Items which include David Hendry

Title Date
Forecasting: An essential introduction
Card forecasts for M4
Explaining Nowcast Errors
The Future of Macroeconomics: Macro Theory and Models at the Bank of England
Selecting a Model for Forecasting
Avoiding 'Cautionary Notes about Robustness' by using Model Selection
First-in, First-out: Modelling the UK's CO2 Emissions, 1860-2016
Analyzing Differences between Scenarios
Climate change: past, present and future
A Nowcast Error Taxonomy
Imperfect Knowledge, Unpredictability and the Failures of Modern Macroeconomics
Deciding between alternative approaches in macroeconomics
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance
The Impact of Near-Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series
Forget about Rational Expectations
John Denis Sargan at the London School of Economics
Policy analysis, forediction, and forecast failure
Deciding between alternative approaches in macroeconomics
The impact of integrated measurement errors on modeling long-run macroeconomic time series
Clive W.J. Granger and Cointegration
Economic forecasting in theory and practice: An interview with David F. Hendry
Granger Causality
Evaluating Multi-Step System Forecasts with Relatively Few Forecast-error Observations
Evaluating multi-step system forecasts with relatively few forecast-error observations
All Change! The Implications of Non-stationarity for Empirical Modelling, Forecasting and Policy
An Overview of Forecasting Facing Breaks
Quantifying the Uncertainty around Break Dates in Models using Indicator Saturation
Improving the teaching of econometrics
Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation
Improving the teaching of econometrics
Milton Friedman as an Empirical Modeler
Forecasting and nowcasting macroeconomic variables: A methodological overview
Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen'
Professor Sir David Hendry: Economics and Big Data [Part 1]
Introductory macro-econometrics: A new approach.
Robust approaches to forecasting
Economic possibilities for the new government: Some longer-run proposals
Professor Paul Krugman: Trying to make sense of the British economy
Statistical Model Selection with Big Data
Detecting Location Shifts During Model Selection by Step-indicator Saturation
The Fed Needs Humans
Mining big data by statistical methods
Climate change: Lessons for our future from the distant past
Unpredictability in economic analysis, econometric modeling and forecasting
Empirical Model Discovery and Theory Evaluation (2014 Book)
Semi-automatic Non-linear Model Selection
Model Discovery and Trygve Haavelmo's Legacy
Why DSGEs crash during crises
David Hendry - Celebrating a career of impact
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting
The real-wage productivity nexus
Model Selection in Under-Specified Equations with Breaks
Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect
Mis-specification testing: Non-Invariance of expectations models of inflation
Step Indicator Saturation
Can economists forecast economic crashes?
Model Selection in Equations with Many ‘Small’ Effects
Some hazards in econometric modelling of climate change
Some Fallacies in Econometric Modelling of Climate Change: a comment on Beenstock et al., 2012
Model selection when there are multiple breaks
Open-Model Forecast-Error Taxonomies
Anthropogenic Influences on Atmospheric CO2
Forecasting by factors, by variables, by both or neither?
Forecasting from Structural Econometric Models
Programme on Economic Modelling Launch Conference
Empirical Economic Model Discovery and Theory Evaluation (2011 Article)
Forecasting Breaks and During Breaks
Oxford Handbook of Economic Forecasting
Forecasting from misspecified Models in the Presence of Unanticipated Location Shifts
Justifying Empirical Macro-econometric Evidence
A Tale of Three Cities Model Selection in Over-, Exact, and Under-specified Equations
Automatic Selection for Non-linear Models
On not evaluating economic models by forecast outcomes
Mathematical models and economic forecasting: Some uses & misuses of mathematics in economics
Revisiting UK consumers’ expenditure: cointegration, breaks and robust forecasts
Climate Change: Possible lessons for our future from the distant past
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate
What Needs Rethinking in Macroeconomics?
On adding over-identifying instrumental variables to simultaneous equations
Evaluating Automatic Model Selection
Econometric Modelling of Time Series with Outlying Observations
Revisiting UK consumers’ expenditure: cointegration, breaks and robust forecasts
How empirical evidence does or does not influence economic thinking and theory
Identification and Nonunique Structure
Oxford Bulletin of Economics and Statistics, Special Issue on Encompassing
Guest Editors' Introduction to Special Issue on Encompassing