Statistics
Publications
39
Citations
2.5K
H-Index
23
Active since
2005
Jennifer L. Castle is an author at University of Oxford specializing in economics, forecasting, and time series forecasting.
Publications per year
2005–2024
39
39
Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos et al. · BOA (University of Milano-Bicocca) · 2022 · 830 citations · Full text
Model selection when there are multiple breaks
Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry · Journal of Econometrics · 2012 · 163 citations
Computing, Economics, Econometrics +16
Detecting Location Shifts during Model Selection by Step-Indicator Saturation
Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry et al. · Econometrics · 2015 · 154 citations · Full text
1–5 of 39