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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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Card forecasts for M4
Doornik, Jurgen A.; Castle, Jennifer; Hendry, David F. - In: International journal of forecasting 36 (2020) 1, pp. 129-134
Persistent link: https://www.econbiz.de/10012406083
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Robust discovery of regression models
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2020
Persistent link: https://www.econbiz.de/10012492604
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Modelling non-stationary "Big Data"
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: International journal of forecasting 37 (2021) 4, pp. 1556-1575
Persistent link: https://www.econbiz.de/10013274313
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Model selection in under-specified equations facing breaks
Castle, Jennifer; Hendry, David F. - In: Journal of econometrics 178 (2014) 1, pp. 286-293
Persistent link: https://www.econbiz.de/10010256158
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Model selection in under-specified equations facing breaks
Castle, Jennifer; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10008748097
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Econometrics for modelling climate change
Castle, Jennifer; Hendry, David F. - 2021
Persistent link: https://www.econbiz.de/10012628320
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General-to-specific approaches for evaluating multi-step system forecasts
Martinez, Andrew B. - 2019
Persistent link: https://www.econbiz.de/10012322177
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Encompassing and automatic model selection
Doornik, Jurgen A. - In: Oxford bulletin of economics and statistics 70 (2008), pp. 915-925
Persistent link: https://www.econbiz.de/10003787681
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Accelerated estimation of switching algorithms : the cointegrated VAR model and other applications
Doornik, Jurgen A. - 2017
Persistent link: https://www.econbiz.de/10011882272