Access Statistics for Jennifer L. Castle

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Low-Dimension Collinearity-Robust Test for Non-linearity 0 0 0 84 0 0 1 439
A Low-Dimension Portmanteau Test for Non-linearity 0 0 1 142 1 3 12 224
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 93 0 0 2 115
A machine learning dynamic switching approach to forecasting when there are structural breaks 0 3 77 77 1 6 45 45
An Overview of Forecasting Facing Breaks 0 0 1 110 2 6 29 173
Automatic Selection for Non-linear Models 0 0 1 177 2 6 47 511
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 25 25 0 5 50 50
Evaluating Automatic Model Selection 0 1 5 69 1 3 18 179
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 2 3 4 331 3 6 26 778
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 2 11 29 400 9 28 95 686
Forecasting breaks and forecasting during breaks 0 0 2 216 1 7 35 326
Forecasting by factors, by variables, or both? 0 0 0 143 0 4 17 263
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 0 153 1 1 4 352
Forecasting: theory and practice 1 50 50 50 2 18 20 20
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms 9 14 40 721 17 37 96 1,738
Identifying the Causal Role of CO2 during the Ice Ages 0 0 4 48 0 0 17 69
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 100 1 3 15 248
Model Selection in Equations with Many 'Small' Effects 0 0 0 23 1 1 8 93
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 1 9 173
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 0 1 10 150
Model Selection when there are Multiple Breaks 0 0 0 32 0 0 0 101
Modelling Non-stationary 'Big Data' 0 3 17 125 2 9 55 173
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks 0 0 1 49 1 3 18 65
On Not Evaluating Economic Models by Forecast Outcomes 0 0 1 141 0 0 3 149
Policy Analysis, Forediction, and Forecast Failure 0 0 4 112 2 5 34 155
Robust Approaches to Forecasting 0 0 1 231 2 4 22 477
Robust Discovery of Regression Models 0 1 4 64 1 4 14 69
Selecting a Model for Forecasting 0 0 0 94 2 3 17 144
Semi-automatic Non-linear Model selection 0 1 2 109 0 2 9 194
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 1 4 42 0 1 9 75
Smooth Robust Multi-Horizon Forecasts 0 0 0 8 0 0 5 15
Smooth Robust Multi-Horizon Forecasts 0 0 3 43 1 4 18 56
Some forecasting principles from the M4 competition 0 2 5 45 3 12 31 76
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 1 2 3 154
Testing the Invariance of Expectations Models of Inflation 0 0 2 27 0 0 3 89
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 3 3 22 564
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 0 0 0 56 0 0 6 149
Total Working Papers 14 90 283 4,559 60 188 825 9,337


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts 0 0 2 2 1 1 17 17
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 1 3 8 28 6 14 53 175
A low-dimension portmanteau test for non-linearity 0 1 2 48 0 1 6 177
An Overview of Forecasting Facing Breaks 0 1 2 14 0 5 24 76
Card forecasts for M4 0 1 2 3 1 2 13 34
Climate Econometrics: An Overview 0 0 3 10 2 5 15 44
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 3 33 1 7 66 206
Evaluating Automatic Model Selection 1 2 4 163 2 8 36 495
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 0 9 0 0 6 46
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* 0 0 0 93 1 1 2 292
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 0 0 0 4 4
Forecasting Principles from Experience with Forecasting Competitions 0 0 2 2 0 0 8 25
Forecasting by factors, by variables, by both or neither? 0 0 2 67 0 1 32 229
Forecasting with equilibrium-correction models during structural breaks 0 1 2 66 2 3 18 259
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 1 11 0 1 8 57
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 0 0 5 74
Model selection in under-specified equations facing breaks 0 0 0 24 0 1 8 110
Model selection when there are multiple breaks 0 1 1 39 0 8 16 162
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 0 0 0 13 13
Modelling non-stationary ‘Big Data’ 0 1 2 2 0 3 16 16
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 3 73 0 0 8 187
Nowcasting from disaggregates in the face of location shifts 0 0 0 74 0 0 7 178
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 0 0 0 2 2
Robust approaches to forecasting 1 1 2 57 1 1 9 137
Selecting a Model for Forecasting 1 1 10 10 2 3 28 28
Short-term forecasting of the coronavirus pandemic 0 2 2 2 1 6 6 6
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 1 2 5 0 1 3 32
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 1 18 0 0 5 68
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 1 1 8 8 1 1 15 15
The long-run determinants of UK wages, 1860-2004 0 0 0 150 1 1 16 497
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES 0 0 0 25 0 0 2 85
Total Journal Articles 5 17 64 1,047 22 74 467 3,746


Statistics updated 2022-06-07