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Model selection when there are multiple breaks

Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. - 2008

Persistent link: https://www.econbiz.de/10003818579

Model selection in equations with many 'small' effects

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

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

Model selection when there are multiple breaks

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

Persistent link: https://www.econbiz.de/10003942762

Evaluating automatic model selection

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

Persistent link: https://www.econbiz.de/10003942766

Step-indicator saturation

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

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

Model selection in equations with many "small" effects

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Oxford bulletin of economics and statistics 75 (2013) 1, pp. 6-22

Persistent link: https://www.econbiz.de/10009733532

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

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

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

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