Jennifer L. Castle

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Misspecification testing: non-invariance of expectations models of inflation Econometric Reviews	2022-05-31	Paper
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts Journal of Economic Dynamics and Control	2021-11-16	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
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
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 Journal of Econometrics	2016-08-04	Paper
A low-dimension portmanteau test for non-linearity Journal of Econometrics	2016-08-04	Paper
Automatic selection for non-linear models System Identification, Environmental Modelling, and Control System Design	2015-07-02	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
Evaluating automatic model selection Journal of Time Series Econometrics	2013-06-14	Paper
Nowcasting from disaggregates in the face of location shifts Journal of Forecasting	2011-01-06	Paper

Research outcomes over time

This page was built for person: Jennifer L. Castle