Hendry David F.

David F. Hendry

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Found 4 papers in total
Non-parametric direct multi-step estimation for forecasting economic processes
Non-parametric direct multi-step estimation for forecasting economic processes
2005
We evaluate the asymptotic and finite-sample properties of direct multi-step...
Forecasting economic processes
Forecasting economic processes
1998
When the assumption of constant parameters fails, the in-sample fit of a model may be...
An empirical study of seasonal unit roots in forecasting
An empirical study of seasonal unit roots in forecasting
1997
We assess the usefulness of pre-testing for seasonal roots, based on the Hylleberg et...
An evaluation of forecasting using leading indicators
An evaluation of forecasting using leading indicators
1996
This paper considers the use of indices of leading indicators in forecasting and...
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