Edit Profile (opens in new tab) Castle, Jennifer L. Co-Author Distance Author ID: castle.jennifer-l Published as: Castle, Jennifer L.; Castle, Jennifer Documents Indexed: 15 Publications since 2010, including 2 Books 3 Contributions as Editor Co-Authors: 7 Co-Authors with 17 Joint Publications 96 Co-Co-Authors all top 5 Co-Authors 1 single-authored 14 Hendry, David F. 3 Doornik, Jurgen A. 2 Clements, Michael P. 2 Shephard, Neil 1 Fawcett, Nicholas W. P. 1 Kurita, Takamitsu 1 Nymoen, Ragnar all top 5 Serials 5 Journal of Econometrics 3 European Journal of Pure and Applied Mathematics 1 Econometric Reviews 1 Journal of Economic Dynamics & Control 1 Journal of Forecasting 1 Foundations and Trends in Econometrics 1 Journal of Time Series Econometrics 1 Palgrave Texts in Econometrics all top 5 Fields 15 Statistics (62-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 1 Probability theory and stochastic processes (60-XX) 1 Geophysics (86-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 12 Publications have been cited 47 times in 34 Documents Cited by ▼ Year ▼ Model selection when there are multiple breaks. Zbl 1443.62436 Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. 9 2012 Evaluating automatic model selection. Zbl 1266.91057 Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. 9 2011 Forecasting with equilibrium-correction models during structural breaks. Zbl 1431.62595 Castle, Jennifer L.; Fawcett, Nicholas W. P.; Hendry, David F. 7 2010 Model selection in under-specified equations facing breaks. Zbl 1293.62179 Castle, Jennifer L.; Hendry, David F. 4 2014 A low-dimension portmanteau test for non-linearity. Zbl 1431.62346 Castle, Jennifer L.; Hendry, David F. 4 2010 Forecasting by factors, by variables, by both or neither? Zbl 1288.62137 Castle, Jennifer L.; Clements, Michael P.; Hendry, David F. 4 2013 The methodology and practice of econometrics. A Festschrift in honour of David F. Hendry. Papers based on the presentations at the conference, Oxford, August 2007. Zbl 1171.62075 3 2009 Automatic selection for non-linear models. Zbl 1328.93076 Castle, Jennifer L.; Hendry, David F. 2 2012 Nowcasting from disaggregates in the face of location shifts. Zbl 1205.91126 Castle, Jennifer L.; Hendry, David F. 2 2010 Climate econometrics: an overview. Zbl 1456.62277 Castle, Jennifer L.; Hendry, David F. 1 2020 Misspecification testing: non-invariance of expectations models of inflation. Zbl 1491.62192 Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.; Nymoen, Ragnar 1 2014 Modelling our changing world. Zbl 07081291 Castle, Jennifer L.; Hendry, David F. 1 2019 Climate econometrics: an overview. Zbl 1456.62277 Castle, Jennifer L.; Hendry, David F. 1 2020 Modelling our changing world. Zbl 07081291 Castle, Jennifer L.; Hendry, David F. 1 2019 Model selection in under-specified equations facing breaks. Zbl 1293.62179 Castle, Jennifer L.; Hendry, David F. 4 2014 Misspecification testing: non-invariance of expectations models of inflation. Zbl 1491.62192 Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.; Nymoen, Ragnar 1 2014 Forecasting by factors, by variables, by both or neither? Zbl 1288.62137 Castle, Jennifer L.; Clements, Michael P.; Hendry, David F. 4 2013 Model selection when there are multiple breaks. Zbl 1443.62436 Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. 9 2012 Automatic selection for non-linear models. Zbl 1328.93076 Castle, Jennifer L.; Hendry, David F. 2 2012 Evaluating automatic model selection. Zbl 1266.91057 Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. 9 2011 Forecasting with equilibrium-correction models during structural breaks. Zbl 1431.62595 Castle, Jennifer L.; Fawcett, Nicholas W. P.; Hendry, David F. 7 2010 A low-dimension portmanteau test for non-linearity. Zbl 1431.62346 Castle, Jennifer L.; Hendry, David F. 4 2010 Nowcasting from disaggregates in the face of location shifts. Zbl 1205.91126 Castle, Jennifer L.; Hendry, David F. 2 2010 The methodology and practice of econometrics. A Festschrift in honour of David F. Hendry. Papers based on the presentations at the conference, Oxford, August 2007. Zbl 1171.62075 3 2009 all cited Publications top 5 cited Publications all top 5 Cited by 53 Authors 9 Hendry, David F. 6 Castle, Jennifer L. 4 Doornik, Jurgen A. 2 Clements, Michael P. 2 Johansen, Søren Glud 2 Teräsvirta, Timo 1 Becker, William 1 Bhattacharjee, Arnab 1 Bisio, Laura 1 Cai, Charlie X. 1 Cai, Liqian 1 Calantone, Roger J. 1 Corradi, Valentina 1 Dellas, Harris 1 Ericsson, Neil R. 1 Friedrich, Marina 1 Ghosh, Dhrubajyoti 1 Gibson, Heather D. 1 Hall, Stephen G. F. 1 Ito, Ryoko 1 Juselius, Katarina 1 Kock, Anders Bredahl 1 Kulish, Mariano 1 Kyaw, Khine 1 Lahiri, Soumendra Nath 1 Li, Jingyu 1 Lin, Yicong 1 Liu, Jinan 1 Maddanu, Federico 1 Maiti, Tapabrata 1 Marçal, Emerson Fernandes 1 McElroy, Tucker S. 1 Mizon, Grayham E. 1 Moauro, Filippo 1 Mogliani, Matteo 1 Nielsen, Bent 1 Nymoen, Ragnar 1 Pagan, Adrian R. 1 Paruolo, Paolo 1 Peguin-Feissolle, Anne 1 Pinto, Jeronymo Marcondes 1 Qian, Tao 1 Saltelli, Andrea 1 Schweikert, Karsten 1 Serletis, Apostolos 1 Simoni, Anna 1 Strikholm, Birgit 1 Swanson, Norman Rasmus 1 Tavlas, George S. 1 Wickens, Michael R. 1 Xie, Qiwei 1 Yang, Xuenan 1 Zhang, Qi all top 5 Cited in 18 Serials 7 Journal of Econometrics 3 Scandinavian Journal of Statistics 3 Econometric Reviews 2 Economics Letters 2 Open Economies Review 2 Studies in Nonlinear Dynamics and Econometrics 2 Econometric Theory 2 European Journal of Pure and Applied Mathematics 1 Statistica Neerlandica 1 Journal of Economic Dynamics & Control 1 Communications in Statistics. Simulation and Computation 1 Computational Statistics and Data Analysis 1 Engineering Analysis with Boundary Elements 1 Journal of Forecasting 1 AStA. Advances in Statistical Analysis 1 Sankhyā. Series A 1 Sankhyā. Series B 1 Journal of Time Series Econometrics Cited in 5 Fields 32 Statistics (62-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 History and biography (01-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) Citations by Year