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Parallel computation in econometrics : a simplified approach

Doornik, Jurgen A. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002124438

Inference and forecasting for fractional autoregressive integrated moving average models : with an application to US and UK inflation

Ooms, Marius; Doornik, Jurgen A. - 1999

Persistent link: https://www.econbiz.de/10001526108

Step-indicator saturation

Doornik, Jurgen A.; Hendry, David F.; Pretis, Felix - 2013

Persistent link: https://www.econbiz.de/10009769070

Evaluating automatic model selection

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10009623576

A Markov-switching model with component structure for US GNP

Doornik, Jurgen A. - In: Economics letters 118 (2013) 2, pp. 265-268

Persistent link: https://www.econbiz.de/10009706797

Model selection when there are multiple breaks

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Journal of econometrics 169 (2012) 2, pp. 239-246

Persistent link: https://www.econbiz.de/10009671313

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

Testing the invariance of expectations models of inflation

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - 2010 - Publisert 23. des. 2010 11:56 - Sist endret 3. jan. 2011 10:55

The new-Keynesian Phillips curve (NKPC) includes expected future inflation to explain current inflation. Such models are estimated by replacing the expected value by the future outcome, using Instrumental Variables or Generalized Method of Momentsmethods. However, the underlying theory does not...

Persistent link: https://www.econbiz.de/10008772874

Model selection in equations with many 'small' effects

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2011

Persistent link: https://www.econbiz.de/10008842213

Testing the invariance of expectations models of inflation

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - 2010

Persistent link: https://www.econbiz.de/10008748093