Publications

Filtered Results: 74 found

Nov 2016
Paper
All change! The implications of non-stationarity for empirical modelling, forecasting and policy
David Hendry, Felix Pretis
Aug 2016
Journal
An Overview of Forecasting Facing Breaks
in Journal of Business Cycle Research
David Hendry, Jennifer Castle, Michael Clements
Apr 2016
Quantifying the Uncertainty around Break Dates in Models using Indicator Saturation
David Hendry, Felix Pretis
Apr 2016
Journal
Detecting volcanic eruptions in temperature reconstructions by designed break-indicator saturation
in Journal of Economic Surveys
David Hendry, Felix Pretis, Lea Schneider, Jason Smerdon
Mar 2016
Book
Milton Friedman as an empirical modeler
David Hendry, Neil Ericsson, Stedman B. Hood
Dec 2015
Paper
Forecasting and nowcasting macroeconomic variables: A methodological overview
David Hendry, Jennifer Castle, Oleg Kitov
Dec 2015
Paper
Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen'
David Hendry, Jurgen Doornik
Sep 2015
Video
Professor Sir David Hendry: Economics and Big Data [Part 1]
David Hendry
Aug 2015
Presentation
Introductory macro-econometrics: A new approach.
David Hendry
Jun 2015
Robust approaches to forecasting
David Hendry, Jennifer Castle, Michael P. Clements
Jun 2015
Presentation
Economic possibilities for the new government: Some longer-run proposals
David Hendry
Jun 2015
Video
Professor Paul Krugman: Trying to make sense of the British economy
David Hendry
May 2015
Journal
Statistical model selection with "Big Data"
in Cogent Economics & Finance
David Hendry, Jurgen A Doornik
Apr 2015
Journal
Detecting Location Shifts During Model Selection by Step-indicator Saturation
in Econometrics
David Hendry, Jennifer Castle, Jurgen A Doornik, Felix Pretis
Mar 2015
Paper
The Fed Needs Humans
Eric Beinhocker, David Hendry
Feb 2015
Paper
Mining big data by statistical methods
David Hendry