Zobrazeno 1 - 10
of 738
pro vyhledávání: '"F. Hendry"'
Autor:
Jennifer L. Castle, David F. Hendry
This open access book focuses on the concepts, tools and techniques needed to successfully model ever-changing time-series data. It emphasizes the need for general models to account for the complexities of the modern world and how these can be applie
Autor:
David F. Hendry, Jurgen A. Doornik
A synthesis of the authors'groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation. Economic models of empirical phenomena are developed for a variety of reasons, the most o
Publikováno v:
Forecasting, Vol 3, Iss 1, Pp 138-165 (2021)
Economic forecasting is difficult, largely because of the many sources of nonstationarity influencing observational time series. Forecasting competitions aim to improve the practice of economic forecasting by providing very large data sets on which t
Externí odkaz:
https://doaj.org/article/1198a8b0267e4724a92ead4c842df142
Publikováno v:
Econometrics, Vol 10, Iss 1, p 2 (2021)
By its emissions of greenhouse gases, economic activity is the source of climate change which affects pandemics that in turn can impact badly on economies. Across the three highly interacting disciplines in our title, time-series observations are mea
Externí odkaz:
https://doaj.org/article/82f21294b1194b47bae1cfd1f45ec03e
Publikováno v:
Econometrics, Vol 9, Iss 3, p 26 (2021)
We investigate forecasting in models that condition on variables for which future values are unknown. We consider the role of the significance level because it guides the binary decisions whether to include or exclude variables. The analysis is exten
Externí odkaz:
https://doaj.org/article/16eec7b9f41a466386dfe40d999daf74
Publikováno v:
Journal of Child and Adolescent Counseling. 8:46-58
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::292b176335fb8415b207bf4445a3c4e5
https://doi.org/10.1080/23727810.2022.2040318
https://doi.org/10.1080/23727810.2022.2040318
Autor:
David F. Hendry, Felix Pretis
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::18ffa20a9e441736a8eaa4dd5c1c9dd6
https://doi.org/10.2139/ssrn.4416619
https://doi.org/10.2139/ssrn.4416619
Publikováno v:
Econometrics, Vol 3, Iss 2, Pp 240-264 (2015)
To capture location shifts in the context of model selection, we propose selecting significant step indicators from a saturating set added to the union of all of the candidate variables. The null retention frequency and approximate non-centrality of
Externí odkaz:
https://doaj.org/article/94e321d9569c441aa4f695e8bd69743f
Publikováno v:
Social Science Quarterly
Objective We analyze the number of recorded cases and deaths of COVID-19 in many parts of the world, with the aim to understand the complexities of the data, and produce regular forecasts. Methods The SARS-CoV-2 virus that causes COVID-19 has affecte
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::510078db39bb14829b0abd5414c9b06a
https://doi.org/10.1111/ssqu.13008
https://doi.org/10.1111/ssqu.13008
Autor:
David F. Hendry, Grayham E. Mizon
Publikováno v:
Cogent Economics & Finance, Vol 4, Iss 1 (2016)
We recommend a major shift in the Econometrics curriculum for both graduate and undergraduate teaching. It is essential to include a range of topics that are still rarely addressed in such teaching, but are now vital for understanding and conducting
Externí odkaz:
https://doaj.org/article/407976d8c3334bbcb07df2087c98ff60