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Jennifer Castle
Jennifer Castle
Magdalen College, University of Oxford
Verified email at magd.ox.ac.uk - Homepage
Title
Cited by
Cited by
Year
Evaluating automatic model selection
JL Castle, JA Doornik, DF Hendry
Journal of Time Series Econometrics 3 (1), 2011
1702011
Model selection when there are multiple breaks
JL Castle, JA Doornik, DF Hendry
Journal of Econometrics 169 (2), 239-246, 2012
1632012
Detecting location shifts during model selection by step-indicator saturation
JL Castle, JA Doornik, DF Hendry, F Pretis
Econometrics 3 (2), 240-264, 2015
1322015
The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry
J Castle, N Shephard
OUP Oxford, 2009
892009
Nowcasting is not just contemporaneous forecasting
JL Castle, NWP Fawcett, DF Hendry
National Institute Economic Review 210, 71-89, 2009
782009
Forecasting: theory and practice
F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ...
International Journal of Forecasting, 2022
762022
A low-dimension portmanteau test for non-linearity
JL Castle, DF Hendry
Journal of econometrics 158 (2), 231-245, 2010
752010
Forecasting with equilibrium-correction models during structural breaks
JL Castle, NWP Fawcett, DF Hendry
Journal of Econometrics 158 (1), 25-36, 2010
642010
Forecasting by factors, by variables, by both or neither?
JL Castle, MP Clements, DF Hendry
Journal of Econometrics 177 (2), 305-319, 2013
592013
Building a real-time database for GDP (E)
J Castle, C Ellis
Bank of England. Quarterly Bulletin 42 (1), 42, 2002
592002
Robust approaches to forecasting
JL Castle, MP Clements, DF Hendry
International Journal of Forecasting 31 (1), 99-112, 2015
532015
The long-run determinants of UK wages, 1860–2004
JL Castle, DF Hendry
Journal of Macroeconomics 31 (1), 5-28, 2009
472009
Evaluating PcGets and RETINA as automatic model selection algorithms
JL Castle
Oxford Bulletin of Economics and Statistics 67, 837-880, 2005
412005
Forecasting breaks and forecasting during breaks
J Castle, D Hendry, N Fawcett
University of Oxford, 2011
382011
Nowcasting from disaggregates in the face of location shifts
JL Castle, DF Hendry
Journal of Forecasting 29 (1‐2), 200-214, 2010
352010
Automatic selection for non-linear models
JL Castle, DF Hendry
System identification, environmental modelling, and control system design …, 2012
342012
Forecasting and nowcasting macroeconomic variables: A methodological overview
J Castle, D Hendry, O Kitov
Eurostat, 2017
322017
Model selection in under-specified equations facing breaks
JL Castle, DF Hendry
Journal of Econometrics 178, 286-293, 2014
322014
An overview of forecasting facing breaks
JL Castle, MP Clements, DF Hendry
Journal of Business Cycle Research 12 (1), 3-23, 2016
302016
Semi-automatic non-linear model selection
JL Castle, DF Hendry
Essays in nonlinear time series econometrics, 163-197, 2014
292014
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