Filtered By: Climate Econometrics
448 results: page 9 of 14
May 2016
Asymptotic theory of outlier detection algorithms for linear time series regression models
in Scandinavian Journal of Statistics
Soren Johansen , Bent Nielsen
in Scandinavian Journal of Statistics
Soren Johansen , Bent Nielsen
May 2016
gets: General-to-specific (GETS) modelling and indicator saturation methods
Felix Pretis , James J. Reade , Genaro Sucarrat
Felix Pretis , James J. Reade , Genaro Sucarrat
May 2016
How mortgage finance reform could affect housing
in American Economic Association
John Muellbauer , Anthony Murphy , John Duca
in American Economic Association
John Muellbauer , Anthony Murphy , John Duca
Apr 2016
Assessing macro uncertainty in real-time when data are subject to revision
in Journal of Business & Economic Statistics
Michael Clements
in Journal of Business & Economic Statistics
Michael Clements
Apr 2016
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
in Journal of International Financial Markets, Institutions and Money
Josh Ryan-Collins , Richard A. Werner , Jennifer L. Castle
Apr 2016
Using social media to identify market inefficiencies: Evidence from Twitter and Betfair
Alasdair Brown , Dooruj Rambaccussing , James J. Reade , Giambattista Rossi
Alasdair Brown , Dooruj Rambaccussing , James J. Reade , Giambattista Rossi
Apr 2016
Quantifying the Uncertainty around Break Dates in Models using Indicator Saturation
David Hendry , Felix Pretis
David Hendry , Felix Pretis
Apr 2016
Apr 2016
Apr 2016
Apr 2016
Apr 2016
Stochastic Learning Dynamics and Speed of Convergence in Population Games
Peyton Young , Itai Arieli
Peyton Young , Itai Arieli
Apr 2016
Detecting volcanic eruptions in temperature reconstructions by designed break-indicator saturation
in Journal of Economic Surveys
David Hendry , Felix Pretis , Lea Schneider , Jason Smerdon
in Journal of Economic Surveys
David Hendry , Felix Pretis , Lea Schneider , Jason Smerdon
Apr 2016
General-to-Specific (GETS) Modelling and Indicator Saturation with the R Package gets (version 0.7)
Felix Pretis , James Reade , Genaro Sucarrat
Felix Pretis , James Reade , Genaro Sucarrat
Apr 2016
Mar 2016
The challenge of measuring UK wealth inequality in the 2000s
in Fiscal Studies
Tony Atkinson , Facundo Alvaredo , Salvatore Morelli
in Fiscal Studies
Tony Atkinson , Facundo Alvaredo , Salvatore Morelli
Mar 2016
Mar 2016
Improving the teaching of econometrics
in Cogent Economics & Finance
David F. Hendry , Grayham Mizon
in Cogent Economics & Finance
David F. Hendry , Grayham Mizon
Mar 2016
Mar 2016
Analysis of the forward search using some new results for martingales and empirical processes
in Bernoulli
Soren Johansen , Bent Nielsen
in Bernoulli
Soren Johansen , Bent Nielsen
Jan 2016
A uniform law for the convergence to local times of linear fractional stable motions
in The Annals of Applied Probability
James Duffy
in The Annals of Applied Probability
James Duffy
Jan 2016
Dec 2015
Forecasting and nowcasting macroeconomic variables: A methodological overview
David Hendry , Jennifer Castle , Oleg Kitov
David Hendry , Jennifer Castle , Oleg Kitov
Dec 2015
Dec 2015
Dec 2015
No. 2015-06 - The Challenge of Measuring UK Wealth Inequality in the 2000s
Tony Atkinson , Facundo Alvaredo , Salvatore Morelli
Tony Atkinson , Facundo Alvaredo , Salvatore Morelli
Dec 2015
Dec 2015
Dec 2015
Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen'
David Hendry , Jurgen Doornik
David Hendry , Jurgen Doornik
Nov 2015
Nov 2015
Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?
John Muellbauer , Pierre St-Amant , David Williams
John Muellbauer , Pierre St-Amant , David Williams