References

Main and Cited Works by David F. Hendry

Anderson, G.J. and D.F. Hendry (1984). ‘An Econometric Model of United Kingdom Building Societies’. Oxford Bulletin of Economics and Statistics, 46(3): 185—210.

Baba, Y., D.F. Hendry and R.M. Starr (1992). ‘The Demand for Ml in the USA, 1960—1988’. Review of Economic Studies, 59(1): 25—61.

Banerjee, A., J.J. Dolado, J.W. Galbraith and D.F. Hendry (1993). Co-integration, Error Correction, and the Econometric Analysis of Non-stationary Data. Oxford: Oxford University Press.

Banerjee, A., J.J. Dolado, D.F. Hendry and G.W. Smith (1986). ‘Exploring Equilibrium Relationships in Econometrics Through Static Models: Some Monte Carlo Evidence’. Oxford Bulletin of Economics and Statistics, 48(3): 253—277.

Banerjee, A. and D.F. Hendry (eds) (1992a). Testing Integration and Cointegration, Special Issue, Oxford Bulletin of Economics and Statistics, 54(3).

Banerjee, A. and D.F. Hendry (1992b). ‘Testing Integration and Cointegration: An Overview’. Oxford Bulletin of Economics and Statistics, 54(3): 225—255.

Banerjee, A. and D.F. Hendry (eds) (1996). The Econometrics of Economic Policy, Special Issue, Oxford Bulletin of Economics and Statistics, 58(4).

Banerjee, A. and D.F. Hendry (eds) (1997). The Econometrics of Economic Policy. Oxford: Blackwell Publishers.

Barnett, W.A., D.F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim and A. Wurtz (eds) (2000). Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory. Cambridge: Cambridge University Press.

Campos, J., N.R. Ericsson and D.F. Hendry (1996). ‘Cointegration Tests in the Presence of Structural Breaks’. Journal of Econometrics, 70(1): 187—220.

Campos, J., N.R. Ericsson and D.F. Hendry (eds) (2005). General-to-Specific Modelling. Volumes I and II. Cheltenham: Edward Elgar.

Castle, J.L., M.P. Clements and D.F. Hendry (2013). ‘Forecasting by Factors, by Variables, by Both or Neither?’. Journal of Econometrics, 177(2): 305—319.

Castle, J.L., M.P. Clements and D.F. Hendry (2015). ‘Robust Approaches to Forecasting’. International Journal of Forecasting, 31(1): 99—112.

Castle, J.L., M.P. Clements and D.F. Hendry (2019). Forecasting: An Essential Introduction. New Haven and London: Yale University Press.

Castle, J.L., J.A. Doornik and D.F. Hendry (2012). ‘Model Selection When There Are Multiple Breaks’. Journal of Econometrics, 169(2): 239—246.

Castle, J.L., J.A. Doornik and D.F. Hendry (2020a). ‘COVID-19 Short-Term Forecasts’. Oxford: University of Oxford. Available at: https://www.doornik.com/ COVID-19/.

Castle, J.L., J.A. Doornik and D.F. Hendry (2020b). ‘Medium-Term Forecasting of the Coronavirus Pandemic'. Draft, Oxford: Nuffield College, University of Oxford, May.

Castle, J.L. and D.F. Hendry (eds) (2017). Sir Clive W J. Granger Memorial Special Issue on Econometrics, European Journal of Pure and Applied Mathematics, 10(1).

Castle, J.L. and D.F. Hendry (2019). Modelling Our Changing World. Cham, Switzerland: Palgrave Macmillan.

Castle, J.L. and D.F. Hendry (2020). ‘Climate Econometrics: An Overview'. Foundations and Trends in Econometrics, 10(3—4): 145—322.

Castle, J.L., D.F. Hendry and O. Kitov (2017). ‘Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview'. Chapter 3 in G.L. Mazzi and D. Ladiray (eds) Handbook on Rapid Estimates: 2017 Edition. Luxembourg: European Union: 53—120.

Chong, Y.Y. and D.F. Hendry (1986). ‘Econometric Evaluation of Linear Macro­economic Models'. Review of Economic Studies, 53(4): 671—690.

Clements, M.P. and D.F. Hendry (1993). ‘On the Limitations of Comparing Mean Square Forecast Errors'. Journal of Forecasting, 12(8): 617—637 (with discussion).

Clements, M.P. and D.F. Hendry (1994). ‘Towards a Theory of Economic Forecasting'. Chapter 2 in C.P. Hargreaves (ed.) Nonstationary Time Series Analysis and Cointegration.

Clements, M.P. and D.F. Hendry (1995). ‘Forecasting in Cointegrated Systems'. Journal of Applied Econometrics, 10(2): 127—146.

Clements, M.P. and D.F. Hendry (1996a). ‘Intercept Corrections and Structural Change'. Journal of Applied Econometrics, 11(5): 475—494.

Clements, M.P. and D.F. Hendry (1996b). ‘Multi-Step Estimation for Forecasting'. Oxford Bulletin of Economics and Statistics, 58(4): 657—684.

Clements, M.P. and D.F. Hendry (1998a). ‘Forecasting Economic Processes'. International Journal of Forecasting, 14(1): 111—131 (with discussion).

Clements, M.P. and D.F. Hendry (1998b). Forecasting Economic Time Series. Cambridge: Cambridge University Press.

Clements, M.P. and D.F. Hendry (1999a). Forecasting Non-stationary Economic Time Series. Cambridge, MA: MIT Press.

Clements, M.P. and D.F. Hendry (1999b). ‘On Winning Forecasting Competitions in Economics'. Spanish Economic Review, 1(2): 123—160.

Clements, M.P. and D.F. Hendry (2001). ‘Explaining the Results of the M3 Forecasting Competition'. International Journal of Forecasting, 17(4): 550—554.

Clements, M.P. and D.F. Hendry (eds) (2002a). A Companion to Economic Forecasting. Oxford: Blackwell Publishers.

Clements, M.P. and D.F. Hendry (2002b). ‘An Overview of Economic Forecasting'. Chapter 1 in M.P. Clements and D.F. Hendry (eds) A Companion to Economic Forecasting. Oxford: Blackwell Publishers: 1—18.

Clements, M.P and D.F. Hendry (2003). ‘Report of a Scoping Study of Forecasting in the National Accounts at the Office for National Statistics’. Annex A in Forecasting in the National Accounts at the Office for National Statistics, Statistics Commission Report No. 12, December. London: Statistics Commission.

Clements, M.P and D.F. Hendry (2005a). ‘Guest Editors’ Introduction: Information in Economic Forecasting’. Oxford Bulletin of Economics and Statistics, 67(Supplement): 713—753.

Clements, M.P. and D.F. Hendry (eds) (2005b). Information in Economic Forecasting, Specifal Issue, Oxford Bulletin of Economics and Statistics, 67(Supplement).

Clements, M.P. and D.F. Hendry (2006). ‘Forecasting with Breaks’. Chapter 12 in G. Elliott, C.WJ. Granger and A. Timmermann (eds) Handbook of Economic Forecasting. Volume 1. Amsterdam: Elsevier: 605—657.

Clements, M.P. and D.F. Hendry (eds) (2011). Oxford Handbook of Economic Forecasting. Oxford: Oxford University Press.

Davidson, J.E.H. and D.F. Hendry (1981). ‘Interpreting Econometric Evidence: The Behaviour of Consumers’ Expenditure in the UK’. European Economic Review, 16(1): 177—192 (with discussion).

Davidson, J.E.H., D.F. Hendry, F. Srba and S. Yeo (1978). ‘Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers’ Expenditure and Income in the United Kingdom’. Economic Journal, 88(352): 661—692.

Doornik, J.A., J.L. Castle and D.F. Hendry (2020a). ‘Card Forecasts for M4’. International Journal of Forecasting, 36(1): 129—134.

Doornik, J.A., J.L. Castle, and D.F. Hendry (2020b). ‘Statistical Short-Term Forecasting of the COVID-19 Pandemic’. Journal of Clinical Immunology and Immunotherapy, 6, 5, 046.

Doornik, J.A., J.L. Castle, and D.F. Hendry (2021). ‘Short-Term Forecasting of the Coronavirus Pandemic’. International Journal of Forecasting (in press).

Doornik, J.A. and D.F. Hendry (1992). PcGive Version 7: An Interactive Econometric Modelling System. University of Oxford, Oxford: Institute of Economics and Statistics.

Doornik, J.A. and D.F. Hendry (1994). PcFiml 8.0: Interactive Econometric Modelling of Dynamic Systems. London: International Thomson Publishing.

Doornik, J.A. and D.F. Hendry (2001). PcGive Version 10 for Windows. Five volumes. London: Timberlake Consultants Press.

Doornik, J.A. and D.F. Hendry (2007). PcGive 12: Empirical Econometric Modelling. Volume I. London: Timberlake Consultants Press.

Doornik, J.A. and D.F. Hendry (2018). PcGive 15. Three volumes. Richmond, UK: Timberlake Consultants Ltd.

Doornik, J.A., D.F. Hendry and B. Nielsen (1998). ‘Inference in Cointegrating Models: UK M1 Revisited’.

Emerson, R.A. and D.F. Hendry (1996). ‘An Evaluation of Forecasting Using Leading Indicators’. Journal of Forecasting, 15(4): 271—291.

Engle, R.F., D.F. Hendry and J.-F. Richard (1983). ‘Exogeneity’. Econometrica, 51(2): 277-304.

Ericsson, N.R. and D.F. Hendry (1985). ‘Conditional Econometric Modeling: An Application to New House Prices in the United Kingdom'. Chapter 11 in A.C. Atkinson and S.E. Fienberg (eds) A Celebration of Statistics: TheISI Centenary Volume. New York: Springer-Verlag: 251—285.

Ericsson, N.R., D.F. Hendry and S.B. Hood (2016). ‘Milton Friedman as an Empirical Modeler'. Chapter 6 in R.A. Cord and J.D. Hammond (eds) Milton Friedman: Contributions to Economics and Public Policy. Oxford: Oxford University Press: 91-142.

Ericsson, N.R., D.F. Hendry and K.M. Prestwich (1998). ‘The Demand for Broad Money in the United Kingdom, 1878-1993'. Scandinavian Journal of Economics, 100(1): 289-324 (with discussion).

Ericsson, N.R., D.F. Hendry and H.-A. Tran (1994). ‘Cointegration, Seasonality, Encompassing, and the Demand for Money in the United Kingdom'. Chapter 7 in C.P. Hargreaves (ed.) Nonstationary Time Series Analysis and Cointegration. Oxford: Oxford University Press: 179-224.

Haldrup, N., D.F. Hendry and H.K. van Dijk (eds) (2003). Model Selection and Evaluation, Special Issue, Oxford Bulletin of Economics and Statistics, 65(Supplement).

Hendry, D.F. (1973). ‘On Asymptotic Theory and Finite Sample Experiments'. Economica, New Series, 40(158): 210-217.

Hendry, D.F. (1974). ‘Stochastic Specification in an Aggregate Demand Model of the United Kingdom'. Econometrica, 42(3): 559-578.

Hendry, D.F. (1975). ‘The Consequences of Mis-specification of Dynamic Structure, Autocorrelation, and Simultaneity in a Simple Model with an Application to the Demand for Imports'. Chapter 11 in G.A. Renton (ed.) Modelling the Economy. London: Heinemann Educational Books: 286-320 (with discussion).

Hendry, D.F.

Hendry, D.F. (1977). ‘Comments on Granger-Newbold's “Time Series Approach to Econometric Model Building” and Sargent-Sims' “Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory”'. In C.A. Sims (ed.) New Methods in Business Cycle Research: Proceedings from a Conference. Minneapolis, MN: Federal Reserve Bank of Minneapolis: 183-202.

Hendry, D.F. (1979). ‘Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Money'. Chapter 9 in P. Ormerod (ed.) Economic Modelling: Current Issues and Problems in Macroeconomic Modelling in the UK and the US. London: Heinemann Education Books: 217-242.

Hendry, D.F. (1980). ‘Econometrics—Alchemy or Science?'. Economica, New Series, 47(188): 387-406.

Hendry, D.F. (1981a). ‘Comment on HM Treasury's Memorandum, “Background to the Government's Economic Policy”'. In House of Commons (ed.) Third Report from the Treasury and Civil Service Committee, Session 1980—81, Monetary Policy. Volume 3. London: Her Majesty's Stationery Office: 94-96 (Appendix 4).

Hendry, D.F. (1981b). ‘Econometric Evidence in the Appraisal of Monetary Policy'. In House of Commons (ed.) Third Report from the Treasury and Civil Service Committee, Session 1980—81, Monetary Policy. Volume 3. London: Her Majesty's Stationery Office: 1—21 (Appendix 1).

Hendry, D.F. (1983). ‘Econometric Modelling: The “Consumption Function” in Retrospect'. Scottish Journal of Political Economy, 30(3): 193—220.

Hendry, D.F. (1984a). ‘Econometric Modelling of House Prices in the United Kingdom'. Chapter 8 in D.F. Hendry and K.F. Wallis (eds) Econometrics and Quantitative Economics. Oxford: Basil Blackwell: 211—252.

Hendry, D.F. (1984b). ‘Monte Carlo Experimentation in Econometrics'. Chapter 16 in Z. Griliches and M.D. Intriligator (eds) Handbook of Econometrics. Volume 2. Amsterdam: North-Holland: 937—976.

Hendry, D.F. (1985). ‘Monetary Economic Myth and Econometric Reality'. Oxford Review of Economic Policy, 1(1): 72—84.

Hendry, D.F. (ed.) (1986a). Econometric Modelling with Cointegrated Variables, Special Issue, Oxford Bulletin of Economics and Statistics, 48(3), August.

Hendry, D.F. (1986b). ‘Econometric Modelling with Cointegrated Variables: An Overview'. Oxford Bulletin ofEconomics and Statistics, 48(3): 201—212.

Hendry, D.F. (1986c). ‘Empirical Modeling in Dynamic Econometrics'. Applied Mathematics and Computation, 20(3/4): 201—236.

Hendry, D.F. (1986d). ‘The Role of Prediction in Evaluating Econometric Models'. Proceedings of the Royal Society of London, Series A, 407(1832): 25—34 (with discussion).

Hendry, D.F. (1987a). ‘Econometric Methodology: A Personal Perspective'. Chapter 10 in T.F Bewley (ed.) Advances in Econometrics: Fifth World Congress. Volume 2. Cambridge: Cambridge University Press: 29—48.

Hendry, D.F. (1987b). PC-GIVE: An Interactive Menu-Driven Econometric Modelling Program for IBM-Compatible PC’s. Version 4.2. University of Oxford, Oxford: Institute of Economics and Statistics and Nuffield College, January.

Hendry, D.F. (1991). ‘Economic Forecasting: A Report to the Treasury and Civil Service Committee', 12 July. Submitted to the House of Commons, Memoranda on Official Economic Forecasting, Treasury and Civil Service Committee. Session 1990—91. London: Her Majesty's Stationery Office.

Hendry, D.F. (1992a). ‘Assessing Empirical Evidence in Macroeconometrics with an Application to Consumers' Expenditure in France'. Chapter 13 in A. Vercelli and

N. Dimitri (eds) Macroeconomics: A Survey of Research Strategies. Oxford: Oxford University Press: 363-392.

Hendry, D.F. (1992b). ‘An Econometric Analysis of TV Advertising Expenditure in the United Kingdom'. Journal of Policy Modeling, 14(3): 281-311.

Hendry, D.F. (1993). Econometrics: Alchemy or Science? Essays in Econometric Methodology. Oxford: Blackwell Publishers.

Hendry, D.F. (1994). ‘HUS Revisited'. Oxford Review of Economic Policy, 10(2): 86-106.

Hendry, D.F. (1995). Dynamic Econometrics. Oxford: Oxford University Press.

Hendry, D.F. (1997). ‘On Congruent Econometric Relations: A Comment'. Carnegie-Rochester Conference Series on Public Policy, 47(December): 163-190.

Hendry, D.F. (1999). ‘An Econometric Analysis of US Food Expenditure, 1931-1989'. Chapter 17 in J.R. Magnus and M.S. Morgan (eds) Methodology and Tacit Knowledge: Two Experiments in Econometrics. Chichester: John Wiley and Sons: 341-361.

Hendry, D.F. (2000). Econometrics: Alchemy or Science? Essays in Econometric Methodology. New edition. Oxford: Oxford University Press.

Hendry, D.F. (2004). ‘The Nobel Memorial Prize for Clive W J. Granger'. Scandinavian Journal of Economics, 106(2): 187-213.

Hendry, D.F. (2006). ‘Robustifying Forecasts from Equilibrium-Correction Systems'. Journal of Econometrics, 135(1-2): 399-426.

Hendry, D.F. (2011). ‘Climate Change: Lessons for Our Future from the Distant Past'. Chapter 2 in S. Dietz, J. Michie and C. Oughton (eds) The Political Economy of the Environment: An Interdisciplinary Approach. Abingdon: Routledge: 19-43.

Hendry, D.F. (2015). Introductory Macro-Econometrics: A New Approach. London: Timberlake Consultants Ltd.

Hendry, D.F. (2020). ‘First In, First Out: Econometric Modelling of UK Annual CO₂ Emissions, 1860-2017'. Economics Discussion Paper No. 2020-W02, Oxford: Nuffield College, University of Oxford, February. Available at: http:// www.nuffield.ox.ac.uk/economics/Papers/2020/2020W02_ CO2UKEmissionsModel20.pdf.

Hendry, D.F. and G.J. Anderson (1977). ‘Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom'. Chapter 8c in M.D. Intriligator (ed.) Frontiers of Quantitative Economics. Volume 3A. Amsterdam: North-Holland: 361-383.

Hendry, D.F. and M.P. Clements (1994a). ‘Can Econometrics Improve Economic Forecasting?'. Swiss Journal of Economics and Statistics, 130(3): 267-298.

Hendry, D.F. and M.P. Clements (1994b). ‘On a Theory of Intercept Corrections in Macroeconometric Forecasting'. Chapter 8 in S. Holly (ed.) Money, Inflation and Employment: Essays in Honour of James Ball. Aldershot: Edward Elgar: 160-182.

Hendry, D.F. and M.P. Clements (2004). ‘Pooling of Forecasts'. Econometrics Journal, 7(1): 1-31.

Hendry, D.F. and J.A. Doornik (1997). ‘The Implications for Econometric Modelling of Forecast Failure'. Scottish Journal of Political Economy, 44(4): 437-461.

Hendry, D.F. and J.A. Doornik (1999). ‘The Impact of Computational Tools on Time-Series Econometrics'. In T. Coppock (ed.) Information Technology and Scholarship: Applications in the Humanities and Social Sciences. Oxford: Oxford University Press: 257-269.

Hendry, D.F. and J.A. Doornik (2014). Empirical Model Discovery and Theory Evaluation: Automatic Selection Methods in Econometrics. Cambridge, MA: MIT Press.

Hendry, D.F., J.A. Doornik and I. Hiroya (2006). Empirical Econometric Modelling UsingPcGive 10. Tokyo: Nippon-Hyoron-Ska (in Japanese).

Hendry, D.F. and N.R. Ericsson (1983). ‘Assertion Without Empirical Basis: An Econometric Appraisal of “Monetary Trends in...the United Kingdom” by Milton Friedman and Anna Schwartz'. In Monetary Trends in the United Kingdom. Bank of England Panel of Academic Consultants, Panel Paper No. 22. London: Bank of England: 45—101.

Hendry, D.F. and N.R. Ericsson (1991a). ‘An Econometric Analysis of UK Money Demand in Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz'. American Economic Review, 81(1): 8—38.

Hendry, D.F. and N.R. Ericsson (1991b). ‘Modeling the Demand for Narrow Money in the United Kingdom and the United States'. European Economic Review, 35(4): 833—881 (with discussion).

Hendry, D.F. and N.R. Ericsson (eds) (2001). Understanding Economic Forecasts. Cambridge, MA: MIT Press.

Hendry, D.F. and K. Hubrich (2011). ‘Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate'. Journal of Business and Economic Statistics, 29(2): 216—227.

Hendry, D.F. and S. Johansen (2015). ‘Model Discovery and Trygve Haavelmo's Legacy'. Econometric Theory, 31(1): 93—114.

Hendry, D.F., S. Johansen and C. Santos (2008). ‘Automatic Selection of Indicators in a Fully Saturated Regression'. Computational Statistics, 23(2): 317—335, 337—339.

Hendry, D.F. and H.-M. Krolzig (1999). ‘Improving on “Data Mining Reconsidered” by K. D. Hoover and S. J. Perez'. Econometrics Journal, 2(2): 202—219.

Hendry, D.F. and H.-M. Krolzig (2001). Automatic Econometric Model Selection Using PcGets 1.0. London: Timberlake Consultants Press.

Hendry, D.F. and H.-M. Krolzig (2005). ‘The Properties of Automatic Gets Modelling'. Economic Journal, 115(502): C32—C61.

Hendry, D.F., M. Marcellino and G.E. Mizon (2008). Encompassing, Special Issue, Oxford Bulletin of Economics and Statistics, 70(Supplement).

Hendry, D.F. and A.B. Martinez (2017). ‘Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations'. International Journal of Forecasting, 33(2): 359—372.

Hendry, D.F. and G.E. Mizon (1978). ‘Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England'. Economic Journal, 88(351): 549—563.

Hendry, D.F. and G.E. Mizon (1993). ‘Evaluating Dynamic Econometric Models by Encompassing the VAR'. Chapter 18 in P.C.B. Phillips (ed.) Models, Methods, and Applications of Econometrics: Essays in Honor of A. R. Bergstrom. Cambridge, MA: Basil Blackwell: 272—300.

Hendry, D.F. and G.E. Mizon (2000a). ‘On Selecting Policy Analysis Models by Forecast Accuracy'. Chapter 5 in A.B. Atkinson, H. Glennerster and N.H. Stern (eds) Putting Economics to Work: Volume in Honour of Michio Morishima. London: STICERD, London School of Economics: 71—119.

Hendry, D.F. and G.E. Mizon (2000b). ‘Reformulating Empirical Macroeconometric Modelling'. Oxford Review of Economic Policy, 16(4): 138—159.

Hendry, D.F. and G.E. Mizon (2014). ‘Unpredictability in Economic Analysis, Econometric Modeling and Forecasting'. Journal of Econometrics, 182(1): 186—195.

Hendry, D.F. and M.S. Morgan (eds) (1995). The Foundations of Econometric Analysis. Cambridge: Cambridge University Press.

Hendry, D.F., J.N.J. Muellbauer and A. Murphy (1990). ‘The Econometrics of DHSY'. Chapter 13 in J.D. Hey and D. Winch (eds) A Century of Economics: 100 Years of the Royal Economic Society and the Economic Journal. Oxford: Basil Blackwell: 298—334.

Hendry, D.F. and A.J. Neale (1988). ‘Interpreting Long-Run Equilibrium Solutions in Conventional Macro Models: A Comment'. Economic Journal, 98(392): 808—817.

Hendry, D.F. and A.J. Neale (1991). ‘A Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots'. Chapter 8 in P. Hackl and A.H. Westlund (eds) Economic Structural Change: Analysis and Forecasting. Berlin: Springer­Verlag: 95-119.

Hendry, D.F., A.J. Neale and N.R. Ericsson (1990). PC-NAIVE: An Interactive Program for Monte Carlo Experimentation in Econometrics. Version 6.01. Oxford: Institute of Economics and Statistics and Nuffield College, University of Oxford.

Hendry, D.F., A.J. Neale and F. Srba (1988). ‘Econometric Analysis of Small Linear Systems Using PC-FIML'. Journal of Econometrics, 38(1/2): 203-226.

Hendry, D.F. and B. Nielsen (2007). Econometric Modeling: A Likelihood Approach. Princeton: Princeton University Press.

Hendry, D.F., A. Pagan and J.D. Sargan (1984). ‘Dynamic Specification'. Chapter 18 in Z. Griliches and M.D. Intriligator (eds) Handbook of Econometrics. Volume 2. Amsterdam: North-Holland: 1,023-1,100.

Hendry, D.F. and M.H. Pesaran (eds) (2001). Special Issue in Memory of John Denis Sargan 1924—1996: Studies in Empirical Macroeconometrics, Special Issue, Journal of Applied Econometrics, 16(3), May-June.

Hendry, D.F. and F. Pretis (2013). ‘Anthropogenic Influences on Atmospheric CO₂'. Chapter 12 in R. Fouquet (ed.) Handbook on Energy and Climate Change. Cheltenham: Edward Elgar: 287-326.

Hendry, D.F. and J.-F. Richard (1982). ‘On the Formulation of Empirical Models in Dynamic Econometrics'. Journal of Econometrics, 20(1): 3-33.

Hendry, D.F. and J.-F Richard (1983). ‘The Econometric Analysis of Economic Time Series'. International Statistical Review, 51(2): 111-148 (with discussion).

Hendry, D.F. and N. Shephard (eds) (1997). Cointegration and Dynamics in Economics, Special Issue, Journal of Econometrics, 80(2), October.

Hendry, D.F. and F. Srba (1977). ‘The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems'. Econometrica, 45(4): 969-990.

Hendry, D.F. and F. Srba (1980). ‘AUTOREG: A Computer Program Library for Dynamic Econometric Models with Autoregressive Errors'. Journal of Econometrics, 12(1): 85-102.

Hendry, D.F. and T. von Ungern-Sternberg (1981). ‘Liquidity and Inflation Effects on Consumers' Expenditure'. Chapter 9 in A.S. Deaton (ed.) Essays in the Theory and Measurement of Consumer Behaviour: In Honour of Sir Richard Stone. Cambridge: Cambridge University Press: 237-260.

Hendry, D.F. and K.F. Wallis (eds) (1984). Econometrics and Quantitative Economics. Oxford: Basil Blackwell.

Martinez, A.B., J.L. Castle and D.F. Hendry (2021, forthcoming). ‘Smooth Robust Multi-Horizon Forecasts'. Advances in Econometrics.

Mizon, G.E. and D.F. Hendry (1980). ‘An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification'. Review of Economic Studies, 47(1): 21-45.

Pretis, F. and D.F. Hendry (2013). ‘Comment on “Polynomial Cointegration Tests of Anthropogenic Impact on Global Warming” by Beenstock et al. (2012)—Some Hazards in Econometric Modelling of Climate Change'. Earth System Dynamics, 4(2): 375-384.

Pretis, F., L. Schneider, J.E. Smerdon and D.F. Hendry (2016). ‘Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation'. Journal of Economic Surveys, 30(3): 403-429.

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