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Step-indicator saturation
Doornik, Jurgen A.; Hendry, David F.; Pretis, Felix - 2013
Persistent link: https://www.econbiz.de/10009769070
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Model selection in equations with many 'small' effects
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2011
Persistent link: https://www.econbiz.de/10008842213
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Testing the invariance of expectations models of inflation
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - 2010
Persistent link: https://www.econbiz.de/10008748093
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Statistical model selection with 'big data'
Doornik, Jurgen A.; Hendry, David F. - 2014
Persistent link: https://www.econbiz.de/10010442444
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Model selection when there are multiple breaks
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2008
Persistent link: https://www.econbiz.de/10003818579
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Model selection when there are multiple breaks
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10003942762
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Evaluating automatic model selection
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10003942766
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Modelling non-stationary "big data"
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2020
Persistent link: https://www.econbiz.de/10012202702
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Selecting a model for forecasting
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2018
Persistent link: https://www.econbiz.de/10011937526