David F. Hendry

CFDPs

CFDP 2082 David F. Hendry, Peter C. B. Phillips, "John Denis Sargan at the London School of Economics," (March 2017) [20pp, Abstract]
CFDP 400 David F. Hendry, Frank Srba, "A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems," (August 1975) [30pp, Abstract]
CFDP 399 David F. Hendry, "The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems," (August 1975) [12pp, Abstract]
CFDP 398 David F. Hendry, Gordon J. Anderson, "Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom," (August 1975) [29pp, Abstract]

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

CFP 1623 David F. Hendry, Peter C. B. Phillips, "John Denis Sargan (1924–1996)," (January 2019), 667-695
CFP 1280 David F. Hendry, Peter C. B. Phillips, "Obituary: Clive W. J. Granger," Econometric Theory, (October 2009), 25(5): 1139-1142