Oct 2025
Journal

Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24?
in International Journal of Forecasting
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

May 2024
Journal

Forecasting the UK Top 1% Income Share in a Shifting World
in Economica
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

Oct 2023
Journal

Improving models and forecasts after equilibrium-mean shifts
in International Journal of Forecasting
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

Mar 2022
Journal

The value of robust statistical forecasts in the COVID-19 pandemic
in National Institute Economic Review
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

Mar 2022
Journal

Robust discovery of regression models
in Econometrics and Statistics
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

Mar 2022
Journal

Modelling and forecasting the COVID-19 pandemic time-series data
in Social Science Quarterly
Jurgen A Doornik , Jennifer L. Castle , David F. Hendry

Mar 2022
Journal

Forecasting facing economic shifts, climate change and evolving pandemics
in Econometrics
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

Apr 2021
Journal

Forecasting principles from experience with forecasting competitions
in Forecasting
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

Oct 2020
Journal

Statistical Short-term Forecasting of the COVID-19 Pandemic
in Journal of Clinical Immunology & Immunotherapy
Jurgen A Doornik , David F. Hendry , Jennifer L. Castle

Sept 2020
Journal

Modelling non-stationary ‘Big Data’
in International Journal of Forecasting
Jennifer L. Castle , David F. Hendry , Jurgen A Doornik

Sept 2020
Journal

Short-term forecasting of the coronavirus pandemic
in International Journal of Forecasting
Jurgen A Doornik , Jennifer L. Castle , David F. Hendry

Apr 2020
Journal

Short-term forecasting of the coronavirus pandemic (Vox EU)
in Vox EU
Jennifer L. Castle , David F. Hendry , Jurgen A Doornik

Jun 2015

Numerical evaluation of the Gauss hypergeometric function by power summations
Jurgen A Doornik

May 2015
Journal

Statistical model selection with "Big Data"
in Cogent Economics & Finance
David Hendry , Jurgen A Doornik

Apr 2015
Journal

Detecting Location Shifts During Model Selection by Step-indicator Saturation
in Econometrics
David Hendry , Jennifer Castle , Jurgen A Doornik , Felix Pretis

Jul 2014
Book

Empirical Model Discovery and Theory Evaluation (2014 Book)
David Hendry , Jurgen A Doornik

Jun 2013
Working Paper

Step Indicator Saturation
David Hendry , Jurgen A Doornik , Felix Pretis

Feb 2013
Journal

Model Selection in Equations with Many ‘Small’ Effects
David Hendry , Jennifer Castle , Jurgen A Doornik

Feb 2013
Paper

A Markov-switching Model with Component Structure for US GNP
Jurgen A Doornik

Aug 2012
Journal

Model selection when there are multiple breaks
David Hendry , Jennifer Castle , Jurgen A Doornik

Feb 2011
Journal

Evaluating Automatic Model Selection
David Hendry , Jennifer Castle , Jurgen A Doornik

Publications