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Author
David F. Hendry
also known as D F Hendry, D Hendry, D. F. Hendry
University of Oxford · Institute for New Economic Thinking · California Institute of Technology · University of London
About this author
Works
626
Cited by
38,757
h-index
94
i10
301
ORCID ↗
Top papers
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
Anindya Banerjee, Juan J. Dolado, John W. Galbraith, et al.
·
1993
↗ 1,751
Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom
James Davidson, David F. Hendry, Frank Srba, et al.
·
1978
·
The Economic Journal
↗ 1,617
Exogeneity
Robert F. Engle, David F. Hendry, Jean‐François Richard
·
1983
·
Econometrica
↗ 1,324
Dynamic Econometrics
David F. Hendry
·
1995
↗ 1,155
Testing for a Unit Root
Anindya Banerjee, Juan J. Dolado, John W. Galbraith, et al.
·
1993
↗ 879
Forecasting Economic Time Series
Michael P. Clements, David F. Hendry
·
1998
·
Cambridge University Press eBooks
↗ 868
EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE<sup>*</sup>
Anindya Banerjee, Juan J. Dolado, David F. Hendry, et al.
·
1986
·
Oxford Bulletin of Economics and Statistics
↗ 799
OA
Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
·
2022
·
BOA (University of Milano-Bicocca)
↗ 793
OA
Identification and Inference for Econometric Models
Donald W. K. Andrews, Donald W. K. Andrews, Donald W. K. Andrews, et al.
·
2005
·
Cambridge University Press eBooks
↗ 713
Forecasting Economic Time Series
Michael P. Clements, David F. Hendry
·
1977
·
Oxford University Research Archive (ORA) (University of Oxford)
↗ 701
ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW
David F. Hendry
·
1986
·
Oxford Bulletin of Economics and Statistics
↗ 630
Econometrics: Alchemy or Science?
David F. Hendry
·
2000
↗ 627
Books
The Foundations of Econometric Analysis
1997
·
Cambridge University Press
Econometrics
1993
·
Oxford University Press
PC-GIVE
1989
·
Institute of Economics & Statistics, University of Oxford
Econometric modeling
2007
·
Princeton University Press
Empirical Model Discovery and Theory Evaluation
2014
·
MIT Press
Dynamic econometrics
1995
·
Oxford University Press
Dynamic Econometrics (Advanced Texts in Econometrics)
1995
·
Oxford University Press, USA
Dynamic Econometrics
1995
·
Oxford University Press, Incorporated