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Computer automation of general-to-specific model selection procedures
Krolzig, Hans-Martin; Hendry, David F. - 2000
Persistent link: https://www.econbiz.de/10001503808
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Explaining cointegration analysis, Part 1
Hendry, David F.; Jusélius, Katarina - In: The energy journal 21 (2000) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001444176
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Exogeneity, cointegration, and economic policy analysis
Ericsson, Neil R. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 370-387
Persistent link: https://www.econbiz.de/10001251809
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Computer automation of general-to-specific model selection procedures
Krolzig, Hans-Martin; Hendry, David F. - In: Journal of economic dynamics & control 25 (2001) 6/7, pp. 831-866
Persistent link: https://www.econbiz.de/10001571994
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Explaining cointegration analysis, Part 2
Hendry, David F.; Jusélius, Katarina - In: The energy journal 22 (2001) 1, pp. 75-120
Persistent link: https://www.econbiz.de/10001580800
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Explaining cointegration analysis : Part II
Hendry, David F.; Jusélius, Katarina - 2000
Persistent link: https://www.econbiz.de/10001565834
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Forecasting from misspecified Models in the Presence of Unanticipated Location Shifts
Clements, Michael P.; Hendry, David F. - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882021
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Misspecification testing : non-invariance of expectations models of inflation
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - In: Econometric reviews 33 (2014) 5/6, pp. 553-574
Persistent link: https://www.econbiz.de/10010360791
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A low-dimension portmanteau test for non-linearity
Castle, Jennifer; Hendry, David F. - In: Journal of econometrics 158 (2010) 2, pp. 231-245
Persistent link: https://www.econbiz.de/10008839958
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The impact of integrated measurement errors on modelling long-run macroeconomic time series
Duffy, James A.; Hendry, David F. - 2017
Persistent link: https://www.econbiz.de/10011630053