9 results: page 1 of 1
Jan 2020
Forecasting and forecast narratives: The Bank of England Inflation Reports
in International Journal of Forecasting
James Reade , Michael Clements
in International Journal of Forecasting
James Reade , Michael Clements
Aug 2018
Automated General-to-Specific (GETS) Modelling of the mean of variance of regressions, and indicator saturation methods for outliers and structural breaks
in Journal of Statistical Software
Felix Pretis , James Reade , Genaro Sucarrat
in Journal of Statistical Software
Felix Pretis , James Reade , Genaro Sucarrat
Oct 2016
Heteroskedasticity/Autocorrelation Consistent Standard Errors and Reliability of Inference
James Reade , Aris Spanos
James Reade , Aris Spanos
Oct 2016
Oct 2016
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
Nov 2014
Oct 2014