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Misspecification testing : non-invariance of expectations models of inflation

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - In: Econometric reviews 33 (2014) 5/6, pp. 553-574

Persistent link: https://www.econbiz.de/10010360791

A low-dimension portmanteau test for non-linearity

Castle, Jennifer; Hendry, David F. - In: Journal of econometrics 158 (2010) 2, pp. 231-245

Persistent link: https://www.econbiz.de/10008839958

A half-century diversion of monetary policy? : an empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate

Ryan-Collins, Josh; Werner, Richard A.; Castle, Jennifer - In: Journal of international financial markets, … 43 (2016), pp. 158-176

Persistent link: https://www.econbiz.de/10011673527

An omnibus test for univariate and multivariate normality

Doornik, Jurgen A.; Hansen, Henrik - 1994

Persistent link: https://www.econbiz.de/10000932642

An omnibus test for unvariate and multivariate normality

Doornik, Jurgen A.; Hansen, Henrik - In: Oxford bulletin of economics and statistics 70 (2008), pp. 927-939

Persistent link: https://www.econbiz.de/10003787682

Building a real-time database for GDP(E)

Castle, Jennifer; Ellis, Colin - In: Quarterly bulletin / Bank of England 42 (2002) 1, pp. 42-49

Persistent link: https://www.econbiz.de/10001700363

Building a Real-Time Database for Gdp(E)

Ellis, Colin; Castle, Jennifer L. - 2005

The Bank's Monetary Policy Committee analyzes a wide variety of data to inform its monetary policy decisions. Some of these data are revised over time, and taking account of possible revisions is an important part of assessing any data release. This article discusses the construction of a...

Persistent link: https://www.econbiz.de/10014065429

Computer automation of general-to-specific model selection procedures

Krolzig, Hans-Martin; Hendry, David F. - 2000

Persistent link: https://www.econbiz.de/10001503808

Explaining cointegration analysis, Part 1

Hendry, David F.; Jusélius, Katarina - In: The energy journal 21 (2000) 1, pp. 1-42

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Exogeneity, cointegration, and economic policy analysis

Ericsson, Neil R. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 370-387

Persistent link: https://www.econbiz.de/10001251809