Co-integration, error correction, and the econometric analysis of non-stationary data A Banerjee, JJ Dolado, JW Galbraith, F Hendry, David OUP Catalogue, 1993 | 4435 | 1993 |
Dynamic econometrics DF Hendry Oxford university press, 1995 | 3708 | 1995 |
Exogeneity RF Engle, DF Hendry, JF Richard Econometrica: Journal of the Econometric Society, 277-304, 1983 | 2743 | 1983 |
Econometric modelling of the aggregate time-series relationship between consumers' expenditure and income in the United Kingdom JEH Davidson, DF Hendry, F Srba, S Yeo The economic journal 88 (352), 661-692, 1978 | 2482 | 1978 |
Econometrics: alchemy or science?: essays in econometric methodology DF Hendry OUP Oxford, 2000 | 1659 | 2000 |
Forecasting economic time series M Clements, DF Hendry Cambridge University Press, 1998 | 1363 | 1998 |
EXPLORING THE EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE. A Banerjee, JD Dolado, DF Hendry, GW Smith Oxford Bulletin of Economics & Statistics 48 (3), 1986 | 1249 | 1986 |
Econometric Modelling with Cointegrated Variables: An Overview. DF Hendry Oxford Bulletin of Economics & Statistics 48 (3), 1986 | 1027 | 1986 |
Dynamic specification DF Hendry, AR Pagan, JD Sargan Handbook of econometrics 2, 1023-1100, 1984 | 1013 | 1984 |
Serial correlation as a convenient simplification, not a nuisance: A comment on a study of the demand for money by the Bank of England DF Hendry, GE Mizon The Economic Journal 88 (351), 549-563, 1978 | 875 | 1978 |
Forecasting non-stationary economic time series MP Clements, DF Hendry mit Press, 1999 | 836 | 1999 |
Empirical Econometric Modelling. JA Doornik, DF Hendry Timberlake Consultants Ltd, 2009 | 834* | 2009 |
Econometric evaluation of linear macro-economic models YY Chong, DF Hendry The Review of Economic Studies 53 (4), 671-690, 1986 | 745 | 1986 |
On the formulation of empirical models in dynamic econometrics DF Hendry, JF Richard Journal of Econometrics 20 (1), 3-33, 1982 | 742 | 1982 |
Explaining cointegration analysis: Part 1 DF Hendry, K Juselius The Energy Journal 21 (1), 2000 | 674 | 2000 |
The econometric analysis of economic time series DF Hendry, JF Richard International Statistical Review/Revue Internationale de Statistique, 111-148, 1983 | 658* | 1983 |
Forecasting: theory and practice F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ... International Journal of Forecasting 38 (3), 705-871, 2022 | 639 | 2022 |
Predictive failure and econometric modelling in macroeconomics: The transactions demand for money DF Hendry General-to-specific modelling, 535-560, 2005 | 639 | 2005 |
An econometric analysis of UK money demand in monetary trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz DF Hendry, NR Ericsson The American Economic Review, 8-38, 1991 | 614 | 1991 |
Explaining cointegration analysis: Part II DF Hendry, K Juselius The Energy Journal 22 (1), 2001 | 604 | 2001 |