David F. Hendry
Active 1969–2023
- 67
- Papers
- 23,928
- Citations
- 56
- h-index
- 66
- i10-index
Citations
Citation sources
Countries
Institutions
Fields
- Economics, Econometrics and Finance35.7%
- Computer Science14.8%
- Decision Sciences12.4%
- Social Sciences7.3%
- Engineering6%
- Medicine5.7%
- Other18.1%
Topics
- Monetary Policy and Economic Impact8.2%
- Market Dynamics and Volatility4.4%
- Forecasting Techniques and Applications4%
- Stock Market Forecasting Methods3.5%
- Financial Risk and Volatility Modeling3%
- Complex Systems and Time Series Analysis2.5%
- Other74.4%
Coauthors
- Michael P. Clements8
- Jean‐François Richard6
- Jurgen A. Doornik6
- Hans‐Martin Krolzig4
- Jennifer L. Castle4
- Anindya Banerjee3
- Bent Nielsen3
- Juan J. Dolado3
- Neil R. Ericsson3
- A. R. Pagan2
- Alexander Dokumentov2
- Chris Brew‐Graves2
- Christoph Bergmeir2
- Clara Cordeiro2
- Claudio Carnevale2
- Daniele Apiletti2
- David T. Frazier2
- Devon K. Barrow2
- Fernando Luiz Cyrino Oliveira2
- Fotios Petropoulos2
- Frank Srba2
- Gareth Ambler2
- J. D. Sargan2
- Jakub Bijak2
All papers
- Forecasting: theory and practice
Authors: Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, M. Zied Babaï, Devon K. Barrow, Souhaib Ben Taieb, Christoph Bergmeir, Ricardo J. Bessa, Jakub Bijak, John E. Boylan, Jethro Browell, Claudio Carnevale, Jennifer L. Castle, Pasquale Cirillo, Michael P. Clements, Clara Cordeiro, Fernando Luiz Cyrino Oliveira, Shari De Baets, Alexander Dokumentov, Joanne Ellison, Piotr Fiszeder, Philip Hans Franses, David T. Frazier, Michael Gilliland, M. Sinan Gönül, Paul Goodwin, Luigi Grossi, Yael Grushka‐Cockayne, Mariangela Guidolin, Massimo Guidolin, Ulrich Gunter, Xiaojia Guo, Renato Guseo, Nigel Harvey, David F. Hendry, Ross Hollyman, Tim Januschowski, Jooyoung Jeon, Victor Richmond R. Jose, Yanfei Kang, Anne B. Koehler, Stephan Kolassa, Nikolaos Kourentzes, Sonia Leva, Feng Li, Konstantia Litsiou, Spyros Makridakis, Gael M. Martin, Andrew B. Martinez, Sheik Meeran, Theodore Modis, Κωνσταντίνος Νικολόπουλος, Dilek Önkal, Alessia Paccagnini, Anastasios Panagiotelis, Ioannis P. Panapakidis, José M. Pavía, Manuela Pedio, Diego J. Pedregal, Pierre Pinson, Patrícia Ramos, David E. Rapach, J. James Reade, Bahman Rostami-Tabar, Michał Rubaszek, Georgios Sermpinis, Han Lin Shang, Evangelos Spiliotis, Aris Syntetos, Priyanga Dilini Talagala, Thiyanga S. Talagala, Len Tashman, Dimitrios D. Thomakos, Thordis L. Thorarinsdottir, E. Todini, Juan R. Trapero, Xiaoqian Wang, Robert L. Winkler, Alisa Yusupova, Florian Ziel - 2022 cited by 830
- Effect of Robot-Assisted Radical Cystectomy With Intracorporeal Urinary Diversion vs Open Radical Cystectomy on 90-Day Morbidity and Mortality Among Patients With Bladder Cancer
Authors: James W.F. Catto, Pramit Khetrapal, Federico Ricciardi, Gareth Ambler, Norman Williams, Tarek Al‐Hammouri, Muhammad Shamim Khan, Ramesh Thurairaja, Rajesh Nair, Andrew Feber, Simon Dixon, Senthil Nathan, T. Briggs, Ashwin Sridhar, Imran Ahmad, Jaimin R. Bhatt, Philip J.S. Charlesworth, Christopher Blick, Marcus Cumberbatch, Syed A. Hussain, Sanjeev Kotwal, Anthony Koupparis, John McGrath, Aidan P. Noon, Edward Rowe, Nikhil Vasdev, Vishwanath Hanchanale, Daryl Hagan, Chris Brew‐Graves, John D. Kelly, iROC Study Team, E Ruth Groves, Louise Goodwin, Jayne Willson, Phillip Ravencroft, Stephen Kennish, Derek J. Rosario, Carol Torrington, Rajesh Nair, Ramesh Thurairaja, Sue Amery, Kathryn Chatterton, Samantha Broadhead, David F. Hendry, Abdullah Zreik, Sunjay Jain, S M Prescott, Hannah Roberts, Angela Morgan, Chris J. Main, Elspeth Bedford, Lorraine Wiseman, Bernice Mpofu, Claire Daisey, Michelle Donachie, Jon Aning, Lyndsey Johnson, Carol Brain, Constance Shiridzinomwa, Martin Ebon, Alexander Hampson, Roisin Schimmel, Scott W. Horsley, Sayyida Nembhard, Clare E. Collins, Jemma Gilmore, Faith Wilson, Louise Peacock, Sheena Lim, Rhosyll Gabriel, Rachael Sarpong, Melanie Tan - JAMA 2022 cited by 320
- Identification and Inference for Econometric Models
Authors: Donald W. K. Andrews, Donald W. K. Andrews, Donald W. K. Andrews, Thomas J. Rothenberg, Arthur S. Goldberger, Jeffrey M. Wooldridge, David A. Freedman, James H. Stock, James H. Stock, Douglas G. Steigerwald, Hidehiko Ichimura, Donald W. K. Andrews, Guido W. Imbens, Whitney K. Newey, Ron C. Mittelhammer, Ole E. Barndorff–Nielsen, N. E. Savin, Michael Jansson, Samuel B. Thompson, Andrew Harvey, Jushan Bai, Brownwyn H. Hall, David F. Hendry, Peter J. Bickel, Bo E. Honoré - Cambridge University Press eBooks 2005 cited by 717
- The computer as von Neumann planned it
Authors: Michael D. Godfrey, David F. Hendry - IEEE Annals of the History of Computing, IEEE Ann. Hist. Comput. 1993 cited by 119
- Cost-Effectiveness of Robot-Assisted Radical Cystectomy vs Open Radical Cystectomy for Patients With Bladder Cancer
Authors: Simon Dixon, Harry Hill, Laura Flight, Pramit Khetrapal, Gareth Ambler, Norman Williams, Chris Brew‐Graves, John D. Kelly, James W.F. Catto, iROC Study Team, E Ruth Groves, Louise Goodwin, Jayne Willson, Phillip Ravencroft, Stephen Kennish, Derek J. Rosario, Carol Torrington, Rajesh Nair, Ramesh Thurairaja, Sue Amery, Kathryn Chatterton, Samantha Broadhead, David F. Hendry, Abdullah Zreik, Sunjay Jain, S M Prescott, Hannah Roberts, Angela Morgan, Chris J. Main, Elspeth Bedford, Lorraine Wiseman, Bernice Mpofu, Claire Daisey, Michelle Donachie, Jon Aning, Lyndsey Johnson, Carol Brain, Constance Shiridzinomwa, Martin Ebon, Alexander Hampson, Roisin Schimmel, Scott W. Horsley, Sayyida Nembhard, Clare E. Collins, Jemma Gilmore, Faith Wilson, Louise Peacock, Sheena Lim, Rhosyll Gabriel, Rachael Sarpong, Melanie Tan - JAMA Network Open 2023 cited by 27
- Forecasting Economic Time Series
Authors: Michael P. Clements, David F. Hendry - Cambridge University Press eBooks 1977 cited by 871
- Dynamic Econometrics
Authors: David F. Hendry - 1995 cited by 1,158
- On the limitations of comparing mean square forecast errors
Authors: Michael P. Clements, David F. Hendry - Journal of Forecasting 1993 cited by 398
- Explaining Cointegration Analysis: Part 1
Authors: David F. Hendry, Katarina Jusélius - The Energy Journal 2000 cited by 308
- Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
Authors: Anindya Banerjee, Juan J. Dolado, John W. Galbraith, David F. Hendry - DAGLIB 1993 cited by 1,757
- Exogeneity
Authors: Robert F. Engle, David F. Hendry, Jean‐François Richard - Econometrica 1983 cited by 1,343
- Econometric Evaluation of Linear Macro-Economic Models
Authors: Yock Y. Chong, David F. Hendry - The Review of Economic Studies 1986 cited by 612
- On the formulation of empirical models in dynamic econometrics
Authors: David F. Hendry, Jean‐François Richard - Journal of Econometrics 1982 cited by 611
- Explaining Cointegration Analysis: Part II
Authors: David F. Hendry, Katarina Jusélius - The Energy Journal 2001 cited by 556
- Computer automation of general-to-specific model selection procedures
Authors: Hans‐Martin Krolzig, David F. Hendry - Journal of Economic Dynamics and Control 2001 cited by 389
- Automatic selection of indicators in a fully saturated regression
Authors: Carlos Santos, David F. Hendry, Søren Johansen - Computational Statistics, Comput. Stat. 2007 cited by 225
- Intercept corrections and structural change
Authors: Michael P. Clements, David F. Hendry - Journal of Applied Econometrics 1996 cited by 208
- Empirical Model Discovery and Theory Evaluation
Authors: David F. Hendry, Jurgen A. Doornik - The MIT Press eBooks 2014 cited by 171
- Statistical model selection with “Big Data”
Authors: Jurgen A. Doornik, David F. Hendry - Cogent Economics & Finance 2015 cited by 67
- Modelling non-stationary ‘Big Data’
Authors: Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry - International Journal of Forecasting 2020 cited by 27
- Forecasting: theory and practice
Authors: Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, Mohamed Zied Babai, Devon K. Barrow, Souhaib Ben Taieb, Christoph Bergmeir, Ricardo J. Bessa, Jakub Bijak, John E. Boylan, Jethro Browell, Claudio Carnevale, Jennifer L. Castle, Pasquale Cirillo, Michael P. Clements, Clara Cordeiro, Fernando Luiz Cyrino Oliveira, Shari De Baets, Alexander Dokumentov, Joanne Ellison, Piotr Fiszeder, Philip Hans Franses, David T. Frazier, Michael Gilliland, Mustafa Sinan Gönül, Paul Goodwin, Luigi Grossi, Yael Grushka-Cockayne, Mariangela Guidolin, Massimo Guidolin, Ulrich Gunter, Xiaojia Guo, Renato Guseo, Nigel Harvey, David F. Hendry, Ross Hollyman, Tim Januschowski, Jooyoung Jeon, Victor Richmond R. Jose, Yanfei Kang, Anne B. Koehler, Stephan Kolassa, Nikolaos Kourentzes, Sonia Leva, Feng Li - CoRR 2020 cited by 12
- EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*
Authors: Anindya Banerjee, Juan J. Dolado, David F. Hendry, Gregor W. Smith - Oxford Bulletin of Economics and Statistics 1986 cited by 800
- ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW
Authors: David F. Hendry - Oxford Bulletin of Economics and Statistics 1986 cited by 634
- Econometrics: Alchemy or Science?
Authors: David F. Hendry - Economica 1980 cited by 627
