WorldCat Identities

Hendry, David F.

Works: 240 works in 716 publications in 5 languages and 8,132 library holdings
Roles: Editor, Honoree, Creator, Dedicatee
Classifications: HB3730, 330.015195
Publication Timeline
Publications about  David F Hendry Publications about David F Hendry
Publications by  David F Hendry Publications by David F Hendry
Most widely held works about David F Hendry
Most widely held works by David F Hendry
Forecasting non-stationary economic time series by Michael P Clements ( )
40 editions published between 1998 and 2001 in English and held by 2,218 WorldCat member libraries worldwide
"In their second book on economic forecasting, Michael P. Clements and David F. Hendry ask why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to economic forecasting, they look at the implications for causal modeling, present a taxonomy of forecast errors, and delineate the sources of forecast failure. They show that forecast-period shifts in deterministic factors - interacting with model misspecification, collinearity, and inconsistent estimation - are the dominant source of systematic failure
Understanding economic forecasts ( Book )
18 editions published between 2001 and 2003 in English and held by 728 WorldCat member libraries worldwide
Econometrics : alchemy or science? : essays in econometric methodology by David F Hendry ( Book )
32 editions published between 1992 and 2004 in English and Undetermined and held by 679 WorldCat member libraries worldwide
David F. Hendry explains the logic of his approach to econometric modelling and describes recent major advances in computer-automated modelling, which establish the success of the proposed strategy
A companion to economic forecasting by Michael P Clements ( )
32 editions published between 2002 and 2007 in English and held by 658 WorldCat member libraries worldwide
A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together a range of contrasting approaches and views. Forecasting is a practical venture, so many of the chapters are aimed at practitioners and nonspecialists. This book surveys a field that has expanded rapidly in recent years. There are no other up-to-date treatments that survey forecasting in a single volume. The Companion provides a comprehensive account of the leading approaches and modeling strategies that are routinely employed. An extensive editorial overview places the contributions in context, and shows their interconnections and commonalities
Dynamic econometrics by David F Hendry ( Book )
31 editions published between 1994 and 2009 in English and Undetermined and held by 531 WorldCat member libraries worldwide
The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. This book develops an econometric approach which sustains constructive modelling, clarifies the status of empirical econometric models, and formulates structured tools for critically appraising evidence. Professor Hendry deals with methodological issues of model discovery, data mining, and progressive research strategies, and with major tools for modelling (including recursive methods, encompassing, super exogeneity, and invariance tests). In addition, he considers practical problems of collinearity, heteroscedacity, and measurement errors, and includes an extensive study of UK money demand
The foundations of econometric analysis ( Book )
21 editions published between 1995 and 1997 in English and Norwegian and held by 520 WorldCat member libraries worldwide
In this compelling book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians, some of which have never been published before. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics. However, because they are technically straightforward, the book is also accessible to students and non-specialists. An editorial commentary places the readings in their historical context and indicates the continuing relevance of these early, yet highly sophisticated, works for current econometric analysis. While this book provides a companion volume to Mary Morgan's acclaimed The History of Econometric Ideas, the editors' commentary both adds to that earlier volume and also provides a stand-alone and synthetic account of the development of econometrics
Econometrics and quantitative economics ( Book )
9 editions published in 1984 in 3 languages and held by 410 WorldCat member libraries worldwide
Econometric modeling : a likelihood approach by David F Hendry ( Book )
12 editions published in 2007 in English and Swedish and held by 283 WorldCat member libraries worldwide
The methodology and practice of econometrics : a festschrift in honour of David F. Hendry ( Book )
12 editions published in 2009 in English and held by 243 WorldCat member libraries worldwide
Building upon, and celebrating the work of David F. Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the methodology of econometrics
The Oxford handbook of economic forecasting by Michael P Clements ( Book )
10 editions published in 2011 in English and held by 214 WorldCat member libraries worldwide
Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models
Conditional econometric modelling an application to new house prices in the United Kingdom by Neil R Ericsson ( )
5 editions published in 1985 in English and held by 166 WorldCat member libraries worldwide
The econometrics of economic policy by Anindya Banerjee ( Book )
19 editions published between 1996 and 1997 in English and held by 166 WorldCat member libraries worldwide
Assertion without empirical basis an econometric appraisal of Monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz by David F Hendry ( )
4 editions published in 1985 in English and held by 119 WorldCat member libraries worldwide
Co-integration, error correction, and the econometric analysis of non-stationary data by Anindya Banerjee ( )
3 editions published between 1993 and 1994 in English and Undetermined and held by 76 WorldCat member libraries worldwide
This book is wide-ranging in its account of literature on cointegration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although techniques appropriate to analyzing such data are relatively new, with few existing expositions of the literature. This book explores relationships among integrated data series and their use in dynamic econometric modelling. The concepts of cointegration and error-correction models are fundamental components of the modelling strategy. This area of time series econometrics has grown in importance over the past decade and is of interest to both econometric theorists and applied econometricians. By explaining the important concepts informally and presenting them formally, the book bridges the gap between purely descriptive and purely theoretical accounts of the literature. The work describes the asymptotic theory of integrated processes and uses the tools provided by this theory to develop the distributions of estimators and test statistics. It emphasizes practical modelling advice and the use of techniques for systems estimation. A knowledge of econometrics, statistics, and matrix algebra at the level of a final-year undergraduate or first-year undergraduate course in econometrics is sufficient for most of the book. Other mathematical tools are described as they occur. -- Publisher description
General-to-specific modelling ( Book )
6 editions published in 2005 in English and held by 50 WorldCat member libraries worldwide
Constructing historical Euro-zone data by Andreas Beyer ( Book )
11 editions published between 2000 and 2001 in English and held by 44 WorldCat member libraries worldwide
"Existing methods of reconstructing historical Euro-zone data by aggregation of the individual countries' aggregate data raises numerous difficulties, especially due to past exchange rate changes. The approach proposed here is designed to avoid such distortions, and aggregate exactly when exchange rates are fixed. We first compute growth rates within states, aggregate these, then cumulate this Euro-zone growth rate to obtain the aggregated levels variables. The aggregate of the implicit-deflator price index coincides with the implicit deflator of our aggregate nominal and real data. We apply the method to Euro-zone M3, GDP and prices over the previous two decades."--Editor
The influence of A.W.H. Phillips on econometrics by David F Hendry ( Book )
8 editions published in 1996 in English and held by 41 WorldCat member libraries worldwide
On the interactions of unit roots and exogeneity by David F Hendry ( Book )
11 editions published in 1994 in English and German and held by 38 WorldCat member libraries worldwide
Encompassing in stationary linear dynamic models by Bernadette Govaerts ( Book )
8 editions published in 1994 in English and German and held by 35 WorldCat member libraries worldwide
An econometric analysis of money demand in Italy by P Angelini ( Book )
3 editions published in 1994 in English and held by 33 WorldCat member libraries worldwide
moreShow More Titles
fewerShow Fewer Titles
Audience Level
Audience Level
  Kids General Special  
Audience level: 0.63 (from 0.47 for Forecastin ... to 0.95 for An econome ...)
Alternative Names
Hendry, David 1944-
Hendry, David Forbes, 1944-
ヘンドリー, D. F
English (285)
German (2)
Swedish (1)
Norwegian (1)
Spanish (1)