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Forecasting the UK top 1% income share in a shifting world.
- Published in:
- Economica, 2024, v. 91, n. 363, p. 1047, doi. 10.1111/ecca.12533
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- Article
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics.
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- Econometrics (2225-1146), 2022, v. 10, n. 1, p. 2, doi. 10.3390/econometrics10010002
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- Article
Selecting a Model for Forecasting.
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- Econometrics (2225-1146), 2021, v. 9, n. 3, p. 26, doi. 10.3390/econometrics9030026
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- Article
Modeling and forecasting the COVID‐19 pandemic time‐series data.
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- Social Science Quarterly (Wiley-Blackwell), 2021, v. 102, n. 5, p. 2070, doi. 10.1111/ssqu.13008
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- Article
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC.
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- National Institute Economic Review, 2021, v. 256, p. 19, doi. 10.1017/nie.2021.9
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- Article
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications.
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- Scandinavian Journal of Statistics, 2018, v. 45, n. 2, p. 283, doi. 10.1111/sjos.12311
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- Article
Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models.
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- Econometrics (2225-1146), 2017, v. 5, n. 4, p. 49, doi. 10.3390/econometrics5040049
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- Article
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions.
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- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 19, doi. 10.3390/econometrics5020019
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- Article
An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen.
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- Scandinavian Journal of Statistics, 2016, v. 43, n. 2, p. 357, doi. 10.1111/sjos.12207
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- Article
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen.
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- Scandinavian Journal of Statistics, 2016, v. 43, n. 2, p. 360, doi. 10.1111/sjos.12208
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- Article
Model Selection in Equations with Many 'Small' Effects* Model Selection in Equations with Many 'Small' Effects.
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- Oxford Bulletin of Economics & Statistics, 2013, v. 75, n. 1, p. 6, doi. 10.1111/j.1468-0084.2012.00727.x
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- Article
Evaluating Automatic Model Selection.
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- Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1097
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- Article
Wage Formation and Bargaining Power during the Great Depression.
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- Scandinavian Journal of Economics, 2010, v. 112, n. 1, p. 211, doi. 10.1111/j.1467-9442.2009.01599.x
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- Article
Encompassing and Automatic Model Selection.
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- Oxford Bulletin of Economics & Statistics, 2008, v. 70, p. 915, doi. 10.1111/j.1468-0084.2008.00536.x
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- Article
An Omnibus Test for Univariate and Multivariate Normality.
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- Oxford Bulletin of Economics & Statistics, 2008, v. 70, p. 927, doi. 10.1111/j.1468-0084.2008.00537.x
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- Article
Econometric software development: past, present and future.
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- Statistica Neerlandica, 2006, v. 60, n. 2, p. 206, doi. 10.1111/j.1467-9574.2006.00317.x
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- Article
Distribution approximations for cointegration tests with stationary exogenous regressors.
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- Journal of Applied Econometrics, 2005, v. 20, n. 6, p. 797, doi. 10.1002/jae.811
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- Article
Identifying, estimating and testing restricted cointegrated systems: An overview.
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- Statistica Neerlandica, 2004, v. 58, n. 4, p. 440, doi. 10.1111/j.1467-9574.2004.00270.x
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- Article
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation.
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- Studies in Nonlinear Dynamics & Econometrics, 2004, v. 8, n. 2, p. 0, doi. 10.2202/1558-3708.1218
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- Article
THE INFLUENCE OF VAR DIMENSIONS ON ESTIMATOR BIASES: COMMENT.
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- Econometrica, 2003, v. 71, n. 1, p. 377, doi. 10.1111/1468-0262.00401
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- Article
CONSTRUCTING HISTORICAL EURO-ZONE DATA.
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- Economic Journal, 2001, v. 111, n. 469, p. 102, doi. 10.1111/1468-0297.00601
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- Article
Reconstructing Aggregate Euro-zone Data.
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- Journal of Common Market Studies, 2000, v. 38, n. 4, p. 613, doi. 10.1111/1468-5965.00256
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- Article
Statistical algorithms for models in state space using SsfPack 2.2.
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- Econometrics Journal, 1999, v. 2, n. 1, p. 107, doi. 10.1111/1368-423X.00023
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- Article
INFERENCE IN COINTEGRATING MODELS: UK M1 REVISITED.
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- Journal of Economic Surveys, 1998, v. 12, n. 5, p. 533, doi. 10.1111/1467-6419.00067
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- Article
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS.
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- Journal of Economic Surveys, 1998, v. 12, n. 5, p. 573, doi. 10.1111/1467-6419.00068
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- Article
The implications for econometric modelling of forecast failure.
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- Scottish Journal of Political Economy, 1997, v. 44, n. 4, p. 437, doi. 10.1111/1467-9485.t01-1-00065
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- Article
Modelling linear dynamic econometric systems.
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- Scottish Journal of Political Economy, 1994, v. 41, n. 1, p. 1, doi. 10.1111/j.1467-9485.1994.tb01107.x
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- Article