastic Processes and their Applications
1 Statistische Hefte
1 Mathematical Programming. Series A. Series B
1 Test
1 Computational and Applied Mathematics
1 Economic Theory
1 Applied Mathematical Finance
1 Boletín de la Sociedad Matemática Mexicana. Third Series
1 International Transactions in Operational Research
1 Australian & New Zealand Journal of Statistics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Discrete Dynamics in Nature and Society
1 Journal of Interdisciplinary Mathematics
1 Journal of Economic Growth
1 Methodology and Computing in Applied Probability
1 Applied Stochastic Models in Business and Industry
1 Matematicheskoe Modelirovanie
1 Archives of Computational Methods in Engineering
1 Journal of Systems Science and Complexity
1 Statistical Methods in Medical Research
1 North American Actuarial Journal
1 Bulletin of Economic Research
1 Sankhyā. Series A
1 Sankhyā. Series B
1 Quantitative Economics
1 European Journal for Philosophy of Science
1 Decision Analysis
1 Computer Science Review
1 Journal of Econometric Methods
1 The Scientific World Journal. Probability and Statistics
1 Open Mathematics
1 Journal de la Société Française de Statistique & Revue de Statistique Appliquée
1 Cogent Mathematics & Statistics

Citations by Year

Wikidata Timeline

The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.