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Forecasting with equilibrium-correction models during structural breaks
Castle, Jennifer; Fawcett, Nicholas W. P.; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10003942751
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A low-dimension portmanteau test for non-linearity
Castle, Jennifer; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10003942760
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Model selection when there are multiple breaks
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10003942762
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Automatic selection for non-linear models
Castle, Jennifer; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10003942764
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Evaluating automatic model selection
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10003942766
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Econometric modelling of changing time series
Hendry, David F.; Mizon, Grayham E. - 2010
Persistent link: https://www.econbiz.de/10003942770
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An automatic test of super exogeneity
Hendry, David F.; Santos, Carlos - 2010
Persistent link: https://www.econbiz.de/10003942773
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Model identification and nonunique structure
Hendry, David F.; Lu, Maozu; Mizon, Grayham E. - In: The methodology and practice of econometrics : a …, (pp. 343-364). 2009
Persistent link: https://www.econbiz.de/10003857851
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Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
Hendry, David F.; Hubrich, Kirstin - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 216-227
Persistent link: https://www.econbiz.de/10009160018
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Forecasting by factors, by variables, or both?
Castle, Jennifer; Clements, Michael P.; Hendry, David F. - 2012
Persistent link: https://www.econbiz.de/10009531426