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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 · IdRef
Documents Indexed: 75 Publications since 1969, including 10 Books
6 Contributions as Editor · 1 Further Contribution
Biographic References: 3 Publications
Co-Authors: 42 Co-Authors with 65 Joint Publications
439 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

60 Publications have been cited 724 times in 495 Documents Cited by Year
Exogeneity. Zbl 0528.62093
Engle, Robert F.; Hendry, David F.; Richard, Jean-Francois
111
1983
Dynamic Econometrics. Zbl 0897.62127
Hendry, David F.
69
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
67
1993
Forecasting non-stationary economic time series. With a foreword by Katarina Juselius. Zbl 0984.62069
Clements, Michael P.; Hendry, David F.
41
1999
Pooling of forecasts. Zbl 1053.62104
Hendry, David F.; Clements, Michael P.
39
2004
Computer automation of general-to-specific model selection procedures. Zbl 0978.91073
Krolzig, H. M.; Hendry, D. F.
28
2001
Forecasting economic time series. Repr. Zbl 0941.62103
Clements, Michael P.; Hendry, David F.
28
2000
The structure of simultaneous equations estimators. Zbl 0323.62076
Hendry, David F.
28
1976
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.
22
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
Cointegration tests in the presence of structural breaks. Zbl 0834.62083
Campos, Julia; Ericsson, Neil R.; Hendry, David F.
14
1996
The econometric analysis of economic time series. Zbl 0518.62096
Hendry, David F.; Richard, Jean-Francois
14
1983
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
Automatic selection of indicators in a fully saturated regression. Zbl 1222.62091
Santos, Carlos; Hendry, David F.; Johansen, Soren
11
2008
Dynamic specification. Zbl 0586.62191
Hendry, David F.; Pagan, Adrian R.; Sargan, J. Denis
11
1984
An automatic test of super exogeneity. Zbl 05984104
Hendry, David F.; Santos, Carlos
10
2010
The foundations of econometric analysis. Zbl 0868.01027
9
1995
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors. Zbl 0445.62116
Hendry, David F.
9
1979
Evaluating automatic model selection. Zbl 1266.91057
Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.
8
2011
The demand for M1 in the U.S.A., 1960-1988. Zbl 0729.91008
Baba, Yoshihisa; Hendry, David F.; Starr, Ross M.
7
1992
Econometric modeling. A likelihood approach. Zbl 1153.62095
Hendry, David F.; Nielsen, Bent
7
2007
Forecasting with equilibrium-correction models during structural breaks. Zbl 1431.62595
Castle, Jennifer L.; Fawcett, Nicholas W. P.; Hendry, David F.
7
2010
Model selection when there are multiple breaks. Zbl 1443.62436
Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.
7
2012
On the interactions of unit roots and exogeneity. Zbl 0836.62108
Hendry, David F.
6
1995
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate. Zbl 1209.91134
Hendry, David F.; Hubrich, Kirstin
6
2011
Improving on ‘Data mining reconsidered’ by K. D. Hoover and S. J. Perez. Zbl 0965.91044
Hendry, David F.; Krolzig, Hans-Martin
6
1999
The properties of autoregressive instrumental variables estimators in dynamic systems. Zbl 0358.62089
Hendry, David F.; Srba, Frank
6
1977
Forecasting with difference-stationary and trend-stationary models. Zbl 1004.62074
Clements, Michael P.; Hendry, David F.
5
2001
Robustifying forecasts from equilibrium-correction systems. Zbl 1418.62467
Hendry, David F.
5
2006
A dialogue concerning a new instrument for econometric modeling. Zbl 1161.62453
Granger, Clive W. J.; Hendry, David F.
4
2005
Computationally intensive econometrics using a distributed matrix-programming language. Zbl 1056.91547
Doornik, Jurgen A.; Hendry, David F.; Shephard, Neil
4
2002
Unpredictability in economic analysis, econometric modeling and forecasting. Zbl 1311.62193
Hendry, David F.; Mizon, Grayham E.
4
2014
Achievements and challenges in econometric methodology. Zbl 1099.62553
Hendry, David F.
3
2001
On adding over-identifying instrumental variables to simultaneous equations. Zbl 1211.62107
Hendry, David F.
3
2011
Econometric modelling of time series with outlying observations. Zbl 1266.91069
Hendry, David F.; Mizon, Grayham E.
3
2011
A reply to Professors Maasoumi and Phillips. Zbl 0503.62096
Hendry, David F.
3
1982
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 in under-specified equations facing breaks. Zbl 1293.62179
Castle, Jennifer L.; Hendry, David F.
3
2014
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
Encompassing in stationary linear dynamic models. Zbl 0814.62074
Govaerts, Bernadette; Hendry, David F.; Richard, Jean-François
2
1994
Forecasting in the presence of structural breaks and policy regime shifts. Zbl 1119.62088
Hendry, David F.; Mizon, Grayham E.
2
2005
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
Model discovery and Trygve Haavelmo’s legacy. Zbl 1329.62470
Hendry, David F.; Johansen, Søren
2
2015
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
The computer as von Neumann planned it. Zbl 0944.01508
Godfrey, M. D.; Hendry, D. F.
2
1993
A low-dimension portmanteau test for non-linearity. Zbl 1431.62346
Castle, Jennifer L.; Hendry, David F.
2
2010
An analogue model of phase-averaging procedures. Zbl 0692.62094
Campos, Julia; Ericsson, Neil R.; Hendry, David F.
2
1990
Time-series econometrics. Zbl 0547.62074
Hendry, David F.
2
1984
Model identification and nonunique structure. Zbl 1380.62093
Hendry, David F.; Lu, Maozu; Mizon, Grayham E.
1
2009
Explaining forecast failure in macroeconomics. 1st paperback ed. Zbl 1180.91196
Clements, Michael P.; 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
AUTOREG: A computer program library for dynamic econometric models with autoregressive errors. Zbl 0437.62108
Hendry, David F.; Srba, Frank
1
1980
Causality and exogeneity in non-stationary economic time series. Zbl 1284.91473
Hendry, David F.
1
2004
Climate econometrics: an overview. Zbl 1456.62277
Castle, Jennifer L.; Hendry, David F.
1
2020
Climate econometrics: an overview. Zbl 1456.62277
Castle, Jennifer L.; Hendry, David F.
1
2020
Model discovery and Trygve Haavelmo’s legacy. Zbl 1329.62470
Hendry, David F.; Johansen, Søren
2
2015
Unpredictability in economic analysis, econometric modeling and forecasting. Zbl 1311.62193
Hendry, David F.; Mizon, Grayham E.
4
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.
7
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.
8
2011
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate. Zbl 1209.91134
Hendry, David F.; Hubrich, Kirstin
6
2011
On adding over-identifying instrumental variables to simultaneous equations. Zbl 1211.62107
Hendry, David F.
3
2011
Econometric modelling of time series with outlying observations. Zbl 1266.91069
Hendry, David F.; Mizon, Grayham E.
3
2011
An automatic test of super exogeneity. Zbl 05984104
Hendry, David F.; Santos, Carlos
10
2010
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
11
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.
5
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.
39
2004
Explaining forecast failure in macroeconomics. 1st paperback ed. Zbl 1180.91196
Clements, Michael P.; 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
Causality and exogeneity in non-stationary economic time series. Zbl 1284.91473
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.
28
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.
28
2000
Forecasting non-stationary economic time series. With a foreword by Katarina Juselius. Zbl 0984.62069
Clements, Michael P.; Hendry, David F.
41
1999
Improving on ‘Data mining reconsidered’ by K. D. Hoover and S. J. Perez. Zbl 0965.91044
Hendry, David F.; Krolzig, Hans-Martin
6
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.
69
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
67
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.
22
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
111
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 639 Authors

34 Hendry, David F.
11 Castle, Jennifer L.
7 Kapetanios, George
6 Clements, Michael P.
6 Johansen, Søren Glud
6 Kurita, Takamitsu
6 Phillips, Peter Charles Bonest
5 Hansen, Bruce E.
5 White, Halbert Lynn jun.
4 Boswijk, H. Peter
4 Doornik, Jurgen A.
4 Ericsson, Neil R.
4 Godfrey, Leslie G.
4 Granger, Clive William John
4 Kiviet, Jan F.
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 Engle, Robert Fry
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 Mouchart, Michel
3 Newbold, Paul
3 Nielsen, Bent
3 Nymoen, Ragnar
3 Osiewalski, Jacek
3 Paruolo, Paolo
3 Pennanen, Teemu
3 Saikkonen, Pentti
3 Teräsvirta, Timo
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 Fanelli, Luca
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 King, Maxwell Leslie
2 Koivu, Matti
2 Komunjer, Ivana
2 Kunitomo, Naoto
2 Lavergne, Christian
2 Lechner, Michael
2 Li, Haiqi
2 Marcellino, Massimiliano
2 McAleer, Michael
2 Mills, Terence C.
2 Mizon, Grayham E.
2 Ng, Serena
2 Nielsen, Morten Ørregaard
2 Orsi, Renzo
2 Osborn, Denise R.
2 Östermark, Ralf
2 Pagan, Adrian R.
2 Panopoulou, Ekaterini
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
...and 539 more Authors
all top 5

Cited in 97 Serials

156 Journal of Econometrics
32 Econometric Reviews
26 Economics Letters
24 Econometric Theory
20 Computational Statistics and Data Analysis
14 Journal of Economic Dynamics & Control
14 The Econometrics Journal
12 Journal of Forecasting
9 Communications in Statistics. Theory and Methods
9 The Annals of Applied Statistics
8 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
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 Studies in Nonlinear Dynamics and Econometrics
3 Quantitative Finance
3 AStA. Allgemeines Statistisches Archiv
3 Journal of the Italian Statistical Society
3 Journal of Time Series Econometrics
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
1 Computers & Mathematics with Applications
1 International Journal of Systems Science
1 Linear and Multilinear Algebra
1 Mathematical Biosciences
1 Physica A
1 Annals of the Institute of Statistical Mathematics
1 International Journal of Mathematics and Mathematical Sciences
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 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 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 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 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 AStA. Advances in Statistical Analysis
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

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