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- ArticleCommon volatility shocks driven by the global carbon transition
- ArticleAnalysing differences between scenarios
- ArticleRobust Discovery of Regression Models
- ArticleShort-term forecasting of the coronavirus pandemic
- ArticleEconometrics for Modelling Climate Change
- ArticleForecasting Facing Economic Shifts, Climate Change and Evolving Pandemics
- ArticleModelling non-stationary ‘Big Data’
- ArticleA strategy for achieving net-zero emissions by 2050
- ArticleEconometric methods for empirical climate modelling
- ArticleCard forecasts for M4
- ArticleClimate Econometrics: An Overview
- ArticleDeciding between alternative approaches in macroeconomics
- ArticleResponse to the Discussants of ‘Deciding between alternative approaches in macroeconomics’
- ArticleThe future of macroeconomics: macro theory and models at the Bank of England
- ArticleEvaluating Forecasts, Narratives and Policy Using a Test of Invariance
- ArticleMilton Friedman and Data Adjustment
- ArticleEvaluating multi-step system forecasts with relatively few forecast-error observations
- ArticleThe impact of integrated measurement errors on modeling long-run macroeconomic time series
- ArticleAn Overview of Forecasting Facing Breaks
- ArticleOutliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen
- ArticleDETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION
- ArticleImproving the teaching of econometrics
- ArticleStatistical model selection with ���Big Data���
- ArticleDetecting Location Shifts during Model Selection by Step-Indicator Saturation
- ArticleRobust approaches to forecasting
- ArticleUnpredictability in economic analysis, econometric modeling and forecasting
- ArticleSemi-Automatic Nonlinear Model Selection
- ArticleMODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
- ArticleModel selection in under-specified equations facing breaks
- ArticleForecasting by factors, by variables, by both or neither?
- ArticleMisspecification Testing: Non-Invariance of Expectations Models of Inflation
- ArticleComment on "Polynomial cointegration tests of anthropogenic impact on global warming" by Beenstock et al. (2012) – some hazards in econometric modelling of climate change
- ArticleEconometric Modelling: The ‘Consumption Function’ In Retrospect
- ArticleRetrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’,Scottish Journal of Political Economy,30(1983), 193-220'
- ArticleComment on "Polynomial cointegration tests of anthropogenic impact on global warming" by Beenstock et al. (2012) – Some fallacies in econometric modelling of climate change
- ArticleModel Selection in Equations with Many ‘Small’ Effects*
- ArticleModel selection when there are multiple breaks
- ArticleOpen-Model Forecast-Error Taxonomies
- ArticleMathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics
- ArticleAutomatic Selection for Non-linear Models
- ArticleThe Oxford Handbook of Economic Forecasting
- ArticleIntroduction
- ArticleForecasting Breaks and Forecasting During Breaks
- ArticleForecasting from misspecified Models in the Presence of Unanticipated Location Shifts
- ArticleWhat Needs Rethinking in Macroeconomics?
- ArticleCombining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate
- ArticleOn adding over-identifying instrumental variables to simultaneous equations
- ArticleEvaluating Automatic Model Selection
- ArticleEconometric Modelling of Time Series with Outlying Observations
- ArticleRevisiting UK consumers’ expenditure: cointegration, breaks and robust forecasts
- ArticleA low-dimension portmanteau test for non-linearity
- ArticleForecasting with equilibrium-correction models during structural breaks
- ArticleProfessor Sir Clive W.J. Granger and Cointegration
- ArticleAn Automatic Test of Super Exogeneity*
- ArticleNowcasting from disaggregates in the face of location shifts
- ArticleOBITUARY
- ArticleNowcasting is not Just Contemporaneous Forecasting
- ArticleTHE ECONOMETRIC ANALYSIS OF ECONOMIC POLICY
- ArticleEXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*
- ArticleAN ECONOMETRIC MODEL OF UNITED KINGDOM BUILDING SOCIETIES*
- ArticleModel Identification and Nonunique Structure*
- ArticleThe long-run determinants of UK wages, 1860–2004
- ArticleComment on "Excessive Ambitions" (by Jon Elster)
- ArticleLinear vs. Log-linear Unit-Root Specification: An Application of Mis-specification Encompassing*
- ArticleForeword
- ArticleGuest Editors’ Introduction to Special Issue on Encompassing
- ArticleLog Income vs. Linear Income: An Application of the Encompassing Principle*
- ArticleEconomic Forecasting in a Changing World
- ArticleAutomatic selection of indicators in a fully saturated regression
- ArticleElusive return predictability: Discussion
- ArticleChapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation
- ArticleChapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991
- ArticleAutomatic selection of indicators in a fully saturated regression
- ArticleCo-Breaking
- ArticleForeword
- ArticleRobustifying forecasts from equilibrium-correction systems
- ArticleA comment on “Specification searches in spatial econometrics: The relevance of Hendry's methodology”
- ArticleChapter 12 Forecasting with Breaks
- ArticleEvaluating a Model by Forecast Performance*
- ArticleGuest Editors' Introduction: Information in Economic Forecasting
- ArticleRegression Models with Data-based Indicator Variables*
- ArticleGeneral-to-specific Modeling: An Overview and Selected Bibliography
- ArticleNon-parametric direct multi-step estimation for forecasting economic processes
- ArticleThe Properties of Automatic GETS Modelling*
- ArticleA DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
- ArticleWe Ran One Regression*
- ArticleAutomatic model selection: a new instrument for social science
- ArticleTHE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
- ArticlePooling of forecasts
- ArticleThe Nobel Memorial Prize for Clive W. J. Granger
- ArticleThe ET Interview: Professor David F. Hendry
- ArticleA Companion to Economic Forecasting
- ArticleA Companion to Economic Forecasting
- ArticleJohn Denis Sargan 1924–1996
- ArticleConsistent Model Selection by an Automatic Gets Approach*
- ArticleGuest Editors' Introduction: Model Selection and Evaluation in Econometrics
- ArticleJ. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY
- ArticleEconomic forecasting: some lessons from recent research
- ArticleModelling methodology and forecast failure
- ArticleApplied Econometrics without Sinning
- ArticleComputationally intensive econometrics using a distributed matrix-programming language
- ArticleAn Historical Perspective on Forecast Errors
- ArticleForecasting in Econometrics: editors’ introduction
- ArticleComputer automation of general-to-specific model selection procedures
- ArticleModelling UK inflation, 1875–1991
- ArticleConstructing Historical Euro‐zone Data
- ArticleExplaining Cointegration Analysis: Part II
- ArticleAchievements and challenges in econometric methodology
- ArticleReconstructing Aggregate Euro-zone Data
- ArticleEconometrics: Alchemy or Science?
- ArticleIntroduction
- ArticleEconometrics – Alchemy or Science?
- ArticleMonetary Economic Myth and Econometric Reality
- ArticleThe Structure of Simultaneous Equations Estimators
- ArticlePostscript: The Econometrics of PC‐GIVE
- ArticleDynamic Specification
- ArticleExogeneity
- ArticleThe Econometric Analysis of Economic Time Series
- ArticleEconometric Modelling: The ‘Consumption Function’ In Retrospect
- ArticleEpilogue: The Success of General‐To‐Specific Model Selection
- ArticleOn the Time‐Series Approach to Econometric Model Building
- ArticleStochastic Specification in an Aggregate Demand Model of the United Kingdom
- ArticleLiquidity and Inflation Effects on Consumers' Expenditure
- ArticleInterpreting Econometric Evidence: The Behaviour of Consumers' Expenditure in the United Kingdom
- ArticlePredictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Money
- ArticleAUTOREG: A Computer Program Library for Dynamic Econometric Models With Autoregressive Errors
- ArticleOn the Formulation of Empirical Models in Dynamic Econometrics
- ArticleAn Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
- ArticleThe influence of A.W. Phillips on econometrics
- ArticleOn detectable and non-detectable structural change
- ArticleExplaining Cointegration Analysis: Part 1
- ArticleOn winning forecasting competitions in economics
- ArticleEncompassing and rational expectations: How sequential corroboration can imply refutation
- ArticleInference in Cointegrating Models: UK M1 Revisited
- ArticleThe Econometrics Journal of the Royal Economic Society
- ArticlePreface
- ArticleCommon acronyms
- ArticleAn introduction to forecasting
- ArticleFirst principles
- ArticleEvaluating forecast accuracy
- ArticleForecasting in univariate processes
- ArticleMonte Carlo techniques
- ArticleCombining forecasts
- ArticleTesting forecast accuracy
- ArticleForecasting with large-scale macroeconometric models
- ArticleA theory of intercept corrections: beyond mechanistic forecasts
- ArticleExogeneity, Cointegration, and Economic Policy Analysis
- ArticleExogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
- ArticleFriedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom
- ArticleForecasting economic processes
- ArticleThe Demand for Broad Money in the United Kingdom, 1878-1993
- ArticleForecasting economic time series
- ArticleOn congruent econometric relations
- ArticleThe Econometrics of Macroeconomic Forecasting
- ArticleThe Econometrics of Macroeconomic Forecasting
- ArticleAn empirical study of seasonal unit roots in forecasting
- ArticleThe Implications for Econometric Modelling of Forecast Failure
- ArticleJohn Denis Sargan
- ArticleObituary: John Denis Sargan, 1924-1996
- ArticleMULTI‐STEP ESTIMATION FOR FORECASTING
- ArticleEncompassing and Specificity
- ArticleIntercept corrections and structural change
- ArticleAn evaluation of forecasting using leading indicators
- ArticleForecasting in macro-economics Michael P. Clements
- ArticleTypologies of linear dynamic systems and models
- ArticleCointegration tests in the presence of structural breaks
- ArticleEconometrics and Business Cycle Empirics
- ArticleMacro-Economic Forecasting and Modelling
- ArticleForecasting in cointegrated systems
- ArticleDynamic Econometrics
- ArticleEconometric Concepts
- ArticleIntroduction
- ArticleLikelihood
- ArticleEncompassing
- ArticleModelling Issues
- ArticleDynamic Systems
- ArticleEconometric Tools and Techniques
- ArticleSimultaneous Equations Systems
- ArticleMeasurement Problems in Econometrics
- ArticleTesting and Evaluation
- ArticleEconometrics in Action
- ArticleDynamics and Interdependence
- ArticleExogeneity and Causality
- ArticleInterpreting Linear Models
- ArticleA Typology of Linear Dynamic Equations
- ArticleThe Theory of Reduction
- ArticleThe Foundations of Econometric Analysis
- ArticleOn the interactions of unit roots and exogeneity
- ArticleA reply to armstrong and fildes
- ArticleEncompassing in stationary linear dynamic models
- ArticleProfessor H.O.A. Wold: 1908–1992
- ArticleMODELLING LINEAR DYNAMIC ECONOMETRIC SYSTEMS
- ArticleHUS REVISITED
- ArticleOn the limitations of comparing mean square forecast errors: A reply
- ArticleOn the limitations of comparing mean square forecast errors
- ArticleCo-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- ArticleCo‐Integration
- ArticleConclusion
- ArticleTesting superexogeneity and invariance in regression models
- ArticleCointegration Tests in the Presence of Structural Breaks
- ArticleTESTING INTEGRATION AND COINTEGRATION: AN OVERVIEW
- ArticleAn econometric analysis of TV advertising expenditure in the United Kingdom
- ArticleTesting the lucas critique: A review
- ArticleLikelihood Evaluation for Dynamic Latent Variables Models
- ArticleThe Demand for M1 in the U.S.A., 1960-1988
- ArticlePRACTITIONER'S CORNER: Using PC‐NAIVE in Teaching Econometrics
- ArticleThe response of consumption to income: A cross-country investigation
- ArticleModeling the demand for narrow money in the United Kingdom and the United States
- ArticleA Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots
- ArticleA Conversation on Econometric Methodology
- ArticleAn analogue model of phase-averaging procedures
- ArticleEncompassing and Rational Expectations: How Sequential Corroboration Can Imply Refutation
- ArticleComment
- ArticleA RE-ANALYSIS OF CONFLUENCE ANALYSIS *
- ArticleInterpreting Long-Run Equilibrium Solutions in Conventional Macro Models: A Comment
- ArticleEncompassing
- ArticleLetters to the Editor
- ArticleEconometric analysis of small linear systems using PC-FIML
- ArticleTHE ENCOMPASSING IMPLICATIONS OF FEEDBACK VERSUS FEEDFORWARD MECHANISMS IN ECONOMETRICS *
- ArticleEconometrics in action
- ArticleEmpirical modeling in dynamic econometrics
- ArticleECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW
- ArticleEconometric Evaluation of Linear Macro-Economic Models
- ArticlePRACTITIONERS' CORNER: Using PC‐GIVE in Econometrics Teaching
- ArticleAn excursion into conditional varianceland**
- ArticleAssertion without Empirical Basis: An Econometric Appraisal of Monetary Trends in ... the United Kingdom by Milton Friedman and Anna J. Schwartz
- ArticleMONETARY ECONOMIC MYTH AND ECONOMETRIC REALITY
- ArticleChapter 16 Monte carlo experimentation in econometrics
- ArticleChapter 18 Dynamic specification
- ArticleOn High and Low R2 Contributions
- ArticleECONOMETRIC MODELLING: THE "CONSUMPTION FUNCTION" IN RETROSPECT
- ArticleExogeneity
- ArticleOn Keynesian model building and the rational expectations critique: a question of methodology
- ArticleComment
- ArticleOn the formulation of empirical models in dynamic econometrics
- ArticleA reply to Professors Maasoumi and Phillips
- ArticleComment whither disequilibrium econometrics?
- ArticleInterpreting econometric evidence
- ArticleEconometrics-Alchemy or Science?
- ArticleAutoreg: a computer program library for dynamic econometric models with autoregressive errors
- ArticleThe behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
- ArticleThe Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems
- ArticleEstimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors
- ArticleThe structure of simultaneous equations estimators
- ArticleMonte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
- ArticleStochastic Specification in an Aggregate Demand Model of the United Kingdom
- ArticleSURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65
- ArticleForeword by David Hendry
- Articleequilibrium-correction models
- ArticleEquilibrium-correction Models
- ArticleForecasting in cointegrated systems
- ArticleForecasting using leading indicators
- ArticleMulti-step estimation
- ArticleParsimony
- ArticlePostscript
- ArticleGlossary
- ArticleReferences
- ArticleAn Overview of Economic Forecasting
- ArticleExplaining Forecast Failure in Macroeconomics
- ArticleSargan, John Denis 1924–1996
- ArticleBridging the Gap: Linking Economics and Econometrics
- ArticleNon-Parametric Direct Multi-Step Estimation for Forecasting Economic Processes
- ArticleThe Properties of Model Selection When Retaining Theory Variables
- ArticleSelecting a Regression Saturated by Indicators
- ArticleExogeneity, Cointegration, and Economic Policy Analysis
- ArticleEconometric methodology: a personal perspective
- ArticleSargan, John Denis 1924â1996
- ArticleAnthropogenic influences on atmospheric CO2
- ArticleGeneral-to-Specific Modeling: An Overview and Selected Bibliography