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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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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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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
Castle, Jennifer (ed.); Hendry, David F. (honouree) - 2009 - 1. publ.
Persistent link: https://www.econbiz.de/10003734868
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Modelling our Changing World
Castle, Jennifer; Hendry, David F. - 2019 - 1st ed. 2019
Chapter 1: Introduction -- Chapter 2: Key Concepts: A Series of Primers -- Chapter 3: Why is the World Always Changing? -- Chapter 4: Making Trends and Breaks Work for us -- Chapter 5: Indicator Saturation Methods -- Chapter 6: Combining Theory and Data -- Chapter 7: Seeing into the Future --...
Persistent link: https://www.econbiz.de/10012398751
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Inference in cointegrating models : UK M1 revisited
Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Practical issues in cointegration analysis, (pp. 117-156). 1999
Persistent link: https://www.econbiz.de/10001550932
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Inference in cointegration models : UK M1 revisited
Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Journal of economic surveys 12 (1998) 5, pp. 533-572
Persistent link: https://www.econbiz.de/10001400862
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Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks
Castle, Jennifer - 2019
Persistent link: https://www.econbiz.de/10012170952
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Approximations to the asymptotic distributions of cointegration tests
Doornik, Jurgen A. - In: Practical issues in cointegration analysis, (pp. 157-177). 1999
Persistent link: https://www.econbiz.de/10001550935
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Approximations to the asymptotic distributions of cointegration tests
Doornik, Jurgen A. - In: Journal of economic surveys 12 (1998) 5, pp. 573-593
Persistent link: https://www.econbiz.de/10001400863
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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