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Number of items: 88.
Journal Article
Boero, Gianna, Nathwani, Tej, Naylor, Robin and Smith, Jeremy (2024) The college wage premium in the UK : decline and fall? Oxford Economic Papers . doi:10.1093/oep/gpae014 ISSN 0030-7653. (In Press)
Otero, JesΓΊs and Smith, Jeremy (2017) Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models. The Stata Journal, 17 (3). pp. 704-722. doi:10.1177/1536867X1701700310 ISSN 1536-867X.
Naylor, Robin, Smith, Jeremy and Telhaj, Shqiponja (2016) Graduate returns, degree class premia and higher education expansion in the UK. Oxford Economic Papers, 68 (2). pp. 525-545. doi:10.1093/oep/gpv070 ISSN 0030-7653.
Boero, Gianna , Smith, Jeremy and Wallis, Kenneth Frank (2015) The measurement and characteristics of professional forecasters' uncertainty. Journal of Applied Econometrics, 30 (7). pp. 1029-1046. doi:10.1002/jae.2400 ISSN 0883-7252.
Otero, Jesus and Smith, Jeremy (2013) Response surface estimates of the cross-sectionally augmented IPS tests for panel unit roots. Computational Economics, Volume 41 (Number 1). pp. 1-9. doi:10.1007/s10614-011-9309-4 ISSN 0927-7099.
Otero, JesΓΊs and Smith, Jeremy (2012) Response surface models for the Leybourne unit root tests and lag order dependence. Computational Statistics, Vol.27 (No.3). pp. 473-486. doi:10.1007/s00180-011-0268-y ISSN 0943-4062.
Arulampalam, Wiji, Naylor, Robin and Smith, Jeremy (2012) Am I missing something? The effects of absence from class on student performance. Economics of Educations Review, Vol.31 (No.4). pp. 363-375. doi:10.1016/j.econedurev.2011.12.002 ISSN 0272-7757.
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2011) Scoring rules and survey density forecasts. International Journal of Forecasting, Volume 27 (Number 2). pp. 379-393. doi:10.1016/j.ijforecast.2010.04.003 ISSN 0169-2070.
Smith, Jeremy and Wallis, Kenneth Frank (2009) A simple explanation of the forecast combination puzzle. Oxford Bulletin of Economics and Statistics, Vol.71 (No.3). pp. 331-355. doi:10.1111/j.1468-0084.2008.00541.x ISSN 0305-9049.
Giulietti, Monica, Otero, Jesus and Smith, Jeremy (2009) Testing for stationarity in heterogeneous panel data in the presence of cross-section dependence. Journal of Statistical Computation and Simulation, Vol.79 (No.2). pp. 195-203. doi:10.1080/00949650701719136 ISSN 0094-9655.
Giulietti, Monica, Otero, Jesus and Smith, Jeremy (2008) Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence. Economics Letters, Vol.101 (No.3). pp. 188-192. doi:10.1016/j.econlet.2008.08.001 ISSN 0165-1765.
Boero, Gianna , Smith, Jeremy and Wallis, Kenneth Frank (2008) Uncertainty and disagreement in economic prediction : The Bank of England Survey of External Forecasters. Economic Journal, Volume 118 (Number 530). pp. 1107-1127. doi:10.1111/j.1468-0297.2008.02162.x ISSN 0013-0133.
Boero, Gianna , Smith, Jeremy and Wallis, Kenneth Frank (2008) Evaluating a three-dimensional panel of point forecasts : the Bank of England survey of external forecasters. International Journal of Forecasting, Vol.24 (No.3). pp. 354-367. doi:10.1016/j.ijforecast.2008.04.003 ISSN 0169-2070.
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2008) Here is the news : forecast revisions in the Bank of England survey of external forecasters. National Institute Economic Review, Vol.203 (No.1). pp. 68-77. doi:10.1177/0027950108089679 ISSN 0027-9501.
Otero, Jesus, Smith, Jeremy and Giulietti, Monica (2007) Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence. Economics Letters, Vol.97 (No.2). pp. 179-184. doi:10.1016/j.econlet.2007.03.002 ISSN 0165-1765.
Arulampalam, Wiji, Naylor, Robin and Smith, Jeremy (2007) Dropping out of medical school in the UK : explaining changes over 10 years. Medical Education, Vol.41 (No.4). pp. 385-394. doi:10.1111/j.1365-2929.2007.02710.x ISSN 0308-0110.
Otero, JesΓΊs and Smith, Jeremy (2007) The KPSS Test with outliers. Computational Economics, Volume 26 (Number 3-4). pp. 59-67. doi:10.1007/s10614-005-9008-0 ISSN 0927-7099.
Souza, Leonardo R., Smith, Jeremy and Souza, Reinaldo C. (2006) Convex combinations of long memory estimates from different sampling rates. Computational Statistics, Volume 21 (Number 3-4). pp. 399-413. doi:10.1007/s00180-006-0002-3 ISSN 0943-4062.
Arulampalam, Wiji, Naylor, Robin and Smith, Jeremy (2005) 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, Volume 24 (Number 3). pp. 251-262. doi:10.1016/j.econedurev.2004.05.007 ISSN 0272-7757.
Otero, Jesus, Smith, Jeremy and Giulietti, Monica (2005) Testing for seasonal unit roots in heterogeneous panels. Economics Letters, Volume 86 (Number 2). pp. 229-235. doi:10.1016/j.econlet.2004.06.018 ISSN 0165-1765.
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2005) The sensitivity of Chi-Squared Goodness-of-Fit Tests to the partitioning of data. Econometric Reviews, Volume 3 (Number 4). pp. 341-370. doi:10.1081/ETC-200040782 ISSN 0747-4938.
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2004) Decompositions of Pearson's chi-squared test. Journal of Econometrics, Volume 123 (Number 1). pp. 189-193. doi:10.1016/j.jeconom.2003.10.032 ISSN 0304-4076.
Naylor, Robin and Smith, Jeremy (2004) Degree performance of economics students in UK universities : absolute and relative performance in prior qualifications. Scottish Journal of Political Economy, Volume 51 (Number 2). pp. 250-265. doi:10.1111/j.0036-9292.2004.00305.x ISSN 0036-9292.
Souza, L. R. and Smith, Jeremy (2004) Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes : a Monte Carlo study. International Journal of Forecasting, Volume 20 (Number 3). pp. 487-502. doi:10.1016/S0169-2070(03)00066-9 ISSN 0169-2070.
Arulampalam, Wiji, Naylor, Robin and Smith, Jeremy (2004) Factors affecting the probability of first year medical student dropout in the UK : a logistic analysis for the intake cohorts of 1980-92. Medical Education, Volume 38 (Number 5). pp. 492-503. doi:10.1046/j.1365-2929.2004.01815.x ISSN 0308-0110.
Bratti, M., McKnight, Abigail, Naylor, Robin and Smith, Jeremy (2004) Higher education outcomes, graduate employment and university performance indicators. Journal Of The Royal Statistical Society Series A-Statistics In Society, Volume 167 (Part 3). pp. 475-496. doi:10.1111/j.1467-985X.2004.0apm1.x ISSN 0964-1998.
Arulampalam, Wiji, Naylor, Robin and Smith, Jeremy (2004) A hazard model of the probability of medical school drop-out in the UK. Journal Of The Royal Statistical Society Series A-Statistics In Society, Volume 167 (Part 1). pp. 157-178. ISSN 0964-1998.
Clements, Michael P., Hans Franses, Philip, Smith, Jeremy and van Dijk, Dick (2003) On SETAR non-linearity and forecasting. Journal of Forecasting, Volume 22 (Number 5). pp. 359-375. doi:10.1002/for.863 ISSN 0277-6693.
Noceti, Pablo, Smith, Jeremy and Hodges, Stewart (2003) An evaluation of tests of distributional forecasts. Journal of Forecasting, Volume 22 (Number 6-7). pp. 447-455. doi:10.1002/for.876 ISSN 0277-6693.
Souza, L. R. and Smith, Jeremy (2002) Bias in the memory parameter for different sampling rates. International Journal of Forecasting, Volume 18 (Number 2). pp. 299-313. doi:10.1016/S0169-2070(01)00160-1 ISSN 0169-2070.
Clements, Michael P. and Smith, Jeremy (2002) Evaluating multivariate forecast densities : a comparison of two approaches. International Journal of Forecasting, Volume 18 (Number 3). pp. 397-407. doi:10.1016/S0169-2070(01)00126-1 ISSN 0169-2070.
Naylor, Robin, Smith, Jeremy and McKnight, Abigail (2002) Why is there a graduate earnings premium for students from Independent Schools? Bulletin of Economic Research, Volume 54 (Number 4). pp. 315-339. doi:10.1111/1467-8586.00155 ISSN 0307-3378.
Smith, Jeremy and Naylor, Robin (2001) Determinants of degree performance in UK universities : a statistical analysis of the 1993 student cohort. Oxford Bulletin of Economics and Statistics, Volume 63 (Number 1). pp. 29-60. doi:10.1111/1468-0084.00208 ISSN 0305-9049.
Clements, Michael P. and Smith, Jeremy (2001) Dropping out of university : a statistical analysis of the probability of withdrawal for UK university students. Journal Of The Royal Statistical Society Series A-Statistics In Society, Volume 164 (Part 2). pp. 389-405. doi:10.1111/1467-985X.00209 ISSN 0964-1998.
Clements, Michael P. and Smith, Jeremy (2001) Evaluating forecasts from SETAR models of exchange rates. Journal of International Money and Finance, Volume 20 (Number 1). pp. 133-148. doi:10.1016/S0261-5606(00)00039-5 ISSN 02615606.
Clements, Michael P. and Smith, Jeremy (2000) Evaluating the forecast densities of linear and non-linear models : Applications to output growth and unemployment. Journal of Forecasting, Volume 19 (Number 4). pp. 255-276. doi:10.1002/1099-131X(200007)19:4<255::AID-FOR773>3.0.CO;2-G ISSN 0277-6693.
Smith, Jeremy, McKnight, Abigail and Naylor, Robin (2000) Graduate employability : policy and performance in higher education in the UK. Economic Journal, Volume 110 (Number 464). F382-F411. doi:v10.1111/1468-0297.00546 ISSN 0013-0133.
Smith, Jeremy and Otero, J. (2000) Testing for cointegration : power versus frequency of observation - further Monte Carlo results. Economics Letters, Volume 67 (Number 1). pp. 5-9. doi:10.1016/S0165-1765(99)00245-1 ISSN 0165-1765.
Clements, Michael P. and Smith, Jeremy (1999) A Monte Carlo study of the forecasting performance of empirical SETAR models. Journal of Applied Econometrics, Volume 14 (Number 2). pp. 123-141. doi:10.1002/(SICI)1099-1255(199903/04)14:2<123::AID-JAE493>3.0.CO;2-K ISSN 0883-7252.
McLean, I. and Smith, Jeremy (1997) The 1381 Peasants' Revolt : lessons for 1990's? The Journal of European Economic History , Volume 26 (Number 1). pp. 137-143. ISSN 0391-5115 .
Smith, Jeremy, Taylor, Nick and Yadav, Sanjay (1997) Comparing the bias and misspecification in ARFIMA models. Journal of Time Series Analysis, Volume 18 (Number 5). pp. 507-527. doi:10.1111/1467-9892.00065 ISSN 0143-9782.
Smith, Jeremy and Otero, J. (1997) Structural breaks and seasonal integration. Economics Letters, Volume 56 (Number 1). pp. 13-19. doi:10.1016/S0165-1765(97)00156-0 ISSN 0165-1765.
Clements, Michael P. and Smith, Jeremy (1997) The performance of alternative forecasting methods for SETAR models. International Journal of Forecasting, Volume 13 (Number 4). pp. 463-475. doi:10.1016/S0169-2070(97)00017-4 ISSN 0169-2070.
Smith, Jeremy and Yadav, S. (1996) A comparison of alternative covariance matrices for models with over-lapping observations. Journal of International Money and Finance, Volume 15 (Number 5). pp. 813-823. doi:10.1016/0261-5606(96)00027-7 ISSN 0261-5606.
Smith, Jeremy and Smith, Peter N. (1995) GAUSS 3.2 and COINT 2.0. Journal of Economic Surveys, Volume 9 (Number 1). pp. 89-101. doi:10.1111/j.1467-6419.1995.tb00111.x ISSN 0950-0804.
Gruen, David W. R and Smith, Jeremy (1994) Excess returns in a small open economy. Economic Record, Volume 70 (Number 211). pp. 381-396. doi:10.1111/j.1475-4932.1994.tb01857.x ISSN 0013-0249.
Smith, Jeremy and Yadav, S. (1994) Forecasting costs incurred from unit differencing fractionally integrated processes. International Journal of Forecasting, Volume 10 (Number 4). pp. 507-514. doi:10.1016/0169-2070(94)90019-1 ISSN 0169-2070.
Smith, Jeremy and Murphy, C. W. (1994) Macroeconomic fluctuations in the Australian economy. Economic Record, Volume 70 (Number 209). pp. 133-148. doi:10.1111/j.1475-4932.1994.tb01833.x ISSN 0013-0249.
Smith, Jeremy and McAleer, M. (1994) NeweyβWest covariance matrix estimates for models with generated regressors. Applied Economics, Volume 26 (Number 6). pp. 635-640. doi:10.1080/00036849400000034 ISSN 0003-6846.
Sedgley, Nigel and Smith, Jeremy (1994) An analysis of UK imports using multivariate cointegration. Oxford Bulletin of Economics and Statistics, Volume 56 (Number 2). pp. 135-150. doi:10.1111/j.1468-0084.1994.mp56002002.x ISSN 0305-9049.
McAleer, M. and Smith, Jeremy (1994) A note on the unbiasedness test of rationality using survey data. Journal of Macroeconomics, Volume 16 (Number 2). pp. 369-374. doi:10.1016/0164-0704(94)90078-7 ISSN 0164-0704.
Smith, Jeremy and Hagan, J. (1993) Multivariate cointegration and error correction models : an application to manufacturing activity in Australia. Scottish Journal of Political Economy, Volume 40 (Number 2). pp. 184-198. doi:10.1111/j.1467-9485.1993.tb00649.x ISSN 0036-9292.
Smith, Jeremy and McAleer, M. (1993) On the robustness of Barro's new classical unemployment model. Applied Economics, Volume 25 (Number 3). pp. 349-360. doi:10.1080/00036849300000042 ISSN 0003-6846.
McAleer, Michael and Smith, Jeremy (1992) Bootstrap estimates of a new classical model of unemployment. Mathematics and Computers in Simulation, Volume 33 (Number 5-6). pp. 545-550. doi:10.1016/0378-4754(92)90150-F ISSN 0378-4754.
Osborn, Denise R. and Smith, Jeremy (1989) The performance of periodic autoregressive models in forecasting seasonal U.K. consumption. Journal of Business & Economic Statistics , Volume 7 (Number 1). pp. 117-127. doi:10.1080/07350015.1989.10509719 ISSN 0735-0015.
Birchenhall, C. R., Bladen-Hovell, R. C., Chui, A. P. L., Osborn, Denise R. and Smith, Jeremy (1989) A seasonal model of consumption. The Economic Journal, Volume 99 (Number 397). pp. 837-843. doi:10.2307/2233774 ISSN 00130133.
Osborn, Denise R., Chui, A. P. L., Smith, Jeremy and Birchenhall, C. R. (1988) Seasonality and the order of integration for consumption. Oxford Bulletin of Economics and Statistics, Volume 50 (Number 4). pp. 361-377. doi:10.1111/j.1468-0084.1988.mp50004002.x ISSN 0305-9049.
Book Item
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2010) Modeling UK inflation uncertainty, 1958-2006. In: Bollerslev, Tim and Russell, Jeffrey and Watson, M. B. (Mark Brownlee), (eds.) Volatility and time series econometrics : essays in honor of Robert Engle. Advanced Texts in Econometrics . Oxford: Oxford University Press, pp. 62-78. ISBN 9780199549498
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2010) Modelling UK inflation uncertainty, 1958-2006. In: Bollerslev, Tim and Russell, Jeffrey and Watson, Mark, (eds.) Volatility and time series econometrics : essays in honor of Robert Engle. Advanced Texts in Econometrics . Oxford: Oxford University Press, pp. 62-78. ISBN 9780199549498
Smith, Jeremy and McLean, Iain (1994) The Poll Tax and the electoral register. In: Heath, Anthony and Jowell, Roger and Curtice, John and Taylor, Bridget, (eds.) Labour's Last Chance? In 1992 Election and Beyond. Aldershot : Dartmouth Publishing Co Ltd, pp. 229-254. ISBN 9781855214590
Conference Item
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2012) The measurement and characteristics of professional forecasters' uncertainty. In: 7th ECB Workshop on Forecasting Techniques - New directions for forecasting, Frankfurt, Germany, 4-5 May 2012 (Unpublished)
Smith, Jeremy and McAleer, M. (1992) Alternative procedures for converting qualitative response data to quantitative expectations : an application to Australian manufacturing. In: Australasian Meeting of the Econometric-Society , Melbourne, Australia, Jul 1992. Published in: Journal of Applied Econometrics, Volume 10 (Number 2). pp. 165-185. ISSN 0883-7252.
Working or Discussion Paper
Boero, Gianna , Nathwani, Tej, Naylor, Robin and Smith, Jeremy (2021) Graduate earnings premia in the UK : decline and fall? Working Paper. Coventry: University of Warwick. Department of Economics. Warwick economics research papers series (WERPS) (1387). (Unpublished)
Crawford, Gregory S., Deer, Lachlan, Smith, Jeremy and Sturgeon, Paul (2017) The regulation of public service broadcasters : should there be more advertising on television? Working Paper. Coventry: University of Warwick. Department of Economics. Warwick economics research papers series (WERPS) (1140). (In Press)
Ireland, Norman J., Naylor, Robin, Smith, Jeremy and Telhaj, Shqiponje (2009) Educational returns, ability composition and cohort effects: theory and evidence for cohorts of early-career UK graduates. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.906).
Naylor, Robin and Smith, Jeremy (2009) Ability bias, skewness and the college wage premium. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.907).
Otero, Jesus, Smith, Jeremy and Giulietti, Monica (2008) Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.865).
Arulampalam, Wiji, Naylor, Robin and Smith, Jeremy (2008) Doctor who? : who gets admission offers in UK medical schools. Working Paper. Coventry: Department of Economics, University of Warwick. (Unpublished)
Arulampalam, Wiji, Naylor, Robin and Smith, Jeremy (2007) Am I missing something? The effects of absence from class on student performance. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.820).
Naylor, Robin, Smith, Jeremy and McKnight, Abigail (2007) Sheer Class? Returns to educational performance: evidence from UK graduatesβ first destination labour market outcomes. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.786).
Otero, Jesus, Smith, Jeremy and Giulietti, Monica (2007) Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.784).
Bratti, Massimiliano, Naylor, Robin and Smith, Jeremy (2006) Different returns to different degrees? Evidence from the British Cohort Study 1970. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.783).
Giulietti, Monica, Otero, Jesus and Smith, Jeremy (2006) Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.771).
Boero, Gianna , Smith, Jeremy and Wallis, Kenneth Frank (2006) Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.811).
Giulietti, Monica, Otero, Jesus and Smith, Jeremy (2006) Testing for stationarity in heterogeneous panel data in the presence of cross section dependence. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.758).
Otero, Jesus, Smith, Jeremy and Giulietti, Monica (2004) Testing for seasonal unit roots in heterogeneous panels. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.695).
Smith, Jeremy (2004) The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data. Working Paper. [Coventry]: University of Warwick, Department of Economics. Warwick economic research papers (No.694).
Otero, Jesus and Smith, Jeremy (2003) The KPSS test with outliers. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.690).
Bratti, Massimiliano, McKnight, Abigail, Naylor, Robin and Smith, Jeremy (2003) Higher education outcomes, graduate employment and university performance indicators. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.692).
Naylor, Robin, Smith, Jeremy and McKnight, Abigail (2002) Sheer class? The impact of degree performance on graduate labour market outcomes. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.659).
Naylor, Robin and Smith, Jeremy (2002) Schooling effects on subsequent university performance : evidence for the UK university population. Working Paper. Coventry: University of Warwick. Dept. of Economics. Warwick economic research papers (No.657).
Arulampalam, Wiji, Naylor, Robin and Smith, Jeremy (2002) Effects of in-class variation and student rank on the probability of withdrawal : cross-section and time-series analysis for UK university students. Discussion Paper. Bonn: Forschungsinstitut zur Zukunft der Arbeit. Discussion paper (Forschungsinstitut zur Zukunft der Arbeit) (No.655).
Boero, Gianna , Smith, Jeremy and Wallis, Kenneth Frank (2002) The properties of some goodness-of-fit tests. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.653).
Arulampalam, Wiji, Naylor, Robin and Smith, Jeremy (2001) A hazard model of the probability of medical school dropout in the United Kingdom. Discussion Paper. Bonn: Forschungsinstitut zur Zukunft der Arbeit. Discussion paper (Forschungsinstitut zur Zukunft der Arbeit), Vol.333 .
Clements, Michael P. and Smith, Jeremy (1997) A Monte Carlo study of the forecasting performance of empirical SETAR models. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.464).
Clements, Michael P. and Smith, Jeremy (1997) Forecasting seasonal UK consumption components. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.487).
Clements, Michael P. and Smith, Jeremy (1996) The performance of alternative forecasting methods for SETAR models. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.467).
Report
Arulampalam, Wiji, Naylor, Robin and Smith, Jeremy (2001) Factors affecting the probability of first-year medical student dropout in the UK : a logistic analysis for the entry cohorts of 1980-1992. [Coventry]: University of Warwick. Dept. of Economics. (Warwick economic research papers).
This list was generated on Thu Apr 18 04:14:01 2024 BST.