Nov 2016
Journal

Relative sea-level data from southwest Scotland constrain meltwater-driven sea-level jumps prior to the 8.2 kyr BP event
in Quaternary Science Reviews
Thomas Lawrence , Antony J. Long , W. Roland Gehrels , David E. Smith , Luke Jackson

Oct 2016
Working Paper

Heteroskedasticity/Autocorrelation Consistent Standard Errors and Reliability of Inference
James Reade , Aris Spanos

Oct 2016
Working Paper

Tightness of M-estimators for multiple linear regression in time series
Bent Nielsen , Soren Johansen

Oct 2016
Journal

A probabilistic approach to 21st century regional sea-level projections using RCP and High-end scenarios
in Gobal and Planetary Change
Svetlana Jevreieva , Luke Jackson

Oct 2016
Working Paper

The distribution of top incomes in former British West Africa
Tony Atkinson

Oct 2016
Working Paper

Top incomes in East Africa before and after independence
Tony Atkinson

Oct 2016
Journal

Prediction Markets, Social Media and Information Efficiency
James Reade , Leighton V Williams

Oct 2016
Journal

Forecasting Elections
in Journal of Forecasting
James Reade , Leighton V Williams

Oct 2016
Journal

A simple benchmark for mesothelioma projection for Great Britain
in Occupational and Environmental Medicine
Maria D. Martinez-Miranda , Bent Nielsen , Jens P. Nielsen

Oct 2016
Paper

Book Review of Bernt P. Stigum: Econometrics in a formal science of economics: theory and the measurement of economic relations
Jennifer Castle

Sept 2016
Paper

Fire Sales Forensics: Measuring Endogenous Risk
Rama Cont , Lakshithe Wagalath

Aug 2016
Blog

Modelling and forecasting mortgage delinquency and foreclosure in the UK
John Muellbauer , Janine Aron

Aug 2016
Paper

Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK
Janine Aron , John Muellbauer

Aug 2016
Journal

An Overview of Forecasting Facing Breaks
in Journal of Business Cycle Research
David Hendry , Jennifer Castle , Michael Clements

Aug 2016
Journal

Long-run restrictions and survey forecasts of output, consumption and investment
in International Journal of Forecasting
Michael Clements

Aug 2016
Press Release

Econometrics Best Paper Award 2016
Bent Nielsen , Andrew Whitby

Jun 2016

gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods
Felix Pretis , James J. Reade , Genaro Sucarrat

May 2016
Journal

Asymptotic theory of outlier detection algorithms for linear time series regression models
in Scandinavian Journal of Statistics
Soren Johansen , Bent Nielsen

May 2016
Paper

gets: General-to-specific (GETS) modelling and indicator saturation methods
Felix Pretis , James J. Reade , Genaro Sucarrat

May 2016
Journal

How mortgage finance reform could affect housing
in American Economic Association
John Muellbauer , Anthony Murphy , John Duca

Apr 2016

Testing for time-varying predictive accuracy using bias-corrected indicator saturation
Felix Pretis

Apr 2016

Out-of-Sample Paleo-Climate Simulations: Testing Hypothesis About the Mid-Brunhes Event, the Stage 11 Paradox, and Orbital Variations
Felix Pretis , Robert Kaufmann

Apr 2016
Working Paper

Asymptotic theory for Beta-t-GARCH
Ryoko Ito

Apr 2016
Working Paper

Spline-DCS for forecasting trade volume in high-frequency financial data
Ryoko Ito

Apr 2016

Quantifying the Uncertainty around Break Dates in Models using Indicator Saturation
David Hendry , Felix Pretis

Apr 2016
Working Paper

Using social media to identify market inefficiencies: Evidence from Twitter and Betfair
Alasdair Brown , Dooruj Rambaccussing , James J. Reade , Giambattista Rossi

Apr 2016
Journal

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
in Journal of International Financial Markets, Institutions and Money
Josh Ryan-Collins , Richard A. Werner , Jennifer L. Castle

Apr 2016
Journal

Assessing macro uncertainty in real-time when data are subject to revision
in Journal of Business & Economic Statistics
Michael Clements

Apr 2016
Paper

Stochastic Learning Dynamics and Speed of Convergence in Population Games
Peyton Young , Itai Arieli

Apr 2016
Journal

Detecting volcanic eruptions in temperature reconstructions by designed break-indicator saturation
in Journal of Economic Surveys
David Hendry , Felix Pretis , Lea Schneider , Jason Smerdon

Apr 2016
Working Paper

General-to-Specific (GETS) Modelling and Indicator Saturation with the R Package gets (version 0.7)
Felix Pretis , James Reade , Genaro Sucarrat

Apr 2016
Paper

Resilience to contagion in financial networks
Rama Cont , Hamed Amini , Andreea Minca

Publications