D. Hendry

Economics and Econometrics · 2002–2007

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom D. Hendry trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Allan G. Timmermann

Who trusts D. Hendry overall

  1. Allan G. Timmermann

Papers from D. Hendry's perspective

Ordered by how strongly the researchers D. Hendry trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Predictability of Stock Returns: Robustness and Economic Significance
  2. Tests for Parameter Instability and Structural Change with Unknown Change Point
  3. Computation and Analysis of Multiple Structural-Change Models
  4. Instability of Return Prediction Models
  5. Tests of Equal Forecast Accuracy and Encompassing for Nested Models
  6. Forecasting, Structural Time Series Models and the Kalman Filter
  7. Tests of equality between sets of coefficients in two linear regressions (econometrics voi 28
  8. Strong Rules for Detecting the Number of Breaks in a Time Series
  9. On the Predictability of Stock Returns: An Asset-Allocation Perspective
  10. Firm Size and Cyclical Variations in Stock Returns

Their papers