| Forecasting: theory and practice F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ... International Journal of Forecasting 38 (3), 705-871, 2022 | 711 | 2022 |
| Evaluating automatic model selection JL Castle, JA Doornik, DF Hendry Journal of Time Series Econometrics 3 (1), 2011 | 188 | 2011 |
| Model selection when there are multiple breaks JL Castle, JA Doornik, DF Hendry Journal of Econometrics 169 (2), 239-246, 2012 | 184 | 2012 |
| Detecting location shifts during model selection by step-indicator saturation JL Castle, JA Doornik, DF Hendry, F Pretis Econometrics 3 (2), 240-264, 2015 | 173 | 2015 |
| The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry J Castle, N Shephard OUP Oxford, 2009 | 105 | 2009 |
| Nowcasting is not just contemporaneous forecasting JL Castle, NWP Fawcett, DF Hendry National Institute Economic Review 210, 71-89, 2009 | 94 | 2009 |
| A low-dimension portmanteau test for non-linearity JL Castle, DF Hendry Journal of econometrics 158 (2), 231-245, 2010 | 85 | 2010 |
| Robust approaches to forecasting JL Castle, MP Clements, DF Hendry International Journal of Forecasting 31 (1), 99-112, 2015 | 77 | 2015 |
| Forecasting by factors, by variables, by both or neither? JL Castle, MP Clements, DF Hendry Journal of Econometrics 177 (2), 305-319, 2013 | 70 | 2013 |
| Forecasting with equilibrium-correction models during structural breaks JL Castle, NWP Fawcett, DF Hendry Journal of Econometrics 158 (1), 25-36, 2010 | 70 | 2010 |
| Building a real-time database for GDP (E) J Castle, C Ellis Bank of England. Quarterly Bulletin 42 (1), 42, 2002 | 59 | 2002 |
| Short-term forecasting of the coronavirus pandemic JA Doornik, JL Castle, DF Hendry International Journal of Forecasting 38 (2), 453-466, 2022 | 58 | 2022 |
| The long-run determinants of UK wages, 1860–2004 JL Castle, DF Hendry Journal of Macroeconomics 31 (1), 5-28, 2009 | 57 | 2009 |
| Evaluating PcGets and RETINA as automatic model selection algorithms JL Castle Oxford Bulletin of Economics and Statistics 67, 837-880, 2005 | 43 | 2005 |
| An overview of forecasting facing breaks JL Castle, MP Clements, DF Hendry Journal of Business Cycle Research 12 (1), 3-23, 2016 | 42 | 2016 |
| Forecasting and nowcasting macroeconomic variables: A methodological overview J Castle, D Hendry, O Kitov Eurostat, 2017 | 41 | 2017 |
| Modelling our changing world JL Castle, DF Hendry Springer Nature, 2019 | 40 | 2019 |
| Evaluating forecasts, narratives and policy using a test of invariance JL Castle, DF Hendry, AB Martinez Econometrics 5 (3), 39, 2017 | 39 | 2017 |
| Model selection in under-specified equations facing breaks JL Castle, DF Hendry Journal of Econometrics 178, 286-293, 2014 | 38 | 2014 |
| Forecasting breaks and forecasting during breaks JL Castle, NWP Fawcett, DF Hendry | 38 | 2011 |
David F HendrySenior Research Fellow, Nuffield College, Oxford UniversityПодтвержден адрес электронной почты в домене nuffield.ox.ac.uk