| Publication | Date of Publication | Type |
|---|
Common volatility shocks driven by the global carbon transition
Journal of Econometrics | 2024-03-06 | Paper |
The impact of integrated measurement errors on modeling long-run macroeconomic time series
Econometric Reviews | 2022-06-08 | Paper |
Misspecification testing: non-invariance of expectations models of inflation
Econometric Reviews | 2022-05-31 | Paper |
Climate econometrics: an overview
Foundations and Trends® in Econometrics | 2021-01-12 | Paper |
| scientific article; zbMATH DE number 7201043 (Why is no real title available?) | 2020-05-15 | Paper |
Modelling our changing world
Palgrave Texts in Econometrics | 2019-07-17 | Paper |
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY
Econometric Theory | 2018-12-14 | Paper |
| scientific article; zbMATH DE number 6811489 (Why is no real title available?) | 2017-11-22 | Paper |
Model selection when there are multiple breaks
Journal of Econometrics | 2017-05-12 | Paper |
Model selection when there are multiple breaks
Journal of Econometrics | 2017-05-12 | Paper |
| Granger causality | 2017-04-05 | Paper |
| Clive W. J. Granger and cointegration | 2017-04-05 | Paper |
Forecasting with equilibrium-correction models during structural breaks
Journal of Econometrics | 2016-08-04 | Paper |
A low-dimension portmanteau test for non-linearity
Journal of Econometrics | 2016-08-04 | Paper |
Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen
Scandinavian Journal of Statistics | 2016-06-29 | Paper |
Robustifying forecasts from equilibrium-correction systems
Journal of Econometrics | 2016-06-10 | Paper |
Automatic selection for non-linear models
System Identification, Environmental Modelling, and Control System Design | 2015-07-02 | Paper |
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics
Probabilities, Laws, and Structures | 2015-06-22 | Paper |
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
Econometric Theory | 2015-03-09 | Paper |
Model selection in under-specified equations facing breaks
Journal of Econometrics | 2014-08-06 | Paper |
Forecasting by factors, by variables, by both or neither?
Journal of Econometrics | 2014-06-06 | Paper |
Unpredictability in economic analysis, econometric modeling and forecasting
Journal of Econometrics | 2014-06-04 | Paper |
Evaluating automatic model selection
Journal of Time Series Econometrics | 2013-06-14 | Paper |
Econometric modelling of time series with outlying observations
Journal of Time Series Econometrics | 2013-06-14 | Paper |
On adding over-identifying instrumental variables to simultaneous equations
Economics Letters | 2011-05-10 | Paper |
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Nowcasting from disaggregates in the face of location shifts
Journal of Forecasting | 2011-01-06 | Paper |
| Forecasting in the presence of structural breaks and policy regime shifts | 2007-10-09 | Paper |
Causality and Exogeneity in Non-stationary Economic Time Series
Contributions to Economic Analysis | 2007-06-19 | Paper |
| scientific article; zbMATH DE number 5145287 (Why is no real title available?) | 2007-04-20 | Paper |
| scientific article; zbMATH DE number 5035842 (Why is no real title available?) | 2006-06-26 | Paper |
| Sub-sample model selection procedures in general-to-specific modelling | 2006-03-16 | Paper |
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
Econometric Theory | 2005-10-18 | Paper |
Computationally intensive econometrics using a distributed matrix-programming language
Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences | 2005-03-30 | Paper |
Pooling of forecasts
Econometrics Journal | 2005-01-06 | Paper |
| scientific article; zbMATH DE number 1944295 (Why is no real title available?) | 2004-01-20 | Paper |
Modelling methodology and forecast failure
Econometrics Journal | 2003-08-07 | Paper |
| scientific article; zbMATH DE number 1865390 (Why is no real title available?) | 2003-02-06 | Paper |
Forecasting with difference-stationary and trend-stationary models
The Econometrics Journal | 2002-04-11 | Paper |
Computer automation of general-to-specific model selection procedures
Journal of Economic Dynamics and Control | 2001-08-20 | Paper |
Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez
Econometrics Journal | 2001-08-05 | Paper |
| Forecasting non-stationary economic time series. With a foreword by Katarina Juselius | 2001-07-08 | Paper |
Achievements and challenges in econometric methodology
Journal of Econometrics | 2001-01-01 | Paper |
The computer as von Neumann planned it
IEEE Annals of the History of Computing | 2000-09-10 | Paper |
| Forecasting Economic Time Series | 1999-12-20 | Paper |
| Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data | 1998-11-25 | Paper |
| Dynamic Econometrics | 1998-07-19 | Paper |
Typologies of linear dynamic systems and models
Journal of Statistical Planning and Inference | 1996-07-18 | Paper |
On the interactions of unit roots and exogeneity
Econometric Reviews | 1996-05-02 | Paper |
Cointegration tests in the presence of structural breaks
Journal of Econometrics | 1996-04-08 | Paper |
Encompassing in stationary linear dynamic models
Journal of Econometrics | 1995-06-18 | Paper |
The Demand for M1 in the U.S.A., 1960-1988
Review of Economic Studies | 1992-01-01 | Paper |
An analogue model of phase-averaging procedures
Journal of Econometrics | 1990-01-01 | Paper |
Econometric Evaluation of Linear Macro-Economic Models
Review of Economic Studies | 1986-01-01 | Paper |
Empirical modeling in dynamic econometrics
Applied Mathematics and Computation | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3888885 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3928165 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3940576 (Why is no real title available?) | 1984-01-01 | Paper |
Present Position and Potential Developments: Some Personal Views: Time- Series Econometrics
Journal of the Royal Statistical Society. Series A (General) | 1984-01-01 | Paper |
Exogeneity
Econometrica | 1983-01-01 | Paper |
The Econometric Analysis of Economic Time Series
International Statistical Review / Revue Internationale de Statistique | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3814933 (Why is no real title available?) | 1982-01-01 | Paper |
On the formulation of empirical models in dynamic econometrics
Journal of Econometrics | 1982-01-01 | Paper |
A reply to Professors Maasoumi and Phillips
Journal of Econometrics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3692617 (Why is no real title available?) | 1980-01-01 | Paper |
An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
Review of Economic Studies | 1980-01-01 | Paper |
AUTOREG: A computer program library for dynamic econometric models with autoregressive errors
Journal of Econometrics | 1980-01-01 | Paper |
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
Journal of Econometrics | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3555283 (Why is no real title available?) | 1977-01-01 | Paper |
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems
Econometrica | 1977-01-01 | Paper |
The structure of simultaneous equations estimators
Journal of Econometrics | 1976-01-01 | Paper |
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors
International Economic Review | 1976-01-01 | Paper |
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
Journal of Econometrics | 1974-01-01 | Paper |
Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study
Review of Economic Studies | 1972-01-01 | Paper |
Towards FORTRAN VI? Part 2. FORTRAN in the Modern World
The Computer Journal | 1969-01-01 | Paper |
