Castle, Jennifer L. Sir Clive W. J. Granger model selection. (English) Zbl 1359.62066 Eur. J. Pure Appl. Math. 10, No. 1, 133-156 (2017). MSC: 62F07 62P20 91B84 PDFBibTeX XMLCite \textit{J. L. Castle}, Eur. J. Pure Appl. Math. 10, No. 1, 133--156 (2017; Zbl 1359.62066) Full Text: Link
Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.; Nymoen, Ragnar Misspecification testing: non-invariance of expectations models of inflation. (English) Zbl 1491.62192 Econom. Rev. 33, No. 5-6, 553-574 (2014). MSC: 62P20 62J05 62M10 62M20 91B84 PDFBibTeX XMLCite \textit{J. L. Castle} et al., Econom. Rev. 33, No. 5--6, 553--574 (2014; Zbl 1491.62192) Full Text: DOI Link
Castle, Jennifer L.; Hendry, David F. Model selection in under-specified equations facing breaks. (English) Zbl 1293.62179 J. Econom. 178, Part 2, 286-293 (2014). MSC: 62M10 62H15 62P20 91B84 PDFBibTeX XMLCite \textit{J. L. Castle} and \textit{D. F. Hendry}, J. Econom. 178, Part 2, 286--293 (2014; Zbl 1293.62179) Full Text: DOI Link
Castle, Jennifer L.; Clements, Michael P.; Hendry, David F. Forecasting by factors, by variables, by both or neither? (English) Zbl 1288.62137 J. Econom. 177, No. 2, 305-319 (2013). MSC: 62M20 62H25 62P20 91B82 PDFBibTeX XMLCite \textit{J. L. Castle} et al., J. Econom. 177, No. 2, 305--319 (2013; Zbl 1288.62137) Full Text: DOI Link
Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. Model selection when there are multiple breaks. (English) Zbl 1443.62436 J. Econom. 169, No. 2, 239-246 (2012). MSC: 62P20 PDFBibTeX XMLCite \textit{J. L. Castle} et al., J. Econom. 169, No. 2, 239--246 (2012; Zbl 1443.62436) Full Text: DOI Link Link
Castle, Jennifer L.; Hendry, David F. Nowcasting from disaggregates in the face of location shifts. (English) Zbl 1205.91126 J. Forecast. 29, No. 1-2, 200-214 (2010). MSC: 91B82 PDFBibTeX XMLCite \textit{J. L. Castle} and \textit{D. F. Hendry}, J. Forecast. 29, No. 1--2, 200--214 (2010; Zbl 1205.91126) Full Text: DOI Link