Jennifer L. Castle

Available identifiers

Publication	Date of Publication	Type
Misspecification testing: non-invariance of expectations models of inflation	2022-05-31	Paper
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts	2021-11-16	Paper
Climate econometrics: an overview	2021-01-12	Paper
https://portal.mardi4nfdi.de/entity/Q5110040	2020-05-15	Paper
Modelling our changing world	2019-07-17	Paper
Model selection when there are multiple breaks	2017-05-12	Paper
Clive W. J. Granger and cointegration	2017-04-05	Paper
Sir Clive W. J. Granger model selection	2017-04-05	Paper
Forecasting with equilibrium-correction models during structural breaks	2016-08-04	Paper
A low-dimension portmanteau test for non-linearity	2016-08-04	Paper
Automatic selection for non-linear models	2015-07-02	Paper
Model selection in under-specified equations facing breaks	2014-08-06	Paper
Forecasting by factors, by variables, by both or neither?	2014-06-06	Paper
Evaluating automatic model selection	2013-06-14	Paper
Nowcasting from disaggregates in the face of location shifts	2011-01-06	Paper

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