Jennifer L. Castle

Economics and Econometrics · 2009–2020

A researcher in the Science corpus: 5 papers; trusts 8 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 228 citations into it; #5,654 of 23,481 by trust here, #11,468 by citations
• Management Science and Operations Research — 191 citations into it; #2,742 of 11,946 by trust here, #4,921 by citations
• Finance — 115 citations into it; #9,622 of 10,518 by trust here, #9,027 by citations
• Statistics and Probability — 100 citations into it; #9,238 of 12,932 by trust here, #9,714 by citations
• Signal Processing — 37 citations into it
• Applied Mathematics — 10 citations into it
• Optimization & Training — 9 citations into it
• Economics & Operations Research — 6 citations into it

Whom Jennifer L. Castle trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Halbert White
2. Søren Johansen
3. David F. Hendry
4. Robert F. Engle
5. Robert Tibshirani
6. Carlos Santos
7. R. Oaxaca
8. Bent Nielsen
9. William A. Brock
10. Bradley Efron

Who trusts Jennifer L. Castle overall

1. Liangjun Su
2. F. Pretis
3. Shujie Ma
4. Yue‐Jun Zhang
5. Donatella Baiardi
6. A. K. Anundsen
7. David F. Hendry
8. Fotios Petropoulos
9. Xia Wang
10. Claudio Morana

Papers from Jennifer L. Castle's perspective

Ordered by how strongly the researchers Jennifer L. Castle trusts endorse each paper. Same corpus, a different order for every researcher.

1. Regression Shrinkage and Selection via the Lasso
2. Generalized autoregressive conditional heteroskedasticity
3. Estimating the Dimension of a Model
4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
5. The Elements of Statistical Learning
6. Bagging Predictors
7. Asymptotic Inference about Predictive Ability
8. The Jackknife and the Bootstrap for General Stationary Observations
9. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
10. © Institute of Mathematical Statistics, 2004 LEAST ANGLE REGRESSION

Their papers

• The Methodology and Practice of Econometrics (2009) — 190 citations
• Model selection when there are multiple breaks (2012) — 165 citations
• Detecting Location Shifts during Model Selection by Step-Indicator Saturation (2015) — 153 citations
• Forecasting: theory and practice (2020) — 551 citations
• A low-dimension portmanteau test for non-linearity (2010) — 61 citations