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How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer; Qin, Xiaochuan; Reid, W. Robert - 2009
Persistent link: https://www.econbiz.de/10008667753
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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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Building a real-time database for GDP(E)
Castle, Jennifer; Ellis, Colin - In: Quarterly bulletin / Bank of England 42 (2002) 1, pp. 42-49
Persistent link: https://www.econbiz.de/10001700363
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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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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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Semi-automatic Non-linear Model selection
Castle, Jennifer; Hendry, David - Department of Economics, Oxford University - 2013
We consider model selection for non-linear dynamic equations with more candidate variables than observations, based on a general class of non-linear-in-the-variables functions, addressing possible location shifts by impulse-indicator saturation.  After an automatic search delivers a simplified...
Persistent link: https://www.econbiz.de/10011004135