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Using model selection algorithms to obtain reliable coefficient estimates
Castle, Jennifer; Qin, Xiaochuan; Reed, W. Robert - In: Journal of economic surveys 27 (2013) 2, pp. 269-296
Persistent link: https://www.econbiz.de/10009759973
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A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
Castle, Jennifer; Kurita, Takamitsu - In: Journal of economic dynamics & control 128 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012628234
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Structural relationships between cryptocurrency prices and monetary policy indicators
Castle, Jennifer; Kurita, Takamitsu - 2022
Persistent link: https://www.econbiz.de/10013272018
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A machine learning dynamic switching approach to forecasting when there are structural breaks
Pinto, Jeronymo Marcondes; Castle, Jennifer - 2021
Persistent link: https://www.econbiz.de/10012697014
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Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer; Qin, Xiaochuan; Reid, W. Robert - 2011
Persistent link: https://www.econbiz.de/10009012239
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A half-century diversion of monetary policy? : an empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate
Ryan-Collins, Josh; Werner, Richard A.; Castle, Jennifer - In: Journal of international financial markets, … 43 (2016), pp. 158-176
Persistent link: https://www.econbiz.de/10011673527
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Stability between cryptocurrency prices and the term structure
Castle, Jennifer; Kurita, Takamitsu - In: Journal of economic dynamics & control 165 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015051128
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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - 1998
Persistent link: https://www.econbiz.de/10000167948
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Multimodality in GARCH regression models
Doornik, Jurgen A.; Ooms, Marius - In: International journal of forecasting 24 (2008) 3, pp. 432-448
Persistent link: https://www.econbiz.de/10003764109
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An omnibus test for unvariate and multivariate normality
Doornik, Jurgen A.; Hansen, Henrik - In: Oxford bulletin of economics and statistics 70 (2008), pp. 927-939
Persistent link: https://www.econbiz.de/10003787682