Hendry, David F. Robustifying forecasts from equilibrium-correction systems. (English) Zbl 1418.62467 J. Econom. 135, No. 1-2, 399-426 (2006). MSC: 62P20 62M10 62M20 91B84 PDFBibTeX XMLCite \textit{D. F. Hendry}, J. Econom. 135, No. 1--2, 399--426 (2006; Zbl 1418.62467) Full Text: DOI Link
Hendry, David F. Causality and exogeneity in non-stationary economic time series. (English) Zbl 1284.91473 Welfe, Aleksander (ed.), New directions in macromodelling. Amsterdam: Elsevier (ISBN 0-444-51633-6/hbk). Contributions to Economic Analysis 269, 21-48 (2004). MSC: 91B84 91B64 PDFBibTeX XMLCite \textit{D. F. Hendry}, in: New directions in macromodelling. Amsterdam: Elsevier. 21--48 (2004; Zbl 1284.91473) Full Text: DOI
Clements, Michael P.; Hendry, David F. Forecasting with difference-stationary and trend-stationary models. (English) Zbl 1004.62074 Econom. J. 4, No. 1, S 1-S 19 (2001). MSC: 62M20 PDFBibTeX XMLCite \textit{M. P. Clements} and \textit{D. F. Hendry}, Econom. J. 4, No. 1, S\, 1-S\, 19 (2001; Zbl 1004.62074) Full Text: DOI
Clements, Michael P.; Hendry, David F. Forecasting economic time series. Repr. (English) Zbl 0941.62103 Cambridge: Cambridge University Press. xxii, 368 p. (2000). Reviewer: Herbert S.Buscher (Mannheim) MSC: 62M20 62-02 62P20 91B84 PDFBibTeX XMLCite \textit{M. P. Clements} and \textit{D. F. Hendry}, Forecasting economic time series. Repr. Cambridge: Cambridge University Press (2000; Zbl 0941.62103) Full Text: DOI