Search Results - "Hendry, F"

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  1. 1

    A Hybrid Human-Neurorobotics Approach to Primary Intersubjectivity via Active Inference by Chame, Hendry F, Ahmadi, Ahmadreza, Tani, Jun

    Published in Frontiers in psychology (01-12-2020)
    “…Interdisciplinary efforts from developmental psychology, phenomenology, and philosophy of mind, have studied the rudiments of social cognition and…”
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    Journal Article
  2. 2

    Statistical model selection with "Big Data" by Doornik, Jurgen A, Hendry, David F

    Published in Cogent economics & finance (01-12-2015)
    “…Big Data offer potential benefits for statistical modelling, but confront problems including an excess of false positives, mistaking correlations for causes,…”
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    Detecting location shifts during model selection by step-indicator saturation by Castle, Jennifer L, Doornik, Jurgen A, Hendry, David F, Pretis, Felix

    Published in Econometrics (01-06-2015)
    “…To capture location shifts in the context of model selection, we propose selecting significant step indicators from a saturating set added to the union of all…”
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  5. 5

    Forecasting Principles from Experience with Forecasting Competitions by Castle, Jennifer L., Doornik, Jurgen A., Hendry, David F.

    Published in Forecasting (01-03-2021)
    “…Economic forecasting is difficult, largely because of the many sources of nonstationarity influencing observational time series. Forecasting competitions aim…”
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  6. 6

    Selecting a model for forecasting by Castle, Jennifer, Doornik, Jurgen A, Hendry, David F

    Published in Econometrics (01-09-2021)
    “…We investigate forecasting in models that condition on variables for which future values are unknown. We consider the role of the significance level because it…”
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  7. 7

    The Properties of Automatic GETS Modelling by Hendry, David F., Krolzig, Hans-Martin

    Published in The Economic journal (London) (01-03-2005)
    “…After reviewing the simulation performance of general-to-specific automatic regression-model selection, as embodied in PcGets, we show how model selection can…”
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    Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics by Castle, Jennifer L., Doornik, Jurgen A., Hendry, David F.

    Published in Econometrics (01-03-2022)
    “…By its emissions of greenhouse gases, economic activity is the source of climate change which affects pandemics that in turn can impact badly on economies…”
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  10. 10

    A low-dimension portmanteau test for non-linearity by Castle, Jennifer L., Hendry, David F.

    Published in Journal of econometrics (01-10-2010)
    “…A new test for non-linearity in the conditional mean is proposed using functions of the principal components of regressors. The test extends the non-linearity…”
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    Explaining Cointegration Analysis: Part II by Hendry, David F., Juselius, Katarina

    Published in The Energy journal (Cambridge, Mass.) (01-01-2001)
    “…We describe the concept of cointegration, its implications in modelling and forecasting, and discuss inference procedures appropriate in…”
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  13. 13

    Evaluating Forecasts, Narratives and Policy Using a Test of Invariance by Castle, Jennifer, Hendry, David, Martinez, Andrew

    Published in Econometrics (01-09-2017)
    “…Economic policy agencies produce forecasts with accompanying narratives, and base policy changes on the resulting anticipated developments in the target…”
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  14. 14

    A Brief History of General‐to‐specific Modelling by Hendry, David F.

    “…We review key stages in the development of general‐to‐specific modelling (Gets). Selecting a simplified model from a more general specification was initially…”
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  15. 15

    Computer automation of general-to-specific model selection procedures by Krolzig, Hans-Martin, Hendry, David F.

    Published in Journal of economic dynamics & control (01-06-2001)
    “…Disputes about econometric methodology partly reflect a lack of evidence on alternative approaches. We reconsider econometric model selection from a…”
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  16. 16

    Common volatility shocks driven by the global carbon transition by Campos-Martins, Susana, Hendry, David F.

    Published in Journal of econometrics (01-02-2024)
    “…We propose a novel approach to measure the global effects of climate change news on financial markets. For that purpose, we first calculate the global common…”
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  17. 17

    Non-parametric direct multi-step estimation for forecasting economic processes by Chevillon, Guillaume, Hendry, David F.

    Published in International journal of forecasting (01-04-2005)
    “…We evaluate the asymptotic and finite-sample properties of direct multi-step estimation (DMS) for forecasting at several horizons. For forecast accuracy gains…”
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  18. 18

    Deciding between alternative approaches in macroeconomics by Hendry, David F.

    Published in International journal of forecasting (01-01-2018)
    “…Macroeconomic time-series data are aggregated, inaccurate, non-stationary, collinear and rarely match theoretical concepts. Macroeconomic theories are…”
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  19. 19

    Physical Activity and Social Behaviors of Urban Children in Green Playgrounds by Raney, Marcella A., Hendry, Colette F., Yee, Samantha A.

    Published in American journal of preventive medicine (01-04-2019)
    “…Nature exposure is associated with many wellbeing benefits. However, the influence of green space on the physical activity and social behaviors of children is…”
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    Explaining Cointegration Analysis: Part 1 by Hendry, David F., Juselius, Katarina

    Published in The Energy journal (Cambridge, Mass.) (01-01-2000)
    “…'Classical' econometric theory assumes that observed data come from a stationary process, where means and variances are constant over time. Graphs of economic…”
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