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Details about Jeremy Smith

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Workplace:Department of Economics, University of Warwick, (more information at EDIRC)

Access statistics for papers by Jeremy Smith.

Last updated 2016-06-24. Update your information in the RePEc Author Service.

Short-id: psm85


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Working Papers

2016

  1. In brief... The rewards for getting a good degree
    CentrePiece - The Magazine for Economic Performance, Centre for Economic Performance, LSE Downloads

2015

  1. Graduate Returns, Degree Class Premia and Higher Education Expansion in the UK
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015) Downloads View citations (1)

    See also Journal Article in Oxford Economic Papers (2016)

2009

  1. Ability Bias, Skewness and the College Wage Premium
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (1)
  2. Educational Returns, Ability Composition and Cohort Effects: Theory and Evidence for Cohorts of Early-Career UK Graduates
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009) Downloads View citations (3)
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2009) Downloads View citations (5)

2008

  1. Am I Missing Something? The Effects of Absence from Class on Student Performance
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (2)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2007) Downloads View citations (2)

    See also Journal Article in Economics of Education Review (2012)
  2. Heterogeneities in the returns to degrees: evidence from the British cohort study 1970
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano Downloads View citations (7)
  3. Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads

2007

  1. Different returns to different degrees? Evidence from the British Cohort Study 1970
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (2)
  2. Sheer Class? Returns to educational performance: evidence from UK graduates first destination labour market outcomes
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (4)
  3. Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (2)
    See also Journal Article in Economics Letters (2007)

2006

  1. Testing for stationarity in heterogeneous panel data in the presence of cross section dependence
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (13)
  2. Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (1)
    See also Journal Article in Economics Letters (2008)
  3. Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (6)
    See also Journal Article in Economic Journal (2008)

2005

  1. Doctor Who? Who Gets Admission Offers in UK Medical Schools
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (1)
  2. Variations in the Wage Returns to a First Degree: Evidence from the British Cohort Study 1970
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads View citations (3)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2005) Downloads View citations (4)

2004

  1. Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (3)
  2. Testing for Seasonal Unit Roots in Heterogeneous Panels
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads
    Also in Econometric Society 2004 Latin American Meetings, Econometric Society (2004) Downloads View citations (1)

    See also Journal Article in Economics Letters (2005)

2003

  1. Convex combinations of long memory estimates from different sampling rates
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (2)
    See also Journal Article in Computational Statistics (2006)
  2. Higher Education Outcomes, Graduate Employment and University Performance Indicators
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (2)
    See also Journal Article in Journal of the Royal Statistical Society Series A (2004)
  3. The KPSS Test with Outliers
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads
    See also Journal Article in Computational Economics (2007)

2002

  1. Effects of In-Class Variation and Student Rank on the Probability of Withdrawal: Cross-Section and Time-Series Analysis for UK University Students
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (4)
    See also Journal Article in Economics of Education Review (2005)
  2. SCHOOLING EFFECTS ON SUBSEQUENT UNIVERSITY PERFORMANCE: EVIDENCE FOR THE UK UNIVERSITY POPULATION
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (4)
    See also Journal Article in Economics of Education Review (2005)
  3. SHEER CLASS? THE IMPACT OF DEGREE PERFORMANCE ON GRADUATE LABOUR MARKET OUTCOMES
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (2)
  4. Seasonal adjustment and cointegration
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO Downloads View citations (1)
  5. Sheer Class? The Extent and Sources of Variation in the UK Graduate Earnings Premium
    CASE Papers, Centre for Analysis of Social Exclusion, LSE Downloads View citations (5)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (3)
  6. THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (6)
    Also in Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia (2002) Downloads View citations (3)
  7. University of Warwick
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (137)

2001

  1. A Hazard Model of the Probability of Medical School Dropout in the United Kingdom
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (4)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2001) Downloads View citations (3)
  2. Factors affecting the probability of first-year medical student dropout in the UK: a logistic analysis for the entry cohorts of 1980-1992
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads
  3. Graduates and graduate labour markets in the UK and Italy
    Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia Downloads View citations (18)

1999

  1. On SETAR non- linearity and forecasting
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (15)
    See also Journal Article in Journal of Forecasting (2003)

1998

  1. Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (37)
  2. Non-Linearities in Exchange Rates
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (4)

1997

  1. Forecasting Seasonal UK Consumption Components
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads

1996

  1. A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of Applied Econometrics (1999)
  2. Performance of Alternative Forecasting Methods for Setar Models
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (4)
  3. The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (4)

1995

  1. Comparing the Bias and Misspecification in Arfima Models
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (14)
  2. Structural Breaks and Seasonal Integration
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (1)
    See also Journal Article in Economics Letters (1997)

1994

  1. The Size and the Power of Unit Root Tests Against Fractional Alternatives; A Monte Carlo Investigation
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads

1992

  1. The UK Poll and the Declining Electoral Roll: Unintended Consequences?
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads

1991

  1. Macroeconomic Fluctuations in the Autralian Economy
    Working Papers, Australian National University - Department of Economics
    See also Journal Article in The Economic Record (1994)
  2. Multivariate Cointegration and Error Correction Models: An Application to Manufactuting Activity in Australia
    Working Papers, Australian National University - Department of Economics
    See also Journal Article in Scottish Journal of Political Economy (1993)

1990

  1. A MOTE CARLO COMPARISON OF OLS,IV,FIML AND BOOTSTRAP STANDARD ERRORS IN LINEAR MODELS WITH GENERATED REGRESSORS
    Working Papers, Australian National University - Department of Economics
  2. Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing
    Working Papers, Australian National University - Department of Economics View citations (5)
    See also Journal Article in Journal of Applied Econometrics (1995)
  3. ON THE ROBUSTNESS OF BARRO'S NEW CLASSICAL UNEMPLOYMENT MODEL
    Working Papers, Australian National University - Department of Economics View citations (4)

1989

  1. A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (9)

Journal Articles

2016

  1. Graduate returns, degree class premia and higher education expansion in the UK
    Oxford Economic Papers, 2016, 68, (2), 525-545 Downloads
    See also Working Paper (2015)

2013

  1. Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
    Computational Economics, 2013, 41, (1), 1-9 Downloads View citations (5)

2012

  1. Am I missing something? The effects of absence from class on student performance
    Economics of Education Review, 2012, 31, (4), 363-375 Downloads View citations (2)
    See also Working Paper (2008)
  2. Response surface models for the Leybourne unit root tests and lag order dependence
    Computational Statistics, 2012, 27, (3), 473-486 Downloads View citations (9)

2011

  1. Scoring rules and survey density forecasts
    International Journal of Forecasting, 2011, 27, (2), 379-393 Downloads View citations (14)
    Also in International Journal of Forecasting, 2011, 27, (2), 379-393 (2011) Downloads View citations (12)

2009

  1. A Simple Explanation of the Forecast Combination Puzzle
    Oxford Bulletin of Economics and Statistics, 2009, 71, (3), 331-355 Downloads View citations (60)

2008

  1. Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters
    International Journal of Forecasting, 2008, 24, (3), 354-367 Downloads View citations (13)
  2. Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
    Economics Letters, 2008, 101, (3), 188-192 Downloads View citations (1)
    See also Working Paper (2006)
  3. Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters
    Economic Journal, 2008, 118, (530), 1107-1127 Downloads View citations (47)
    See also Working Paper (2006)

2007

  1. Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
    Economics Letters, 2007, 97, (2), 179-184 Downloads View citations (1)
    See also Working Paper (2007)
  2. The KPSS Test with Outliers
    Computational Economics, 2007, 29, (3), 423-423 Downloads
    Also in Computational Economics, 2005, 26, (3), 59-67 (2005) Downloads View citations (5)

    See also Working Paper (2003)

2006

  1. Convex combinations of long memory estimates from different sampling rates
    Computational Statistics, 2006, 21, (3), 399-413 Downloads
    See also Working Paper (2003)

2005

  1. Effects of in-class variation and student rank on the probability of withdrawal: cross-section and time-series analysis for UK university students
    Economics of Education Review, 2005, 24, (3), 251-262 Downloads View citations (10)
    See also Working Paper (2002)
  2. Schooling effects on subsequent university performance: evidence for the UK university population
    Economics of Education Review, 2005, 24, (5), 549-562 Downloads View citations (13)
    See also Working Paper (2002)
  3. Testing for seasonal unit roots in heterogeneous panels
    Economics Letters, 2005, 86, (2), 229-235 Downloads View citations (8)
    See also Working Paper (2004)
  4. The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data
    Econometric Reviews, 2005, 23, (4), 341-370 Downloads View citations (1)

2004

  1. A hazard model of the probability of medical school drop-out in the UK
    Journal of the Royal Statistical Society Series A, 2004, 167, (1), 157-178 Downloads View citations (21)
  2. Assessing Aggregate Labour Productivity Trends in Canada and the United States: Total Economy versus Business Sector Perspectives
    International Productivity Monitor, 2004, 8, 47-58 Downloads View citations (4)
  3. Decompositions of Pearson's chi-squared test
    Journal of Econometrics, 2004, 123, (1), 189-193 Downloads View citations (1)
  4. Degree performance of Economics students in UK universities: absolute and relative performance in prior qualifications
    Scottish Journal of Political Economy, 2004, 51, (2), 250-265 Downloads View citations (5)
  5. Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study
    International Journal of Forecasting, 2004, 20, (3), 487-502 Downloads View citations (13)
  6. Higher education outcomes, graduate employment and university performance indicators
    Journal of the Royal Statistical Society Series A, 2004, 167, (3), 475-496 Downloads View citations (13)
    See also Working Paper (2003)

2003

  1. On SETAR non-linearity and forecasting
    Journal of Forecasting, 2003, 22, (5), 359-375 Downloads View citations (18)
    See also Working Paper (1999)

2002

  1. Bias in the memory parameter for different sampling rates
    International Journal of Forecasting, 2002, 18, (2), 299-313 Downloads View citations (16)
  2. Evaluating multivariate forecast densities: a comparison of two approaches
    International Journal of Forecasting, 2002, 18, (3), 397-407 Downloads View citations (32)
  3. Why Is There a Graduate Earnings Premium for Students from Independent Schools?
    Bulletin of Economic Research, 2002, 54, (4), 315-39 View citations (15)

2001

  1. Determinants of Degree Performance in UK Universities: A Statistical Analysis of the 1993 Student Cohort
    Oxford Bulletin of Economics and Statistics, 2001, 63, (1), 29-60 Downloads View citations (22)
  2. Dropping out of university: A statistical analysis of the probability of withdrawal for UK university students
    Journal of the Royal Statistical Society Series A, 2001, 164, (2), 389-405 Downloads View citations (38)
  3. Evaluating forecasts from SETAR models of exchange rates
    Journal of International Money and Finance, 2001, 20, (1), 133-148 Downloads View citations (34)

2000

  1. Graduate Employability: Policy and Performance in Higher Education in the UK
    Economic Journal, 2000, 110, (464), F382-411 Downloads View citations (26)
  2. Testing for cointegration: power versus frequency of observation -- further Monte Carlo results
    Economics Letters, 2000, 67, (1), 5-9 Downloads View citations (27)

1999

  1. A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models
    Journal of Applied Econometrics, 1999, 14, (2), 123-41 Downloads View citations (78)
    See also Working Paper (1996)

1997

  1. Structural breaks and seasonal integration
    Economics Letters, 1997, 56, (1), 13-19 Downloads View citations (14)
    See also Working Paper (1995)
  2. The performance of alternative forecasting methods for SETAR models
    International Journal of Forecasting, 1997, 13, (4), 463-475 Downloads View citations (56)

1996

  1. A comparison of alternative covariance matrices for models with over-lapping observations
    Journal of International Money and Finance, 1996, 15, (5), 813-823 Downloads View citations (3)

1995

  1. Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing
    Journal of Applied Econometrics, 1995, 10, (2), 165-85 Downloads View citations (38)
    See also Working Paper (1990)
  2. GAUSS 3.2 and COUNT 2.0
    Journal of Economic Surveys, 1995, 9, (1), 89-101
  3. The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
    Mathematics and Computers in Simulation (MATCOM), 1995, 39, (3), 343-346 Downloads

1994

  1. A note on the unbiasedness test of rationality using survey data
    Journal of Macroeconomics, 1994, 16, (2), 369-374 Downloads
  2. An Analysis of UK Imports Using Multivariate Cointegration
    Oxford Bulletin of Economics and Statistics, 1994, 56, (2), 135-50 View citations (4)
  3. Excess Returns in a Small Open Economy
    The Economic Record, 1994, 70, (211), 381-96 View citations (5)
  4. Forecasting costs incurred from unit differencing fractionally integrated processes
    International Journal of Forecasting, 1994, 10, (4), 507-514 Downloads View citations (10)
  5. Macroeconomic Fluctuations in the Australian Economy
    The Economic Record, 1994, 70, (209), 133-48 View citations (6)
    See also Working Paper (1991)

1993

  1. Multivariate Cointegration and Error Correction Models: An Application to Manufacturing Activity in Australia
    Scottish Journal of Political Economy, 1993, 40, (2), 184-98 View citations (2)
    See also Working Paper (1991)

1992

  1. Bootstrap estimates of a new classical model of unemployment
    Mathematics and Computers in Simulation (MATCOM), 1992, 33, (5), 545-550 Downloads

1989

  1. The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption
    Journal of Business & Economic Statistics, 1989, 7, (1), 117-27 View citations (18)

Chapters

2004

  1. Determinants of Educational Success in Higher Education
    Chapter 11 in International Handbook on the Economics of Education, 2004 Downloads View citations (1)
 
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