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THE IMPLICATIONS FOR ECONOMETRIC MODELLING OF FORECAST FAILURE

Hendry, David F.; Doornik, Jurgen A. - In: Scottish journal of political economy : the journal of … 44 (1997) 4, pp. 437-461

Persistent link: https://www.econbiz.de/10007700550

Reconstructing Aggregate Euro-zone Data

Beyer, Andreas; Doornik, Jurgen A.; Hendry, David F. - In: Journal of Common Market Studies 38 (2000) 4, pp. 613-624

Persistent link: https://www.econbiz.de/10005668045

Computationally-intensive Econometrics using a Distributed Matrix-programming Language

Doornik, Jurgen A.; Hendry, David F.; Shephard, Neil - Economics Group, Nuffield College, University of Oxford

This paper reviews the need for powerful facilities in econometrics, focusing on concrete problems which arise in financial economics and in macroeconomics. We argue that the profession is being held back by the lack of easy to use generic software which is able to exploit the availability of...

Persistent link: https://www.econbiz.de/10005730329

Beyer-Doornik-Hendry

Beyer, Andreas; Doornik, Jurgen A.; Hendry, David F. - Department of Economics, Boston College

Data from Constructing Historical Euro-Zone Data, Economic Journal, 2001, 111:F102-F121. Quarterly, 1979q1 to 1999q4.

Persistent link: https://www.econbiz.de/10005027909

Empirical model discovery and theory evaluation : automatic selection methods in econometrics

Hendry, David F. - 2014

Persistent link: https://www.econbiz.de/10013481413

Evaluating PcGets and RETINA as automatic model selection algorithms

Castle, Jennifer L. - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 837-880

Persistent link: https://www.econbiz.de/10003229054

Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks

Castle, Jennifer - 2019

Persistent link: https://www.econbiz.de/10012170952

Commentary on "Transparent modelling of influenza incidence" : is the answer simplicity or adaptability?

Castle, Jennifer - In: International journal of forecasting 38 (2022) 2, pp. 622-624

Persistent link: https://www.econbiz.de/10013348680

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

Autometrics

Doornik, Jurgen A. - In: The methodology and practice of econometrics : a …, (pp. 88-121). 2009

Persistent link: https://www.econbiz.de/10003857835