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12 months |
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Last month |
3 months |
12 months |
Total |

A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems |
0 |
0 |
0 |
20 |
2 |
2 |
6 |
451 |

A General Forecast-error Taxonomy |
0 |
0 |
3 |
260 |
1 |
1 |
10 |
726 |

A Low-Dimension Collinearity-Robust Test for Non-linearity |
0 |
0 |
0 |
83 |
0 |
1 |
7 |
437 |

A Low-Dimension Portmanteau Test for Non-linearity |
0 |
0 |
2 |
139 |
1 |
3 |
9 |
204 |

A Short History of Macro-econometric Modelling |
5 |
16 |
74 |
74 |
10 |
35 |
163 |
163 |

A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations |
0 |
0 |
0 |
93 |
0 |
1 |
3 |
113 |

AUTOMATIC TESTS for SUPER EXOGENEITY |
0 |
1 |
1 |
164 |
0 |
1 |
4 |
331 |

An Automatic Test of Super Exogeneity |
1 |
1 |
4 |
240 |
7 |
11 |
35 |
793 |

An Econometric Analysis of Money Demand in Italy |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
1,223 |

An Open-model Forecast-error Taxonomy |
0 |
0 |
0 |
45 |
0 |
0 |
3 |
79 |

An Overview of Forecasting Facing Breaks |
1 |
1 |
6 |
105 |
3 |
10 |
30 |
124 |

An analogue model of phase-averaging procedures |
0 |
0 |
0 |
26 |
2 |
6 |
10 |
508 |

An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz |
2 |
3 |
10 |
271 |
4 |
6 |
24 |
1,437 |

An evaluation of forecasting using leading indicators |
0 |
0 |
0 |
716 |
1 |
1 |
3 |
1,435 |

Analyzing Differences between Scenarios |
2 |
4 |
42 |
42 |
5 |
13 |
25 |
25 |

Anthropogenic Influences on Atmospheric CO2 |
0 |
0 |
0 |
67 |
1 |
6 |
19 |
189 |

Assertion without empirical basis: an econometric appraisal of monetary trends in... the United Kingdom, by Milton Friedman and Anna J. Schwartz |
0 |
2 |
8 |
94 |
1 |
8 |
38 |
687 |

Automatic Selection for Non-linear Models |
0 |
0 |
6 |
173 |
2 |
8 |
41 |
438 |

Beyer-Doornik-Hendry |
2 |
3 |
15 |
340 |
5 |
9 |
50 |
1,303 |

Climate Change: Lessons for our Future from the Distant Past |
0 |
0 |
3 |
101 |
3 |
4 |
11 |
207 |

Cointegration tests in the presence of structural breaks |
1 |
1 |
7 |
228 |
3 |
11 |
37 |
1,062 |

Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom |
0 |
1 |
6 |
131 |
2 |
6 |
26 |
690 |

Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate |
1 |
1 |
1 |
265 |
1 |
2 |
10 |
606 |

Computationally-intensive Econometrics using a Distributed Matrix-programming Language |
0 |
0 |
0 |
180 |
1 |
3 |
6 |
873 |

Computer Automation of General-to-Specific Model Selection Procedures |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
2,208 |

Computer Automation of General-to-Specific Model Selection Procedures |
0 |
2 |
5 |
26 |
2 |
6 |
13 |
80 |

Conditional econometric modelling: an application to new house prices in the United Kingdom |
0 |
0 |
8 |
157 |
3 |
8 |
23 |
686 |

Constructing Historical Euro-Zone Data |
0 |
1 |
3 |
20 |
0 |
1 |
7 |
64 |

Constructing Historical Euro-Zone Data |
0 |
0 |
0 |
2 |
0 |
4 |
8 |
757 |

Deciding Between Alternative Approaches In Macroeconomics |
2 |
8 |
18 |
191 |
5 |
16 |
58 |
330 |

Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation |
0 |
0 |
2 |
51 |
0 |
3 |
19 |
87 |

EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR |
0 |
0 |
0 |
1 |
0 |
6 |
24 |
574 |

EXOGENEITY |
1 |
1 |
2 |
8 |
4 |
5 |
25 |
42 |

Econometric Modelling of Changing Time Series |
0 |
0 |
0 |
219 |
1 |
2 |
6 |
265 |

Economic Forecasting: Some Lessons from Recent Research |
0 |
0 |
2 |
406 |
1 |
4 |
15 |
962 |

Economic Forecasting: Some Lessons from Recent Research |
0 |
0 |
0 |
6 |
1 |
2 |
8 |
38 |

Economic Forecasting: Some Lessons from Recent Research |
0 |
1 |
2 |
489 |
0 |
4 |
13 |
790 |

Economic forecasting: some lessons from recent research |
0 |
0 |
0 |
443 |
1 |
3 |
9 |
942 |

Empirical Economic Model Discovery and Theory Evaluation |
1 |
1 |
8 |
273 |
4 |
18 |
52 |
737 |

Encompassing and rational expectations: how sequential corroboration can imply refutation |
0 |
0 |
0 |
30 |
1 |
4 |
8 |
412 |

Evaluating Automatic Model Selection |
0 |
0 |
4 |
60 |
2 |
7 |
29 |
142 |

Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations |
1 |
1 |
1 |
53 |
2 |
4 |
16 |
71 |

Exogeneity |
0 |
0 |
2 |
24 |
0 |
1 |
15 |
855 |

Exogeneity |
0 |
0 |
0 |
0 |
1 |
4 |
36 |
124 |

Exogeneity, cointegration, and economic policy analysis |
1 |
1 |
3 |
997 |
2 |
3 |
25 |
1,939 |

Explaining Cointegration Analysis: Part II |
1 |
1 |
16 |
3,629 |
4 |
8 |
56 |
6,992 |

FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS |
0 |
1 |
1 |
1 |
3 |
5 |
11 |
18 |

First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 |
3 |
5 |
55 |
55 |
4 |
15 |
33 |
33 |

Forecast Failure, Expectations Formation, and the Lucas Critique |
0 |
0 |
1 |
237 |
3 |
5 |
10 |
602 |

Forecasting Aggregates by Disaggregates |
0 |
0 |
1 |
266 |
2 |
4 |
14 |
993 |

Forecasting Economic Aggregates by Disaggregates |
0 |
0 |
1 |
206 |
2 |
4 |
13 |
741 |

Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation |
1 |
1 |
4 |
323 |
4 |
9 |
21 |
735 |

Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview |
1 |
5 |
23 |
358 |
5 |
18 |
66 |
543 |

Forecasting breaks and forecasting during breaks |
0 |
0 |
2 |
211 |
0 |
1 |
10 |
268 |

Forecasting by factors, by variables, or both? |
0 |
0 |
1 |
142 |
1 |
5 |
16 |
229 |

Forecasting economic aggregates by disaggregates |
0 |
0 |
0 |
230 |
0 |
1 |
15 |
508 |

Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts |
0 |
0 |
2 |
144 |
0 |
3 |
55 |
577 |

Forecasting from Structural Econometric Models |
0 |
1 |
2 |
366 |
2 |
6 |
26 |
632 |

Forecasting in Cointegrated Systems |
0 |
0 |
0 |
4 |
1 |
3 |
14 |
212 |

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts |
0 |
0 |
2 |
206 |
1 |
2 |
8 |
476 |

Forecasting with Difference-Stationary and Trend-Stationary Models |
0 |
1 |
2 |
31 |
3 |
5 |
14 |
118 |

Forecasting with Difference-Stationary and Trend-Stationary Models |
0 |
0 |
5 |
18 |
5 |
7 |
23 |
1,633 |

Forecasting with Equilibrium-correction Models during Structural Breaks |
0 |
0 |
2 |
149 |
3 |
6 |
17 |
342 |

General-to-specific modeling: an overview and selected bibliography |
6 |
16 |
61 |
1,637 |
41 |
117 |
411 |
6,075 |

Identifying the Causal Role of CO2 during the Ice Ages |
2 |
6 |
41 |
41 |
6 |
19 |
40 |
40 |

Improving the Teaching of Econometrics |
0 |
2 |
10 |
239 |
1 |
8 |
40 |
483 |

John Denis Sargan at the London School of Economics |
0 |
0 |
4 |
102 |
1 |
6 |
24 |
105 |

Log Income vs. Linear Income: An Application of the Encompassing Principle |
0 |
0 |
0 |
0 |
3 |
6 |
16 |
293 |

Log income versus linear income: an application of the encompassing principl |
0 |
0 |
0 |
553 |
2 |
4 |
6 |
2,529 |

MULTI-STEP ESTIMATION FOR FORECASTING |
0 |
0 |
1 |
1 |
0 |
1 |
44 |
47 |

Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics |
0 |
0 |
3 |
403 |
1 |
1 |
10 |
501 |

Milton Friedman and Data Adjustment |
1 |
4 |
23 |
190 |
1 |
6 |
38 |
150 |

Mis-specification Testing: Non-Invariance of Expectations Models of Inflation |
1 |
1 |
1 |
99 |
2 |
6 |
14 |
227 |

Model Discovery and Trygve Haavelmo's Legacy |
0 |
0 |
0 |
116 |
1 |
4 |
13 |
278 |

Model Identification and Non-unique Structure |
0 |
0 |
0 |
100 |
1 |
2 |
9 |
429 |

Model Selection in Equations with Many 'Small' Effects |
0 |
0 |
0 |
90 |
1 |
3 |
13 |
153 |

Model Selection in Equations with Many 'Small' Effects |
0 |
0 |
0 |
23 |
1 |
3 |
10 |
74 |

Model Selection in Under-specified Equations Facing Breaks |
0 |
0 |
0 |
34 |
0 |
5 |
16 |
131 |

Model Selection when there are Multiple Breaks |
0 |
1 |
2 |
30 |
0 |
5 |
18 |
97 |

Modeling the demand for narrow money in the United Kingdom and the United States |
0 |
0 |
5 |
304 |
0 |
4 |
20 |
1,140 |

Modelling Non-stationary 'Big Data' |
2 |
5 |
79 |
79 |
3 |
12 |
46 |
46 |

Modelling UK Inflation over the Long Run |
0 |
1 |
4 |
28 |
1 |
5 |
13 |
56 |

Multi-Step Estimation for Forecasting |
0 |
0 |
2 |
5 |
2 |
2 |
7 |
204 |

Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes |
0 |
0 |
1 |
94 |
0 |
2 |
12 |
341 |

Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes |
0 |
0 |
0 |
88 |
3 |
4 |
13 |
316 |

On Not Evaluating Economic Models by Forecast Outcomes |
0 |
0 |
1 |
137 |
1 |
2 |
6 |
142 |

On the Limitations of Comparing Mean Square Forecast Errors |
0 |
0 |
0 |
1 |
1 |
2 |
9 |
726 |

On the Mathematical Basis of Inter-temporal Optimization |
1 |
3 |
7 |
211 |
3 |
6 |
29 |
407 |

On the interactions of unit roots and exogeneity |
0 |
0 |
0 |
295 |
0 |
1 |
3 |
664 |

Parallel Computation in Econometrics: A Simplified Approach |
0 |
0 |
0 |
197 |
0 |
0 |
9 |
480 |

Policy Analysis, Forediction, and Forecast Failure |
0 |
1 |
7 |
105 |
3 |
9 |
40 |
98 |

Pooling of Forecasts |
0 |
1 |
1 |
327 |
1 |
3 |
8 |
780 |

Procrustean Econometrics: Stretching and Squeezing Data |
0 |
0 |
2 |
92 |
2 |
4 |
27 |
752 |

RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES |
0 |
0 |
1 |
153 |
0 |
0 |
1 |
192 |

Recent developments in the theory of encompassing |
0 |
0 |
0 |
0 |
2 |
4 |
21 |
131 |

Regression Models with Data-based Indicator Variables |
0 |
1 |
2 |
208 |
1 |
2 |
12 |
764 |

Regression Models with Data-based Indicator Variables |
0 |
1 |
1 |
76 |
1 |
3 |
10 |
218 |

Robust Approaches to Forecasting |
0 |
1 |
8 |
224 |
2 |
8 |
26 |
423 |

Robust Discovery of Regression Models |
2 |
3 |
50 |
50 |
3 |
9 |
27 |
27 |

Robustifying Forecasts from Equilibrium-Correction Models |
0 |
0 |
1 |
73 |
0 |
1 |
6 |
140 |

Selecting a Model for Forecasting |
0 |
1 |
92 |
92 |
5 |
11 |
91 |
91 |

Selecting a Regression Saturated by Indicators |
0 |
1 |
2 |
44 |
1 |
3 |
18 |
181 |

Selecting a Regression Saturated by Indicators |
0 |
0 |
3 |
184 |
2 |
6 |
71 |
594 |

Semi-automatic Non-linear Model selection |
0 |
0 |
3 |
103 |
3 |
5 |
17 |
171 |

Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 |
2 |
24 |
24 |
24 |
5 |
25 |
25 |
25 |

Some Fallacies in Econometric Modelling of Climate Change |
1 |
2 |
8 |
258 |
2 |
5 |
29 |
468 |

Some forecasting principles from the M4 competition |
0 |
2 |
38 |
38 |
1 |
7 |
23 |
23 |

Statistical Model Selection with 'Big Data' |
0 |
0 |
3 |
234 |
1 |
4 |
23 |
343 |

Step-indicator Saturation |
0 |
0 |
3 |
86 |
3 |
5 |
32 |
267 |

Sub-sample Model Selection Procedures in Gets Modelling |
0 |
0 |
0 |
122 |
1 |
1 |
4 |
532 |

TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS |
0 |
0 |
0 |
1 |
1 |
1 |
17 |
572 |

TESTING THE LUCAS CRITIQUE: A REVIEW |
0 |
0 |
0 |
1 |
1 |
3 |
13 |
459 |

Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom |
0 |
0 |
1 |
67 |
0 |
3 |
13 |
322 |

Testing the Invariance of Expectations Models of Inflation |
0 |
0 |
1 |
25 |
0 |
1 |
6 |
83 |

Testing the Invariance of Expectations Models of Inflation |
0 |
0 |
2 |
82 |
0 |
2 |
9 |
147 |

Testing the Lucas Critique: A Review |
1 |
1 |
8 |
9 |
2 |
3 |
24 |
29 |

Testing the Lucas Critique: A Review |
0 |
0 |
6 |
6 |
2 |
2 |
13 |
17 |

The Econometric Analysis of Economic Policy |
0 |
0 |
0 |
1 |
1 |
3 |
10 |
396 |

The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series |
1 |
1 |
9 |
113 |
2 |
3 |
23 |
93 |

The Influence of A. W. H. Phillips on Econometrics |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
428 |

The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems |
0 |
0 |
0 |
9 |
1 |
1 |
3 |
163 |

The Long-Run Determinants of UK Wages, 1860-2004 |
0 |
1 |
3 |
210 |
2 |
10 |
23 |
524 |

The Properties of Automatic Gets Modelling |
0 |
0 |
2 |
144 |
1 |
1 |
4 |
365 |

The Properties of Automatic Gets Modelling |
0 |
0 |
2 |
228 |
1 |
3 |
7 |
523 |

The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
59 |
1 |
1 |
9 |
124 |

The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
45 |
4 |
5 |
14 |
87 |

The UK Demand for Broad Money over the Long run |
0 |
0 |
1 |
313 |
1 |
5 |
16 |
807 |

The demand for broad money in the United Kingdom, 1878-1993 |
0 |
0 |
3 |
547 |
0 |
3 |
13 |
1,081 |

The econometric analysis of economic time series |
0 |
0 |
0 |
0 |
2 |
6 |
24 |
48 |

Unpredictability and the Foundations of Economic Forecasting |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
248 |

Unpredictability and the Foundations of Economic Forecasting |
0 |
0 |
0 |
173 |
1 |
2 |
8 |
376 |

Unpredictability in Economic Analyis, Econometric Modelling and Forecasting |
0 |
0 |
1 |
260 |
2 |
4 |
15 |
212 |

Unpredictability in Economic Analysis, Econometric Modeling and Forecasting |
0 |
1 |
3 |
137 |
1 |
7 |
17 |
161 |

We Ran One Regression |
0 |
0 |
10 |
431 |
0 |
3 |
24 |
1,064 |

Total Working Papers |
47 |
146 |
914 |
24,340 |
270 |
789 |
3,130 |
72,544 |