Resources

Oxford Teaching Papers

• Forecasting breaks and forecasting during breaks - Chapter 11
• Model Selection when there are Multiple Breaks
• Evaluating Automatic Model Selection
• Model Discovery and Trygve Haavelmo's Legacy

Useful Links

• Jurgen A Doornik (for Ox and other resources)
• OxMetrics.net
• PcGive (UK)
• PcNaive
• Timberlake Consultants (distributors of PcGive and Ox)
• University of Oxford, Department of Economics