Edit Profile (opens in new tab) Hendry, David F. Co-Author Distance Author ID: hendry.david-f Published as: Hendry, David F.; Hendry, D. F.; Hendry, David more...less External Links: MGP · Wikidata · GND · IdRef Documents Indexed: 76 Publications since 1969, including 10 Books 6 Contributions as Editor · 1 Further Contribution Biographic References: 3 Publications Co-Authors: 43 Co-Authors with 66 Joint Publications 457 Co-Co-Authors all top 5 Co-Authors 16 single-authored 14 Castle, Jennifer L. 10 Clements, Michael P. 5 Doornik, Jurgen A. 5 Mizon, Grayham E. 4 Godfrey, M. D. 4 Richard, Jean-Francois 3 Ericsson, Neil R. 3 Hermans, H. J. 3 Hessenberg, R. K. 3 Krolzig, Hans-Martin 2 Banerjee, Anindya 2 Barnett, William Arnold 2 Campos, Julia 2 Hylleberg, Svend 2 Johansen, Søren Glud 2 Shephard, Neil 2 Srba, Frank 2 Teräsvirta, Timo 2 Tjøstheim, Dag B. 2 Würtz, Allan H. 1 Anderson, Gordon J. 1 Baba, Yoshihisa 1 Campos-Martins, Susana 1 Chong, Yock Y. 1 Dolado, Juan J. 1 Duffy, James A. 1 Engle, Robert Fry 1 Fawcett, Nicholas W. P. 1 Galbraith, John W. 1 Govaerts, Bernadette B. 1 Granger, Clive William John 1 Harrison, Robin W. 1 Hubrich, Kirstin 1 Juselius, Katarina 1 Lu, Maozu 1 Morgan, Mary S. 1 Nielsen, Bent 1 Nymoen, Ragnar 1 Pagan, Adrian R. 1 Samet, P. A. 1 Sargan, John Denis 1 Starr, Ross M. 1 Tremayne, Andrew R. 1 Trivedi, Pravin K. all top 5 Serials 19 Journal of Econometrics 4 The Review of Economic Studies 4 The Econometrics Journal 4 Econometric Theory 3 Econometric Reviews 3 European Journal of Pure and Applied Mathematics 2 Econometrica 2 Journal of Time Series Econometrics 1 Scandinavian Journal of Statistics 1 Applied Mathematics and Computation 1 The Computer Journal. Section A / Section B 1 International Economic Review 1 International Statistical Review 1 Journal of Statistical Planning and Inference 1 Journal of the Royal Statistical Society. Series A 1 Journal of Economic Dynamics & Control 1 Economics Letters 1 Computational Statistics 1 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 IEEE Annals of the History of Computing 1 Journal of Forecasting 1 Foundations and Trends in Econometrics 1 Journal of Business and Economic Statistics 1 Palgrave Texts in Econometrics all top 5 Fields 64 Statistics (62-XX) 36 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Numerical analysis (65-XX) 6 General and overarching topics; collections (00-XX) 5 History and biography (01-XX) 5 Computer science (68-XX) 2 Probability theory and stochastic processes (60-XX) 2 Operations research, mathematical programming (90-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 63 Publications have been cited 775 times in 529 Documents Cited by ▼ Year ▼ Exogeneity. Zbl 0528.62093 Engle, Robert F.; Hendry, David F.; Richard, Jean-Francois 115 1983 Dynamic Econometrics. Zbl 0897.62127 Hendry, David F. 73 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 71 1993 Forecasting non-stationary economic time series. With a foreword by Katarina Juselius. Zbl 0984.62069 Clements, Michael P.; Hendry, David F. 43 1999 Pooling of forecasts. Zbl 1053.62104 Hendry, David F.; Clements, Michael P. 40 2004 Computer automation of general-to-specific model selection procedures. Zbl 0978.91073 Krolzig, H. M.; Hendry, D. F. 30 2001 Forecasting economic time series. Repr. Zbl 0941.62103 Clements, Michael P.; Hendry, David F. 29 2000 The structure of simultaneous equations estimators. Zbl 0323.62076 Hendry, David F. 29 1976 Econometric evaluation of linear macro-economic models. Zbl 0595.62120 Chong, Yock Y.; Hendry, David F. 26 1986 Monte Carlo experimentation in econometrics. Zbl 0579.62096 Hendry, David F. 23 1984 On the formulation of empirical models in dynamic econometrics. Zbl 0507.62096 Hendry, David F.; Richard, Jean-Francois 18 1982 Cointegration tests in the presence of structural breaks. Zbl 0834.62083 Campos, Julia; Ericsson, Neil R.; Hendry, David F. 17 1996 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 Automatic selection of indicators in a fully saturated regression. Zbl 1222.62091 Santos, Carlos; Hendry, David F.; Johansen, Soren 14 2008 Maximum likelihood estimation of difference equations with moving average errors: A simulation study. Zbl 0238.62105 Hendry, D. F.; Trivedi, P. K. 13 1972 Dynamic specification. Zbl 0586.62191 Hendry, David F.; Pagan, Adrian R.; Sargan, J. Denis 12 1984 An empirical application and Monte Carlo analysis of tests of dynamic specification. Zbl 0426.62082 Mizon, Grayham E.; Hendry, David F. 12 1980 An automatic test of super exogeneity. Zbl 1513.62173 Hendry, David F.; Santos, Carlos 11 2010 The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors. Zbl 0445.62116 Hendry, David F. 10 1979 The foundations of econometric analysis. Zbl 0868.01027 9 1995 Model selection when there are multiple breaks. Zbl 1443.62436 Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. 9 2012 Evaluating automatic model selection. Zbl 1266.91057 Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. 9 2011 The demand for M1 in the U.S.A., 1960-1988. Zbl 0729.91008 Baba, Yoshihisa; Hendry, David F.; Starr, Ross M. 8 1992 Econometric modeling. A likelihood approach. Zbl 1153.62095 Hendry, David F.; Nielsen, Bent 7 2007 Improving on ‘Data mining reconsidered’ by K. D. Hoover and S. J. Perez. Zbl 0965.91044 Hendry, David F.; Krolzig, Hans-Martin 7 1999 Forecasting with equilibrium-correction models during structural breaks. Zbl 1431.62595 Castle, Jennifer L.; Fawcett, Nicholas W. P.; Hendry, David F. 7 2010 Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate. Zbl 1209.91134 Hendry, David F.; Hubrich, Kirstin 6 2011 On the interactions of unit roots and exogeneity. Zbl 0836.62108 Hendry, David F. 6 1995 The properties of autoregressive instrumental variables estimators in dynamic systems. Zbl 0358.62089 Hendry, David F.; Srba, Frank 6 1977 Robustifying forecasts from equilibrium-correction systems. Zbl 1418.62467 Hendry, David F. 6 2006 Forecasting with difference-stationary and trend-stationary models. Zbl 1004.62074 Clements, Michael P.; Hendry, David F. 5 2001 An analogue model of phase-averaging procedures. Zbl 0692.62094 Campos, Julia; Ericsson, Neil R.; Hendry, David F. 4 1990 A dialogue concerning a new instrument for econometric modeling. Zbl 1161.62453 Granger, Clive W. J.; Hendry, David F. 4 2005 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. 4 1977 Computationally intensive econometrics using a distributed matrix-programming language. Zbl 1056.91547 Doornik, Jurgen A.; Hendry, David F.; Shephard, Neil 4 2002 Model selection in under-specified equations facing breaks. Zbl 1293.62179 Castle, Jennifer L.; Hendry, David F. 4 2014 A low-dimension portmanteau test for non-linearity. Zbl 1431.62346 Castle, Jennifer L.; Hendry, David F. 4 2010 Econometric modelling of time series with outlying observations. Zbl 1266.91069 Hendry, David F.; Mizon, Grayham E. 4 2011 Unpredictability in economic analysis, econometric modeling and forecasting. Zbl 1311.62193 Hendry, David F.; Mizon, Grayham E. 4 2014 Forecasting by factors, by variables, by both or neither? Zbl 1288.62137 Castle, Jennifer L.; Clements, Michael P.; Hendry, David F. 4 2013 A reply to Professors Maasoumi and Phillips. Zbl 0503.62096 Hendry, David F. 3 1982 On adding over-identifying instrumental variables to simultaneous equations. Zbl 1211.62107 Hendry, David F. 3 2011 The computer as von Neumann planned it. Zbl 0944.01508 Godfrey, M. D.; Hendry, D. F. 3 1993 Achievements and challenges in econometric methodology. Zbl 1099.62553 Hendry, David F. 3 2001 Model discovery and Trygve Haavelmo’s legacy. Zbl 1329.62470 Hendry, David F.; Johansen, Søren 3 2015 Forecasting in the presence of structural breaks and policy regime shifts. Zbl 1119.62088 Hendry, David F.; Mizon, Grayham E. 2 2005 Time-series econometrics. Zbl 0547.62074 Hendry, David F. 2 1984 Estimating systems of dynamic reduced form equations with vector autoregressive errors. Zbl 0335.62071 Hendry, David F.; Tremayne, Andrew R. 2 1976 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 Automatic selection for non-linear models. Zbl 1328.93076 Castle, Jennifer L.; Hendry, David F. 2 2012 Nowcasting from disaggregates in the face of location shifts. Zbl 1205.91126 Castle, Jennifer L.; Hendry, David F. 2 2010 Causality and exogeneity in non-stationary economic time series. Zbl 1284.91473 Hendry, David F. 1 2004 A companion to economic forecasting. 1st paperback ed. Zbl 1084.91523 1 2004 The ET interview: Professor David F. Hendry. (Interviewed by Neil R. Ericsson). Zbl 1125.01300 Ericsson, Neil R. 1 2004 Explaining forecast failure in macroeconomics. 1st paperback ed. Zbl 1180.91196 Clements, Michael P.; Hendry, David F. 1 2004 AUTOREG: A computer program library for dynamic econometric models with autoregressive errors. Zbl 0437.62108 Hendry, David F.; Srba, Frank 1 1980 Model identification and nonunique structure. Zbl 1380.62093 Hendry, David F.; Lu, Maozu; Mizon, Grayham E. 1 2009 Climate econometrics: an overview. Zbl 1456.62277 Castle, Jennifer L.; Hendry, David F. 1 2020 Misspecification testing: non-invariance of expectations models of inflation. Zbl 1491.62192 Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.; Nymoen, Ragnar 1 2014 The impact of integrated measurement errors on modeling long-run macroeconomic time series. Zbl 1524.62573 Duffy, James A.; Hendry, David F. 1 2017 Modelling our changing world. Zbl 07081291 Castle, Jennifer L.; Hendry, David F. 1 2019 Climate econometrics: an overview. Zbl 1456.62277 Castle, Jennifer L.; Hendry, David F. 1 2020 Modelling our changing world. Zbl 07081291 Castle, Jennifer L.; Hendry, David F. 1 2019 The impact of integrated measurement errors on modeling long-run macroeconomic time series. Zbl 1524.62573 Duffy, James A.; Hendry, David F. 1 2017 Model discovery and Trygve Haavelmo’s legacy. Zbl 1329.62470 Hendry, David F.; Johansen, Søren 3 2015 Model selection in under-specified equations facing breaks. Zbl 1293.62179 Castle, Jennifer L.; Hendry, David F. 4 2014 Unpredictability in economic analysis, econometric modeling and forecasting. Zbl 1311.62193 Hendry, David F.; Mizon, Grayham E. 4 2014 Misspecification testing: non-invariance of expectations models of inflation. Zbl 1491.62192 Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.; Nymoen, Ragnar 1 2014 Forecasting by factors, by variables, by both or neither? Zbl 1288.62137 Castle, Jennifer L.; Clements, Michael P.; Hendry, David F. 4 2013 Model selection when there are multiple breaks. Zbl 1443.62436 Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. 9 2012 Automatic selection for non-linear models. Zbl 1328.93076 Castle, Jennifer L.; Hendry, David F. 2 2012 Evaluating automatic model selection. Zbl 1266.91057 Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. 9 2011 Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate. Zbl 1209.91134 Hendry, David F.; Hubrich, Kirstin 6 2011 Econometric modelling of time series with outlying observations. Zbl 1266.91069 Hendry, David F.; Mizon, Grayham E. 4 2011 On adding over-identifying instrumental variables to simultaneous equations. Zbl 1211.62107 Hendry, David F. 3 2011 An automatic test of super exogeneity. Zbl 1513.62173 Hendry, David F.; Santos, Carlos 11 2010 Forecasting with equilibrium-correction models during structural breaks. Zbl 1431.62595 Castle, Jennifer L.; Fawcett, Nicholas W. P.; Hendry, David F. 7 2010 A low-dimension portmanteau test for non-linearity. Zbl 1431.62346 Castle, Jennifer L.; Hendry, David F. 4 2010 Nowcasting from disaggregates in the face of location shifts. Zbl 1205.91126 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 14 2008 Econometric modeling. A likelihood approach. Zbl 1153.62095 Hendry, David F.; Nielsen, Bent 7 2007 Robustifying forecasts from equilibrium-correction systems. Zbl 1418.62467 Hendry, David F. 6 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. 40 2004 Causality and exogeneity in non-stationary economic time series. Zbl 1284.91473 Hendry, David F. 1 2004 A companion to economic forecasting. 1st paperback ed. Zbl 1084.91523 1 2004 The ET interview: Professor David F. Hendry. (Interviewed by Neil R. Ericsson). Zbl 1125.01300 Ericsson, Neil R. 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 4 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. 30 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. 29 2000 Forecasting non-stationary economic time series. With a foreword by Katarina Juselius. Zbl 0984.62069 Clements, Michael P.; Hendry, David F. 43 1999 Improving on ‘Data mining reconsidered’ by K. D. Hoover and S. J. Perez. Zbl 0965.91044 Hendry, David F.; Krolzig, Hans-Martin 7 1999 Cointegration tests in the presence of structural breaks. Zbl 0834.62083 Campos, Julia; Ericsson, Neil R.; Hendry, David F. 17 1996 Dynamic Econometrics. Zbl 0897.62127 Hendry, David F. 73 1995 The foundations of econometric analysis. Zbl 0868.01027 9 1995 On the interactions of unit roots and exogeneity. Zbl 0836.62108 Hendry, David F. 6 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 71 1993 The computer as von Neumann planned it. Zbl 0944.01508 Godfrey, M. D.; Hendry, D. F. 3 1993 The demand for M1 in the U.S.A., 1960-1988. Zbl 0729.91008 Baba, Yoshihisa; Hendry, David F.; Starr, Ross M. 8 1992 An analogue model of phase-averaging procedures. Zbl 0692.62094 Campos, Julia; Ericsson, Neil R.; Hendry, David F. 4 1990 Econometric evaluation of linear macro-economic models. Zbl 0595.62120 Chong, Yock Y.; Hendry, David F. 26 1986 Monte Carlo experimentation in econometrics. Zbl 0579.62096 Hendry, David F. 23 1984 Dynamic specification. Zbl 0586.62191 Hendry, David F.; Pagan, Adrian R.; Sargan, J. Denis 12 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 115 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. 10 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. 4 1977 The structure of simultaneous equations estimators. Zbl 0323.62076 Hendry, David F. 29 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 cited Publications top 5 cited Publications all top 5 Cited by 697 Authors 34 Hendry, David F. 11 Castle, Jennifer L. 7 Johansen, Søren Glud 7 Kapetanios, George 7 Kurita, Takamitsu 6 Clements, Michael P. 6 Phillips, Peter Charles Bonest 6 Timmermann, Allan G. 5 Ericsson, Neil R. 5 Hansen, Bruce E. 5 Nielsen, Bent 5 White, Halbert Lynn jun. 4 Boswijk, H. Peter 4 Doornik, Jurgen A. 4 Godfrey, Leslie George 4 Granger, Clive William John 4 Kiviet, Jan F. 4 Lütkepohl, Helmut 4 Mouchart, Michel 4 Palm, Franz C. 4 Paruolo, Paolo 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 Urbain, Jean-Pierre 3 Campos, Julia 3 Clark, Todd E. 3 Corradi, Valentina 3 Engle, Robert Fry 3 Fanelli, Luca 3 Haldrup, Niels 3 Hassler, Uwe 3 Imbens, Guido Wilhelmus 3 Juselius, Katarina 3 Koop, Gary 3 Magnus, Jan R. 3 McCracken, Michael W. 3 Newbold, Paul 3 Nymoen, Ragnar 3 Osiewalski, Jacek 3 Pagan, Adrian R. 3 Pennanen, Teemu 3 Saikkonen, Pentti 3 Teräsvirta, Timo 3 Toker, Selma 3 Wickens, Michael R. 3 Zoia, Maria Grazia 2 Abadir, Karim M. 2 Ahlén, Anders 2 Anderson, Theodore Wilbur jun. 2 Bai, Chao 2 Barndorff-Nielsen, Ole Eiler 2 Bollerslev, Tim 2 Carvalho, Alexandre X. 2 Clauset, Aaron 2 Creel, Michael 2 Du, Zaichao 2 Dufour, Jean-Marie 2 Escribano, Alvaro 2 Fawcett, Nicholas W. P. 2 Florens, Jean-Pierre 2 Franses, Philip Hans 2 Gallo, Giampiero M. 2 Geweke, John F. 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 Jansen, Eilev S. 2 Jiao, Xiyu 2 King, Maxwell Leslie 2 Koivu, Matti 2 Komunjer, Ivana 2 Kunitomo, Naoto 2 Lavergne, Christian 2 Lechner, Michael 2 Lee, Junsoo 2 Li, Haiqi 2 Marcellino, Massimiliano 2 McAleer, Michael 2 Mills, Terence C. 2 Mizon, Grayham E. 2 Ng, Serena 2 Nielsen, Jens Perch 2 Nielsen, Morten Ørregaard 2 Orsi, Renzo 2 Osborn, Denise R. 2 Östermark, Ralf 2 Özbay, Nimet 2 Panopoulou, Ekaterini 2 Pettenuzzo, Davide 2 Phillips, Garry D. A. 2 Pick, Andreas 2 Pittis, Nikitas ...and 597 more Authors all top 5 Cited in 105 Serials 162 Journal of Econometrics 34 Econometric Reviews 26 Economics Letters 24 Econometric Theory 20 Computational Statistics and Data Analysis 15 Journal of Economic Dynamics & Control 14 The Econometrics Journal 12 Journal of Forecasting 11 Journal of Time Series Analysis 10 Communications in Statistics. Theory and Methods 9 The Annals of Applied Statistics 8 Journal of Statistical Planning and Inference 8 Studies in Nonlinear Dynamics and Econometrics 7 Computational Economics 7 European Journal of Pure and Applied Mathematics 6 Journal of Applied Statistics 5 International Journal of Control 5 Applied Mathematics and Computation 5 Journal of Statistical Computation and Simulation 5 Statistical Papers 4 Scandinavian Journal of Statistics 4 Mathematics and Computers in Simulation 4 Statistics & Probability Letters 4 Communications in Statistics. Simulation and Computation 4 Open Economies Review 4 Scandinavian Actuarial Journal 3 Statistical Science 3 Annals of Operations Research 3 Computational Statistics 3 Quantitative Finance 3 AStA. Allgemeines Statistisches Archiv 3 Journal of the Italian Statistical Society 3 Journal of Time Series Econometrics 2 Physica A 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 Sankhyā. Series A 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 Economic Review 1 International Statistical Review 1 Journal of Mathematical Economics 1 Journal of Multivariate Analysis 1 Kybernetika 1 Metroeconomica 1 Metron 1 Scandinavian Actuarial Journal 1 Statistica 1 Statistica Neerlandica 1 Synthese 1 Advances in Applied Mathematics 1 Revista Colombiana de Estadística 1 American Journal of Mathematical and Management Sciences 1 Optimization 1 Journal of Economics 1 International Journal of Adaptive Control and Signal Processing 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 Statistica Sinica 1 Applied Mathematical Finance 1 Engineering Analysis with Boundary Elements 1 Boletín de la Sociedad Matemática Mexicana. Third Series 1 International Transactions in Operational Research 1 Journal of Inequalities and Applications 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 Lobachevskii Journal of Mathematics 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 Decisions in Economics and Finance 1 Statistical Methods in Medical Research 1 North American Actuarial Journal 1 AStA. Advances in Statistical Analysis 1 Bulletin of Economic Research 1 Sankhyā. Series B 1 Quantitative Economics 1 European Journal for Philosophy of Science 1 Decision Analysis 1 Computer Science Review ...and 5 more Serials all top 5 Cited in 24 Fields 453 Statistics (62-XX) 191 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 55 Numerical analysis (65-XX) 14 Probability theory and stochastic processes (60-XX) 11 Computer science (68-XX) 11 Operations research, mathematical programming (90-XX) 10 Systems theory; control (93-XX) 8 History and biography (01-XX) 4 General and overarching topics; collections (00-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Biology and other natural sciences (92-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Quantum theory (81-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Mathematical logic and foundations (03-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) 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.