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 2024-10-08. Update your information in the RePEc Author Service.

Short-id: psm85

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Working Papers

2021

1. Graduate Earnings Premia in the UK: Decline and Fall?
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

2017

2. The Regulation of Public Service Broadcasters: Should there be more advertising on television?
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (3)
   Also in Economic Research Papers, University of Warwick - Department of Economics (2017) View citations (3)
   ECON - Working Papers, Department of Economics - University of Zurich (2017) View citations (3)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (3)

2016

3. In brief... The rewards for getting a good degree
   CentrePiece - The magazine for economic performance, Centre for Economic Performance, LSE

2015

4. Graduate Returns, Degree Class Premia and Higher Education Expansion in the UK
   CEP Discussion Papers, Centre for Economic Performance, LSE View citations (9)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015) View citations (8)
   See also Journal Article Graduate returns, degree class premia and higher education expansion in the UK, Oxford Economic Papers, Oxford University Press (2016) View citations (15) (2016)

2009

5. Ability Bias, Skewness and the College Wage Premium
   Economic Research Papers, University of Warwick - Department of Economics View citations (1)
   Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2009) View citations (1)
6. 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 View citations (7)
   Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2009) View citations (6)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009) View citations (7)
   Economic Research Papers, University of Warwick - Department of Economics (2009) View citations (5)

2008

7. Am I Missing Something? The Effects of Absence from Class on Student Performance
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (3)
   Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2007) View citations (2)
   Economic Research Papers, University of Warwick - Department of Economics (2007) View citations (2)
   See also Journal Article Am I missing something? The effects of absence from class on student performance, Economics of Education Review, Elsevier (2012) View citations (11) (2012)
8. 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 View citations (28)
9. 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 View citations (1)
   Also in Economic Research Papers, University of Warwick - Department of Economics (2008) View citations (1)

2007

10. 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 View citations (2)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006) View citations (1)
11. 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 View citations (6)
12. 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 View citations (4)
    See also Journal Article Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence, Economics Letters, Elsevier (2007) View citations (4) (2007)

2006

13. 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 View citations (14)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006) View citations (4)
14. Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2006) View citations (1)
    See also Journal Article Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence, Economics Letters, Elsevier (2008) View citations (4) (2008)
15. 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 View citations (6)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006)
    See also Journal Article Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters, Economic Journal, Royal Economic Society (2008) View citations (114) (2008)

2005

16. Doctor Who? Who Gets Admission Offers in UK Medical Schools
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (3)
17. Variations in the Wage Returns to a First Degree: Evidence from the British Cohort Study 1970
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (6)
    Also in UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano (2005) View citations (7)

2004

18. 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 View citations (4)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2004) View citations (5)
    See also Journal Article The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data, Econometric Reviews, Taylor & Francis Journals (2005) View citations (1) (2005)
19. Testing for Seasonal Unit Roots in Heterogeneous Panels
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (1)
    Also in Econometric Society 2004 Latin American Meetings, Econometric Society (2004) View citations (1)
    Economic Research Papers, University of Warwick - Department of Economics (2004)
    See also Journal Article Testing for seasonal unit roots in heterogeneous panels, Economics Letters, Elsevier (2005) View citations (10) (2005)

2003

20. Convex combinations of long memory estimates from different sampling rates
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (2)
    See also Journal Article Convex combinations of long memory estimates from different sampling rates, Computational Statistics, Springer (2006) (2006)
21. Higher Education Outcomes, Graduate Employment and University Performance Indicators
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (3)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2003) View citations (2)
    See also Journal Article Higher education outcomes, graduate employment and university performance indicators, Journal of the Royal Statistical Society Series A, Royal Statistical Society (2004) View citations (26) (2004)
22. The KPSS Test with Outliers
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (1)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2003) View citations (1)
    See also Journal Article The KPSS Test with Outliers, Computational Economics, Springer (2007) (2007)

2002

23. 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 of Labor Economics (IZA) View citations (7)
    See also Journal Article 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, Elsevier (2005) View citations (24) (2005)
24. 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 View citations (4)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2002)
    See also Journal Article Schooling effects on subsequent university performance: evidence for the UK university population, Economics of Education Review, Elsevier (2005) View citations (31) (2005)
25. 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 View citations (4)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2002) View citations (2)
26. Seasonal adjustment and cointegration
    Borradores de Investigación, Universidad del Rosario View citations (2)
27. Sheer Class? The Extent and Sources of Variation in the UK Graduate Earnings Premium
    CASE Papers, Centre for Analysis of Social Exclusion, LSE View citations (7)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) View citations (7)
28. THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (7)
    Also in Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia (2002) View citations (5)
    Economic Research Papers, University of Warwick - Department of Economics (2002) View citations (5)
29. University of Warwick
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (148)

2001

30. A Hazard Model of the Probability of Medical School Dropout in the United Kingdom
    Economic Research Papers, University of Warwick - Department of Economics View citations (6)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2001) View citations (6)
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2001) View citations (5)
31. Factors affecting the probability of first-year medical student dropout in the UK: a logistic analysis for the entry cohorts of 1980-1992
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2001)
32. 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 View citations (22)
    See also Chapter Graduates and Graduate Labour Markets in the UK and Italy, Palgrave Macmillan Books, Palgrave Macmillan (2004) (2004)

1999

33. On SETAR non- linearity and forecasting
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (18)
    See also Journal Article On SETAR non-linearity and forecasting, Journal of Forecasting, John Wiley & Sons, Ltd. (2003) View citations (31) (2003)

1998

34. EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT
    Economic Research Papers, University of Warwick - Department of Economics View citations (5)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1998) View citations (38)
35. NON-LINEARITIES IN EXCHANGE RATES
    Economic Research Papers, University of Warwick - Department of Economics View citations (3)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1998) View citations (4)

1997

36. A Monte Carlo study of the forecasting performance of empirical SETAR models
    Economic Research Papers, University of Warwick - Department of Economics View citations (5)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1996) View citations (5)
    See also Journal Article A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1999) View citations (92) (1999)
37. FORECASTING SEASONAL UK CONSUMPTION COMPONENTS
    Economic Research Papers, University of Warwick - Department of Economics
    Also in Economic Research Papers, University of Warwick - Department of Economics (1997)
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1997)
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1997)

1996

38. Performance of Alternative Forecasting Methods for Setar Models
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (4)
    Also in Economic Research Papers, University of Warwick - Department of Economics (1996) View citations (3)
    See also Journal Article The performance of alternative forecasting methods for SETAR models, International Journal of Forecasting, Elsevier (1997) View citations (76) (1997)
39. 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 (5)
    Also in Economic Research Papers, University of Warwick - Department of Economics (1966)

1995

40. Comparing the Bias and Misspecification in ARFIMA Models
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1995) View citations (16)
    See also Journal Article Comparing the bias and misspecification in ARFIMA models, Journal of Time Series Analysis, Wiley Blackwell (1997) View citations (18) (1997)
41. Structural Breaks and Seasonal Integration
    Economic Research Papers, University of Warwick - Department of Economics View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1995) View citations (1)
    See also Journal Article Structural breaks and seasonal integration, Economics Letters, Elsevier (1997) View citations (18) (1997)

1994

42. THE SIZE AND THE POWER OF UNIT ROOT TESTS AGAINST FRACTIONAL ALTERNATIVES: A MONTE CARLO INVESTIGATION
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1994)

1992

43. THE UK POLL TAX AND THE DECLINING ELECTORAL ROLL: UNINTENDED CONSEQUENCES?
    Economic Research Papers, University of Warwick - Department of Economics
44. The UK Poll and the Declining Electoral Roll: Unintended Consequences?
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

1991

45. Macroeconomic Fluctuations in the Autralian Economy
    Working Papers, Australian National University - Department of Economics
    See also Journal Article Macroeconomic Fluctuations in the Australian Economy, The Economic Record, The Economic Society of Australia (1994) View citations (5) (1994)
46. Multivariate Cointegration and Error Correction Models: An Application to Manufactuting Activity in Australia
    Working Papers, Australian National University - Department of Economics View citations (1)

1990

47. 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 View citations (1)
48. 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 (6)
    See also Journal Article Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1995) View citations (64) (1995)
49. ON THE ROBUSTNESS OF BARRO'S NEW CLASSICAL UNEMPLOYMENT MODEL
    Working Papers, Australian National University - Department of Economics View citations (5)

1989

50. A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (16)

Journal Articles

2017

1. Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models
   Stata Journal, 2017, 17, (3), 704-722 View citations (9)

2016

2. Graduate returns, degree class premia and higher education expansion in the UK
   Oxford Economic Papers, 2016, 68, (2), 525-545 View citations (15)
   See also Working Paper Graduate Returns, Degree Class Premia and Higher Education Expansion in the UK, CEP Discussion Papers (2015) View citations (9) (2015)

2015

3. The Measurement and Characteristics of Professional Forecasters' Uncertainty
   Journal of Applied Econometrics, 2015, 30, (7), 1029-1046 View citations (31)

2013

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

2012

5. Am I missing something? The effects of absence from class on student performance
   Economics of Education Review, 2012, 31, (4), 363-375 View citations (11)
   See also Working Paper Am I Missing Something? The Effects of Absence from Class on Student Performance, IZA Discussion Papers (2008) View citations (3) (2008)
6. Response surface models for the Leybourne unit root tests and lag order dependence
   Computational Statistics, 2012, 27, (3), 473-486 View citations (18)

2011

7. Scoring rules and survey density forecasts
   International Journal of Forecasting, 2011, 27, (2), 379-393 View citations (32)
   Also in International Journal of Forecasting, 2011, 27, (2), 379-393 (2011) View citations (31)

2009

8. A Simple Explanation of the Forecast Combination Puzzle*
   Oxford Bulletin of Economics and Statistics, 2009, 71, (3), 331-355 View citations (167)

2008

9. 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 View citations (17)
10. Here is the news: forecast revisions in the Bank of England survey of external forecasters
    National Institute Economic Review, 2008, 203, 68-77
    Also in National Institute Economic Review, 2008, 203, (1), 68-77 (2008) View citations (9)
11. Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
    Economics Letters, 2008, 101, (3), 188-192 View citations (4)
    See also Working Paper Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence, Economic Research Papers (2006) (2006)
12. Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters
    Economic Journal, 2008, 118, (530), 1107-1127 View citations (114)
    Also in Economic Journal, 2008, 118, (530), 1107-1127 (2008) View citations (125)
    See also Working Paper Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters, The Warwick Economics Research Paper Series (TWERPS) (2006) View citations (6) (2006)

2007

13. Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
    Economics Letters, 2007, 97, (2), 179-184 View citations (4)
    See also Working Paper Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence, The Warwick Economics Research Paper Series (TWERPS) (2007) View citations (4) (2007)
14. The KPSS Test with Outliers
    Computational Economics, 2007, 29, (3), 423-423
    Also in Computational Economics, 2005, 26, (3), 59-67 (2005) View citations (5)
    See also Working Paper The KPSS Test with Outliers, The Warwick Economics Research Paper Series (TWERPS) (2003) View citations (1) (2003)

2006

15. Convex combinations of long memory estimates from different sampling rates
    Computational Statistics, 2006, 21, (3), 399-413
    See also Working Paper Convex combinations of long memory estimates from different sampling rates, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2003) View citations (2) (2003)

2005

16. 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 View citations (24)
    See also Working Paper 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 (2002) View citations (7) (2002)
17. Schooling effects on subsequent university performance: evidence for the UK university population
    Economics of Education Review, 2005, 24, (5), 549-562 View citations (31)
    See also Working Paper SCHOOLING EFFECTS ON SUBSEQUENT UNIVERSITY PERFORMANCE: EVIDENCE FOR THE UK UNIVERSITY POPULATION, The Warwick Economics Research Paper Series (TWERPS) (2002) View citations (4) (2002)
18. Testing for seasonal unit roots in heterogeneous panels
    Economics Letters, 2005, 86, (2), 229-235 View citations (10)
    See also Working Paper Testing for Seasonal Unit Roots in Heterogeneous Panels, The Warwick Economics Research Paper Series (TWERPS) (2004) View citations (1) (2004)
19. The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data
    Econometric Reviews, 2005, 23, (4), 341-370 View citations (1)
    See also Working Paper Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data, The Warwick Economics Research Paper Series (TWERPS) (2004) View citations (4) (2004)

2004

20. 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 View citations (35)
21. Assessing Aggregate Labour Productivity Trends in Canada and the United States: Total Economy versus Business Sector Perspectives
    International Productivity Monitor, 2004, 8, 47-58 View citations (6)
22. Decompositions of Pearson's chi-squared test
    Journal of Econometrics, 2004, 123, (1), 189-193 View citations (1)
23. 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 View citations (11)
24. 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 View citations (20)
25. Higher education outcomes, graduate employment and university performance indicators
    Journal of the Royal Statistical Society Series A, 2004, 167, (3), 475-496 View citations (26)
    See also Working Paper Higher Education Outcomes, Graduate Employment and University Performance Indicators, The Warwick Economics Research Paper Series (TWERPS) (2003) View citations (3) (2003)

2003

26. On SETAR non-linearity and forecasting
    Journal of Forecasting, 2003, 22, (5), 359-375 View citations (31)
    See also Working Paper On SETAR non- linearity and forecasting, Econometric Institute Research Papers (1999) View citations (18) (1999)

2002

27. Bias in the memory parameter for different sampling rates
    International Journal of Forecasting, 2002, 18, (2), 299-313 View citations (18)
28. Evaluating multivariate forecast densities: a comparison of two approaches
    International Journal of Forecasting, 2002, 18, (3), 397-407 View citations (41)
29. Why Is There a Graduate Earnings Premium for Students from Independent Schools?
    Bulletin of Economic Research, 2002, 54, (4), 315-39 View citations (20)

2001

30. 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 View citations (50)
31. 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 View citations (76)
32. Evaluating forecasts from SETAR models of exchange rates
    Journal of International Money and Finance, 2001, 20, (1), 133-148 View citations (48)

2000

33. Graduate Employability: Policy and Performance in Higher Education in the UK
    Economic Journal, 2000, 110, (464), F382-411 View citations (47)
34. Testing for cointegration: power versus frequency of observation -- further Monte Carlo results
    Economics Letters, 2000, 67, (1), 5-9 View citations (43)

1999

35. A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models
    Journal of Applied Econometrics, 1999, 14, (2), 123-41 View citations (92)
    See also Working Paper A Monte Carlo study of the forecasting performance of empirical SETAR models, Economic Research Papers (1997) View citations (5) (1997)

1997

36. Comparing the bias and misspecification in ARFIMA models
    Journal of Time Series Analysis, 1997, 18, (5), 507-527 View citations (18)
    See also Working Paper Comparing the Bias and Misspecification in ARFIMA Models, Economic Research Papers (1995) (1995)
37. Reviews
    Europe-Asia Studies, 1997, 49, (8), 1531-1568 View citations (2)
38. Structural breaks and seasonal integration
    Economics Letters, 1997, 56, (1), 13-19 View citations (18)
    See also Working Paper Structural Breaks and Seasonal Integration, Economic Research Papers (1995) View citations (1) (1995)
39. The performance of alternative forecasting methods for SETAR models
    International Journal of Forecasting, 1997, 13, (4), 463-475 View citations (76)
    See also Working Paper Performance of Alternative Forecasting Methods for Setar Models, The Warwick Economics Research Paper Series (TWERPS) (1996) View citations (4) (1996)

1996

40. A comparison of alternative covariance matrices for models with over-lapping observations
    Journal of International Money and Finance, 1996, 15, (5), 813-823 View citations (4)

1995

41. Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing
    Journal of Applied Econometrics, 1995, 10, (2), 165-85 View citations (64)
    See also Working Paper Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing, Working Papers (1990) View citations (6) (1990)
42. GAUSS 3.2 and COUNT 2.0
    Journal of Economic Surveys, 1995, 9, (1), 89-101
43. 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

1994

44. A note on the unbiasedness test of rationality using survey data
    Journal of Macroeconomics, 1994, 16, (2), 369-374 View citations (1)
45. An Analysis of UK Imports Using Multivariate Cointegration
    Oxford Bulletin of Economics and Statistics, 1994, 56, (2), 135-50 View citations (4)
46. Excess Returns in a Small Open Economy
    The Economic Record, 1994, 70, (211), 381-396 View citations (4)
47. Forecasting costs incurred from unit differencing fractionally integrated processes
    International Journal of Forecasting, 1994, 10, (4), 507-514 View citations (15)
48. Macroeconomic Fluctuations in the Australian Economy
    The Economic Record, 1994, 70, (209), 133-148 View citations (5)
    See also Working Paper Macroeconomic Fluctuations in the Autralian Economy, Working Papers (1991) (1991)

1993

49. 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 (3)

1992

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

1989

51. The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption
    Journal of Business & Economic Statistics, 1989, 7, (1), 117-27 View citations (44)

Chapters

2004

1. Determinants of Educational Success in Higher Education
   Chapter 11 in International Handbook on the Economics of Education, 2004 View citations (1)
2. Graduates and Graduate Labour Markets in the UK and Italy
   Palgrave Macmillan
   See also Working Paper Graduates and graduate labour markets in the UK and Italy, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia (2001) View citations (22) (2001)

Software Items

2018

1. KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values
   Statistical Software Components, Boston College Department of Economics
2. KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values
   Statistical Software Components, Boston College Department of Economics