| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
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 |
0 |
0 |
0 |
452 |
| A General Forecast-error Taxonomy |
0 |
0 |
0 |
271 |
0 |
2 |
2 |
752 |
| A Low-Dimension Collinearity-Robust Test for Non-linearity |
0 |
0 |
0 |
84 |
0 |
1 |
2 |
444 |
| A Low-Dimension Portmanteau Test for Non-linearity |
0 |
0 |
0 |
143 |
0 |
0 |
0 |
237 |
| A Short History of Macro-econometric Modelling |
0 |
1 |
6 |
131 |
0 |
2 |
16 |
336 |
| A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations |
0 |
0 |
0 |
94 |
0 |
0 |
1 |
119 |
| AUTOMATIC TESTS for SUPER EXOGENEITY |
0 |
0 |
0 |
168 |
0 |
0 |
0 |
347 |
| An Automatic Test of Super Exogeneity |
0 |
0 |
3 |
258 |
0 |
0 |
3 |
839 |
| An Econometric Analysis of Money Demand in Italy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,246 |
| An Open-model Forecast-error Taxonomy |
0 |
0 |
1 |
49 |
0 |
2 |
3 |
91 |
| An Overview of Forecasting Facing Breaks |
0 |
0 |
3 |
114 |
0 |
0 |
5 |
195 |
| An analogue model of phase-averaging procedures |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
588 |
| 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 |
0 |
0 |
3 |
286 |
0 |
0 |
6 |
1,580 |
| An evaluation of forecasting using leading indicators |
0 |
0 |
0 |
718 |
0 |
0 |
1 |
1,443 |
| Analyzing Differences between Scenarios |
0 |
0 |
2 |
57 |
0 |
0 |
4 |
289 |
| Anthropogenic Influences on Atmospheric CO2 |
0 |
0 |
0 |
70 |
0 |
0 |
3 |
236 |
| Assertion without empirical basis: an econometric appraisal of monetary trends in... the United Kingdom, by Milton Friedman and Anna J. Schwartz |
0 |
0 |
0 |
108 |
0 |
0 |
1 |
750 |
| Automatic Selection for Non-linear Models |
0 |
0 |
1 |
179 |
0 |
0 |
3 |
542 |
| Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models |
0 |
1 |
1 |
22 |
0 |
1 |
1 |
72 |
| Beyer-Doornik-Hendry |
0 |
0 |
1 |
368 |
0 |
1 |
10 |
1,407 |
| Can the UK achieve net-zero greenhouse gas emissions by 2050? |
0 |
1 |
4 |
46 |
0 |
1 |
7 |
89 |
| Climate Change: Lessons for our Future from the Distant Past |
0 |
0 |
0 |
102 |
0 |
0 |
1 |
218 |
| Cointegration tests in the presence of structural breaks |
0 |
0 |
0 |
240 |
0 |
0 |
2 |
1,172 |
| Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom |
0 |
0 |
0 |
138 |
0 |
1 |
2 |
812 |
| Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate |
0 |
1 |
1 |
269 |
2 |
3 |
4 |
638 |
| Computationally-intensive Econometrics using a Distributed Matrix-programming Language |
0 |
0 |
0 |
181 |
0 |
0 |
0 |
904 |
| Computer Automation of General-to-Specific Model Selection Procedures |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
93 |
| Computer Automation of General-to-Specific Model Selection Procedures |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2,219 |
| Conditional econometric modelling: an application to new house prices in the United Kingdom |
1 |
1 |
3 |
170 |
1 |
2 |
6 |
817 |
| Constructing Historical Euro-Zone Data |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
798 |
| Deciding Between Alternative Approaches In Macroeconomics |
0 |
0 |
4 |
230 |
0 |
1 |
9 |
434 |
| Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation |
0 |
0 |
0 |
55 |
0 |
0 |
12 |
128 |
| EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
632 |
| EXOGENEITY |
0 |
0 |
2 |
26 |
1 |
1 |
12 |
117 |
| Econometric Modelling of Changing Time Series |
0 |
0 |
0 |
222 |
0 |
0 |
0 |
272 |
| Economic Forecasting: Some Lessons from Recent Research |
0 |
1 |
1 |
8 |
0 |
1 |
1 |
49 |
| Economic Forecasting: Some Lessons from Recent Research |
0 |
0 |
2 |
493 |
0 |
0 |
12 |
821 |
| Economic Forecasting: Some Lessons from Recent Research |
1 |
1 |
3 |
411 |
1 |
1 |
5 |
982 |
| Economic forecasting: some lessons from recent research |
1 |
1 |
3 |
450 |
1 |
1 |
8 |
980 |
| Empirical Economic Model Discovery and Theory Evaluation |
1 |
2 |
3 |
292 |
2 |
4 |
12 |
837 |
| Encompassing and rational expectations: how sequential corroboration can imply refutation |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
436 |
| Evaluating Automatic Model Selection |
0 |
0 |
0 |
75 |
1 |
3 |
7 |
225 |
| Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
111 |
| Exogeneity |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
227 |
| Exogeneity |
0 |
0 |
3 |
41 |
0 |
4 |
11 |
911 |
| Exogeneity, cointegration, and economic policy analysis |
0 |
1 |
3 |
1,003 |
0 |
1 |
6 |
2,036 |
| Explaining Cointegration Analysis: Part II |
0 |
1 |
4 |
3,663 |
0 |
1 |
10 |
7,103 |
| FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
34 |
| First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 |
0 |
1 |
7 |
92 |
2 |
4 |
18 |
129 |
| Forecast Failure, Expectations Formation, and the Lucas Critique |
0 |
0 |
0 |
239 |
0 |
0 |
2 |
619 |
| Forecasting Aggregates by Disaggregates |
1 |
2 |
4 |
274 |
1 |
2 |
8 |
1,024 |
| Forecasting Economic Aggregates by Disaggregates |
1 |
1 |
2 |
209 |
1 |
1 |
3 |
752 |
| Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation |
0 |
0 |
3 |
342 |
0 |
0 |
5 |
825 |
| Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview |
1 |
1 |
7 |
451 |
3 |
6 |
25 |
824 |
| Forecasting breaks and forecasting during breaks |
0 |
0 |
2 |
221 |
0 |
0 |
5 |
375 |
| Forecasting by factors, by variables, or both? |
0 |
0 |
0 |
147 |
0 |
0 |
0 |
299 |
| Forecasting economic aggregates by disaggregates |
0 |
0 |
2 |
242 |
1 |
1 |
7 |
546 |
| Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts |
0 |
0 |
1 |
149 |
1 |
2 |
4 |
628 |
| Forecasting from Structural Econometric Models |
0 |
0 |
2 |
381 |
1 |
1 |
3 |
717 |
| Forecasting in Cointegrated Systems |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
225 |
| Forecasting in the Presence of Structural Breaks and Policy Regime Shifts |
0 |
0 |
0 |
208 |
0 |
2 |
5 |
507 |
| Forecasting with Difference-Stationary and Trend-Stationary Models |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
1,660 |
| Forecasting with Difference-Stationary and Trend-Stationary Models |
0 |
0 |
1 |
44 |
1 |
2 |
10 |
189 |
| Forecasting with Equilibrium-correction Models during Structural Breaks |
1 |
1 |
3 |
160 |
2 |
2 |
8 |
368 |
| Forecasting: theory and practice |
0 |
0 |
9 |
90 |
2 |
6 |
25 |
112 |
| General-to-specific modeling: an overview and selected bibliography |
0 |
0 |
2 |
1,800 |
0 |
0 |
16 |
7,081 |
| Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns |
0 |
0 |
4 |
35 |
0 |
1 |
9 |
68 |
| Identifying the Causal Role of CO2 during the Ice Ages |
0 |
0 |
2 |
54 |
0 |
1 |
7 |
85 |
| Improving the Teaching of Econometrics |
0 |
0 |
1 |
259 |
1 |
1 |
4 |
548 |
| John Denis Sargan at the London School of Economics |
0 |
0 |
0 |
104 |
0 |
0 |
1 |
225 |
| Log Income vs. Linear Income: An Application of the Encompassing Principle |
0 |
0 |
0 |
0 |
0 |
1 |
27 |
524 |
| Log income versus linear income: an application of the encompassing principl |
0 |
0 |
0 |
554 |
0 |
0 |
0 |
2,538 |
| MULTI-STEP ESTIMATION FOR FORECASTING |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
59 |
| Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics |
0 |
0 |
0 |
413 |
0 |
3 |
11 |
588 |
| Milton Friedman and Data Adjustment |
0 |
0 |
1 |
202 |
0 |
0 |
3 |
179 |
| Mis-specification Testing: Non-Invariance of Expectations Models of Inflation |
0 |
0 |
1 |
101 |
0 |
1 |
5 |
256 |
| Model Discovery and Trygve Haavelmo's Legacy |
0 |
0 |
0 |
119 |
0 |
0 |
1 |
316 |
| Model Identification and Non-unique Structure |
0 |
0 |
0 |
102 |
0 |
2 |
2 |
439 |
| Model Selection in Equations with Many 'Small' Effects |
0 |
0 |
0 |
91 |
1 |
1 |
6 |
183 |
| Model Selection in Equations with Many 'Small' Effects |
0 |
1 |
2 |
25 |
0 |
1 |
2 |
96 |
| Model Selection in Under-specified Equations Facing Breaks |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
154 |
| Model Selection when there are Multiple Breaks |
0 |
0 |
1 |
33 |
0 |
0 |
6 |
110 |
| Modeling the demand for narrow money in the United Kingdom and the United States |
1 |
1 |
1 |
317 |
1 |
1 |
2 |
1,240 |
| Modelling Non-stationary 'Big Data' |
0 |
0 |
0 |
140 |
1 |
1 |
5 |
216 |
| Modelling UK Inflation over the Long Run |
0 |
0 |
0 |
45 |
0 |
1 |
3 |
113 |
| Multi-Step Estimation for Forecasting |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
213 |
| Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes |
0 |
0 |
0 |
93 |
0 |
0 |
2 |
341 |
| Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes |
1 |
1 |
1 |
97 |
2 |
2 |
3 |
357 |
| On Not Evaluating Economic Models by Forecast Outcomes |
0 |
0 |
0 |
141 |
0 |
0 |
0 |
150 |
| On the Limitations of Comparing Mean Square Forecast Errors |
0 |
0 |
0 |
1 |
0 |
2 |
10 |
761 |
| On the Mathematical Basis of Inter-temporal Optimization |
0 |
1 |
2 |
219 |
1 |
3 |
5 |
449 |
| On the interactions of unit roots and exogeneity |
0 |
0 |
0 |
298 |
1 |
1 |
3 |
677 |
| Parallel Computation in Econometrics: A Simplified Approach |
0 |
0 |
0 |
201 |
0 |
0 |
2 |
499 |
| Policy Analysis, Forediction, and Forecast Failure |
0 |
0 |
0 |
113 |
0 |
1 |
5 |
204 |
| Pooling of Forecasts |
0 |
0 |
3 |
332 |
0 |
1 |
6 |
815 |
| Procrustean Econometrics: Stretching and Squeezing Data |
0 |
0 |
2 |
99 |
1 |
1 |
4 |
775 |
| RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES |
0 |
0 |
0 |
155 |
0 |
0 |
2 |
200 |
| Recent developments in the theory of encompassing |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
195 |
| Regression Models with Data-based Indicator Variables |
0 |
0 |
0 |
78 |
0 |
0 |
2 |
238 |
| Regression Models with Data-based Indicator Variables |
0 |
0 |
0 |
211 |
0 |
0 |
2 |
788 |
| Robust Approaches to Forecasting |
0 |
0 |
3 |
240 |
0 |
0 |
8 |
513 |
| Robust Discovery of Regression Models |
0 |
1 |
3 |
68 |
0 |
1 |
5 |
78 |
| Robustifying Forecasts from Equilibrium-Correction Models |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
147 |
| Selecting a Model for Forecasting |
0 |
0 |
0 |
94 |
2 |
4 |
11 |
177 |
| Selecting a Regression Saturated by Indicators |
0 |
0 |
0 |
185 |
0 |
0 |
1 |
608 |
| Selecting a Regression Saturated by Indicators |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
198 |
| Semi-automatic Non-linear Model selection |
0 |
0 |
1 |
110 |
0 |
0 |
1 |
199 |
| Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 |
0 |
0 |
1 |
47 |
0 |
0 |
4 |
85 |
| Smooth Robust Multi-Horizon Forecasts |
0 |
1 |
2 |
46 |
0 |
1 |
3 |
73 |
| Smooth Robust Multi-Horizon Forecasts |
0 |
0 |
3 |
24 |
0 |
0 |
5 |
41 |
| Some Fallacies in Econometric Modelling of Climate Change |
0 |
0 |
2 |
269 |
0 |
0 |
4 |
508 |
| Some forecasting principles from the M4 competition |
0 |
1 |
4 |
52 |
0 |
2 |
8 |
110 |
| Statistical Model Selection with 'Big Data' |
0 |
0 |
1 |
260 |
0 |
0 |
4 |
422 |
| Step-indicator Saturation |
0 |
0 |
5 |
139 |
1 |
8 |
35 |
493 |
| Sub-sample Model Selection Procedures in Gets Modelling |
0 |
0 |
0 |
122 |
0 |
1 |
1 |
537 |
| TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
599 |
| TESTING THE LUCAS CRITIQUE: A REVIEW |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
507 |
| Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom |
0 |
0 |
1 |
73 |
0 |
0 |
1 |
333 |
| Testing the Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
84 |
0 |
1 |
5 |
161 |
| Testing the Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
92 |
| Testing the Lucas Critique: A Review |
0 |
1 |
2 |
15 |
1 |
2 |
4 |
53 |
| Testing the Lucas Critique: A Review |
1 |
2 |
2 |
21 |
1 |
2 |
5 |
54 |
| The Econometric Analysis of Economic Policy |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
413 |
| The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 |
0 |
1 |
11 |
52 |
1 |
2 |
20 |
98 |
| The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series |
0 |
0 |
1 |
119 |
0 |
0 |
1 |
113 |
| The Influence of A. W. H. Phillips on Econometrics |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
441 |
| The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
166 |
| The Long-Run Determinants of UK Wages, 1860-2004 |
0 |
0 |
0 |
210 |
0 |
0 |
5 |
586 |
| The Properties of Automatic Gets Modelling |
0 |
0 |
0 |
234 |
0 |
1 |
2 |
543 |
| The Properties of Automatic Gets Modelling |
0 |
0 |
0 |
144 |
1 |
1 |
4 |
376 |
| The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
130 |
| The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
100 |
| The UK Demand for Broad Money over the Long run |
0 |
0 |
0 |
314 |
1 |
1 |
1 |
898 |
| The demand for broad money in the United Kingdom, 1878-1993 |
0 |
0 |
1 |
550 |
0 |
0 |
1 |
1,167 |
| The econometric analysis of economic time series |
0 |
0 |
0 |
0 |
2 |
2 |
6 |
86 |
| The future of macroeconomics: Macro theory and models at the Bank of England |
1 |
2 |
10 |
556 |
1 |
6 |
21 |
720 |
| The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 |
0 |
1 |
1 |
32 |
0 |
2 |
3 |
29 |
| Unpredictability and the Foundations of Economic Forecasting |
0 |
0 |
0 |
175 |
0 |
0 |
1 |
389 |
| Unpredictability and the Foundations of Economic Forecasting |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
252 |
| Unpredictability in Economic Analyis, Econometric Modelling and Forecasting |
0 |
0 |
1 |
265 |
0 |
0 |
3 |
246 |
| Unpredictability in Economic Analysis, Econometric Modeling and Forecasting |
0 |
0 |
2 |
144 |
0 |
0 |
4 |
194 |
| We Ran One Regression |
0 |
0 |
0 |
435 |
0 |
1 |
11 |
1,143 |
| Total Working Papers |
12 |
32 |
180 |
26,496 |
45 |
135 |
712 |
81,617 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Brief History of General‐to‐specific Modelling |
0 |
2 |
5 |
14 |
4 |
6 |
10 |
24 |
| A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
184 |
| A Re-analysis of Confluence Analysis |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
202 |
| A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" |
0 |
0 |
1 |
41 |
0 |
0 |
4 |
134 |
| A low-dimension portmanteau test for non-linearity |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
181 |
| A reply to Professors Maasoumi and Phillips |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
94 |
| A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics |
0 |
0 |
2 |
88 |
0 |
0 |
2 |
435 |
| Achievements and challenges in econometric methodology |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
222 |
| An Econometric Analysis of U.K. Money Demand in 'Monetary Trends in the United States and the United Kingdom' by Milton Friedman and Anna Schwartz |
0 |
0 |
1 |
470 |
0 |
2 |
8 |
1,200 |
| An Econometric Model of United Kingdom Building Societies |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
164 |
| An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification |
0 |
0 |
1 |
55 |
0 |
0 |
2 |
166 |
| An Historical Perspective on Forecast Errors |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
32 |
| An Historical Perspective on Forecast Errors |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| An Overview of Forecasting Facing Breaks |
0 |
0 |
1 |
15 |
0 |
2 |
7 |
92 |
| An analogue model of phase-averaging procedures |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
192 |
| An econometric analysis of TV advertising expenditure in the United Kingdom |
0 |
0 |
0 |
168 |
0 |
0 |
1 |
390 |
| An empirical study of seasonal unit roots in forecasting |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
185 |
| Analysing differences between scenarios |
0 |
0 |
2 |
4 |
1 |
1 |
4 |
9 |
| Applied Econometrics without Sinning |
0 |
0 |
0 |
97 |
0 |
0 |
1 |
259 |
| Automatic selection of indicators in a fully saturated regression |
0 |
0 |
1 |
48 |
0 |
0 |
4 |
181 |
| Automatic selection of indicators in a fully saturated regression |
0 |
0 |
2 |
107 |
0 |
0 |
8 |
354 |
| Autoreg: a computer program library for dynamic econometric models with autoregressive errors |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
151 |
| CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
| Can Econometrics Improve Economic Forecasting? |
0 |
0 |
1 |
73 |
0 |
0 |
4 |
207 |
| Card forecasts for M4 |
0 |
1 |
1 |
5 |
0 |
1 |
2 |
44 |
| Climate Econometrics: An Overview |
1 |
3 |
7 |
35 |
1 |
4 |
16 |
95 |
| Co-Breaking: Recent Advances and a Synopsis of the Literature |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
288 |
| Cointegration tests in the presence of structural breaks |
0 |
0 |
2 |
281 |
0 |
1 |
4 |
697 |
| Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate |
0 |
1 |
1 |
26 |
0 |
1 |
4 |
118 |
| Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate |
1 |
2 |
2 |
83 |
5 |
6 |
10 |
408 |
| Comment on "Excessive Ambitions" (by Jon Elster) |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
163 |
| Common volatility shocks driven by the global carbon transition |
0 |
3 |
8 |
8 |
1 |
5 |
21 |
24 |
| Computer automation of general-to-specific model selection procedures |
0 |
1 |
3 |
401 |
0 |
1 |
8 |
1,042 |
| Consistent Model Selection by an Automatic Gets Approach* |
0 |
0 |
0 |
69 |
0 |
0 |
9 |
238 |
| Constructing Historical Euro-Zone Data |
0 |
0 |
0 |
254 |
0 |
0 |
5 |
835 |
| DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
56 |
| Deciding between alternative approaches in macroeconomics |
0 |
0 |
1 |
27 |
0 |
0 |
2 |
93 |
| Detecting Location Shifts during Model Selection by Step-Indicator Saturation |
0 |
0 |
4 |
40 |
0 |
2 |
10 |
273 |
| Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| Econometric Evaluation of Linear Macro-Economic Models |
0 |
0 |
7 |
344 |
0 |
0 |
12 |
953 |
| Econometric Modelling of Time Series with Outlying Observations |
0 |
1 |
2 |
55 |
0 |
1 |
3 |
280 |
| Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom |
0 |
1 |
12 |
1,912 |
0 |
2 |
15 |
4,281 |
| Econometric Modelling with Cointegrated Variables: An Overview |
0 |
0 |
0 |
4 |
0 |
1 |
6 |
1,201 |
| Econometric Modelling: The "Consumption Function" in Retrospect |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
639 |
| Econometric Modelling: The ‘Consumption Function’ In Retrospect |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
67 |
| Econometric analysis of small linear systems using PC-FIML |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
183 |
| Econometrics and Business Cycle Empirics |
0 |
0 |
0 |
119 |
0 |
1 |
2 |
313 |
| Economic Forecasting in a Changing World |
0 |
0 |
1 |
90 |
2 |
2 |
3 |
201 |
| Economic forecasting: some lessons from recent research |
0 |
0 |
1 |
223 |
1 |
1 |
9 |
558 |
| Elusive return predictability: Discussion |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
70 |
| Empirical Economic Model Discovery and Theory Evaluation |
0 |
0 |
1 |
32 |
0 |
0 |
3 |
236 |
| Encompassing |
1 |
1 |
2 |
7 |
1 |
2 |
5 |
29 |
| Encompassing |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
| Encompassing and Specificity |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
57 |
| Encompassing and rational expectations: How sequential corroboration can imply refutation |
0 |
0 |
0 |
79 |
0 |
0 |
2 |
651 |
| Encompassing in stationary linear dynamic models |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
91 |
| Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
283 |
| Evaluating Automatic Model Selection |
0 |
0 |
3 |
171 |
1 |
2 |
9 |
539 |
| Evaluating Forecasts, Narratives and Policy Using a Test of Invariance |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
47 |
| Evaluating a Model by Forecast Performance* |
0 |
0 |
0 |
88 |
0 |
0 |
1 |
284 |
| Evaluating multi-step system forecasts with relatively few forecast-error observations |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
55 |
| Exogeneity |
0 |
1 |
12 |
1,570 |
1 |
2 |
37 |
5,213 |
| Exogeneity, Cointegration, and Economic Policy Analysis |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
696 |
| Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK |
0 |
0 |
0 |
367 |
0 |
1 |
2 |
992 |
| Explaining Cointegration Analysis: Part 1 |
1 |
1 |
16 |
495 |
3 |
8 |
42 |
1,389 |
| Explaining Cointegration Analysis: Part 1 |
0 |
1 |
6 |
7 |
0 |
1 |
13 |
16 |
| Explaining Cointegration Analysis: Part II |
0 |
0 |
3 |
234 |
0 |
3 |
13 |
884 |
| Explaining Cointegration Analysis: Part II |
0 |
0 |
3 |
3 |
0 |
0 |
5 |
5 |
| Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
| Forecast Failure, Expectations Formation and the Lucas Critique |
0 |
0 |
1 |
8 |
0 |
1 |
3 |
47 |
| Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
8 |
| Forecasting Principles from Experience with Forecasting Competitions |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
36 |
| Forecasting by factors, by variables, by both or neither? |
0 |
0 |
0 |
68 |
0 |
0 |
6 |
267 |
| Forecasting economic processes |
0 |
1 |
1 |
92 |
1 |
3 |
5 |
248 |
| Forecasting in Cointegration Systems |
0 |
1 |
1 |
380 |
0 |
1 |
3 |
750 |
| Forecasting the UK top 1% income share in a shifting world |
0 |
1 |
2 |
2 |
1 |
3 |
7 |
8 |
| Forecasting with difference-stationary and trend-stationary models |
0 |
0 |
0 |
29 |
2 |
3 |
5 |
1,742 |
| Forecasting with equilibrium-correction models during structural breaks |
0 |
0 |
0 |
67 |
1 |
1 |
2 |
273 |
| Forecasting: theory and practice |
1 |
3 |
14 |
52 |
6 |
29 |
129 |
329 |
| Foreword |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
42 |
| Foreword by the Editors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
90 |
| Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom |
0 |
0 |
1 |
170 |
0 |
0 |
2 |
940 |
| Guest Editors’ Introduction to Special Issue on Encompassing |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
61 |
| Guest Editors’ Introduction: Information in Economic Forecasting |
0 |
0 |
1 |
61 |
0 |
0 |
2 |
180 |
| Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
79 |
| HUS Revisited |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
205 |
| Improving models and forecasts after equilibrium-mean shifts |
0 |
0 |
2 |
2 |
0 |
1 |
4 |
5 |
| Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
629 |
| In memory of Clive Granger: an advisory board member of the journal |
0 |
0 |
0 |
27 |
1 |
1 |
1 |
87 |
| Inference in Cointegrating Models: UK M1 Revisited |
0 |
0 |
1 |
12 |
1 |
1 |
5 |
56 |
| Intercept Corrections and Structural Change |
0 |
0 |
1 |
263 |
0 |
0 |
7 |
858 |
| Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
250 |
| Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK |
0 |
0 |
2 |
170 |
0 |
0 |
2 |
315 |
| J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
102 |
| John Denis Sargan |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
119 |
| Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* |
0 |
0 |
0 |
54 |
0 |
0 |
4 |
268 |
| Log Income vs. Linear Income: An Application of the Encompassing Principle* |
1 |
1 |
1 |
90 |
1 |
3 |
8 |
321 |
| MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY |
0 |
0 |
1 |
23 |
0 |
0 |
6 |
71 |
| Macro-economic Forecasting and Modelling |
0 |
0 |
0 |
138 |
0 |
0 |
0 |
439 |
| Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
154 |
| Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process |
0 |
0 |
1 |
137 |
0 |
0 |
2 |
645 |
| Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
328 |
| Misspecification Testing: Non-Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
11 |
0 |
3 |
5 |
67 |
| Model Selection in Equations with Many ‘Small’ Effects |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
79 |
| Model formulation to simplify selection when specification is uncertain |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
68 |
| Model selection in under-specified equations facing breaks |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
114 |
| Model selection when there are multiple breaks |
0 |
0 |
2 |
45 |
0 |
0 |
7 |
180 |
| Modeling and forecasting the COVID‐19 pandemic time‐series data |
0 |
0 |
1 |
2 |
1 |
2 |
3 |
19 |
| Modeling the demand for narrow money in the United Kingdom and the United States |
0 |
0 |
1 |
395 |
0 |
2 |
6 |
925 |
| Modelling Linear Dynamic Econometric Systems |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
838 |
| Modelling UK inflation, 1875-1991 |
0 |
0 |
2 |
811 |
0 |
0 |
4 |
2,100 |
| Modelling methodology and forecast failure |
0 |
0 |
0 |
105 |
2 |
2 |
3 |
381 |
| Modelling non-stationary ‘Big Data’ |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
28 |
| Monetary Economic Myth and Econometric Reality |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
332 |
| Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
143 |
| Multi-step Estimation for Forecasting |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
358 |
| NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING |
0 |
0 |
1 |
80 |
0 |
1 |
3 |
202 |
| Non-parametric direct multi-step estimation for forecasting economic processes |
0 |
1 |
2 |
88 |
0 |
2 |
7 |
271 |
| Nowcasting from disaggregates in the face of location shifts |
0 |
0 |
0 |
76 |
0 |
0 |
2 |
185 |
| Nowcasting is not Just Contemporaneous Forecasting |
0 |
0 |
1 |
5 |
1 |
1 |
2 |
12 |
| Obituary: Jan Tinbergen, 1903–94 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| On High and Low R2 Contributions |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
276 |
| On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
222 |
| On adding over-identifying instrumental variables to simultaneous equations |
0 |
0 |
0 |
14 |
0 |
1 |
2 |
67 |
| On congruent econometric relations: A comment |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
154 |
| On detectable and non-detectable structural change |
0 |
0 |
0 |
81 |
1 |
1 |
2 |
232 |
| On the formulation of empirical models in dynamic econometrics |
0 |
1 |
6 |
258 |
1 |
3 |
15 |
562 |
| On winning forecasting competitions in economics |
0 |
0 |
0 |
201 |
0 |
0 |
0 |
770 |
| Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
37 |
| Pooling of forecasts |
0 |
0 |
0 |
304 |
0 |
1 |
11 |
865 |
| Professor Sir Clive W.J. Granger and Cointegration |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
64 |
| Reconstructing Aggregate Euro‐zone Data |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
66 |
| Reformulating Empirical Macroeconomic Modelling |
0 |
0 |
0 |
2 |
1 |
1 |
6 |
243 |
| Regression Models with Data‐based Indicator Variables |
0 |
0 |
1 |
102 |
0 |
0 |
2 |
724 |
| Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' |
0 |
0 |
1 |
14 |
0 |
0 |
2 |
46 |
| Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
79 |
| Robust Discovery of Regression Models |
0 |
0 |
2 |
4 |
0 |
0 |
5 |
9 |
| Robust approaches to forecasting |
0 |
0 |
2 |
60 |
0 |
1 |
6 |
146 |
| Robustifying forecasts from equilibrium-correction systems |
0 |
0 |
0 |
59 |
0 |
0 |
3 |
167 |
| SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
32 |
| Saturation in Autoregressive Models |
0 |
0 |
1 |
78 |
0 |
0 |
1 |
194 |
| Selecting a Model for Forecasting |
0 |
0 |
2 |
19 |
1 |
2 |
7 |
52 |
| Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England |
0 |
0 |
8 |
602 |
0 |
2 |
12 |
1,422 |
| Short-term forecasting of the coronavirus pandemic |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
11 |
| Small-Sample Properties of ARCH Estimators and Tests |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
394 |
| Stochastic Specification in an Aggregate Demand Model of the United Kingdom |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
220 |
| THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC |
0 |
1 |
1 |
9 |
0 |
1 |
1 |
20 |
| Testing Integration and Cointegration: An Overview |
0 |
0 |
0 |
2 |
2 |
3 |
10 |
771 |
| Testing superexogeneity and invariance in regression models |
1 |
1 |
1 |
270 |
1 |
1 |
5 |
550 |
| The Demand for Broad Money in the United Kingdom, 1878–1993 |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
340 |
| The Demand for M1 in the U.S.A., 1960–1988 |
0 |
0 |
2 |
322 |
0 |
1 |
9 |
802 |
| The Demand for M1 in the USA: A Reply |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
206 |
| The Econometric Analysis of Economic Policy |
0 |
0 |
0 |
2 |
0 |
0 |
6 |
375 |
| The Econometrics of Macroeconomic Forecasting |
0 |
0 |
1 |
224 |
0 |
0 |
2 |
635 |
| The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics |
0 |
0 |
0 |
83 |
0 |
1 |
2 |
859 |
| The Implications for Econometric Modelling of Forecast Failure |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
14 |
| The Nobel Memorial Prize for Clive W. J. Granger |
0 |
0 |
1 |
80 |
0 |
0 |
1 |
223 |
| The Properties of Automatic "GETS" Modelling |
0 |
0 |
0 |
282 |
2 |
4 |
10 |
816 |
| The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
236 |
| The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors |
0 |
0 |
0 |
23 |
0 |
1 |
3 |
71 |
| The future of macroeconomics: macro theory and models at the Bank of England |
0 |
1 |
3 |
62 |
1 |
2 |
17 |
215 |
| The historical role of energy in UK inflation and productivity with implications for price inflation |
0 |
1 |
1 |
2 |
0 |
1 |
1 |
3 |
| The impact of integrated measurement errors on modeling long-run macroeconomic time series |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
29 |
| The long-run determinants of UK wages, 1860-2004 |
0 |
0 |
1 |
152 |
0 |
0 |
2 |
507 |
| The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw |
0 |
0 |
0 |
98 |
0 |
0 |
1 |
223 |
| The structure of simultaneous equations estimators |
0 |
0 |
2 |
43 |
0 |
0 |
3 |
121 |
| Unpredictability in economic analysis, econometric modeling and forecasting |
0 |
0 |
0 |
77 |
0 |
0 |
3 |
256 |
| Using PC-GIVE in Econometrics Teaching |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
880 |
| Using PC-NAIVE in Teaching Econometrics |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
205 |
| We Ran One Regression |
0 |
0 |
0 |
197 |
0 |
2 |
5 |
673 |
| What a Puzzle! Unravelling Why UK Phillips Curves were Unstable |
0 |
2 |
3 |
3 |
0 |
2 |
10 |
10 |
| Total Journal Articles |
7 |
34 |
196 |
16,861 |
51 |
158 |
814 |
62,014 |
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