Access Statistics for Jurgen A. Doornik

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s 1 3 4 36 2 7 20 242
A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s 1 3 9 60 3 6 27 280
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries 0 2 3 30 0 2 12 226
An omnibus test for univariate and multivariate normalit 4 11 27 252 7 28 140 1,217
Beyer-Doornik-Hendry 2 6 26 231 7 16 63 918
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 7 13 53 406 16 35 185 1,368
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 3 3 15 157 8 15 79 726
Constructing Historical Euro-Zone Data 0 0 0 2 3 10 52 536
Constructing Historical Euro-Zone Data 0 0 0 0 8 14 54 212
Daily DJIA 3 6 29 339 15 37 214 2,007
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 2 3 10 140 2 7 26 555
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 4 42 290 1 14 74 389
Inference and forecasting for fractional autoregressive integrated moving average models; with an application to US and UK inflation 2 4 5 5 3 7 9 9
Inference and forecasting for fractional autoregressive integrated moving average models; with an application to US and UK inflation 5 9 44 567 13 24 140 2,549
Iris 5 9 52 349 13 26 138 1,130
Multimodality and the GARCH Likelihood 0 0 0 0 4 13 61 648
Multimodality and the GARCH Likelihood 2 4 20 266 3 9 68 757
Multimodality in the GARCH Regression Model 3 7 27 173 8 35 97 500
Outlier Detection in GARCH Models 2 8 56 216 10 24 125 570
Outlier Detection in GARCH Models 1 6 20 55 3 11 59 176
Statistical algorithms for models in state space using ssfpack 2.2 4 28 85 438 9 41 131 1,463
Wage Behaviour During the Interwar Years: Are there any Puzzles left? Evidence from a Panel of Norwegian Manufacturing Industries 0 0 0 0 0 3 11 280
Total Working Papers 47 129 527 4,012 138 384 1,785 16,758

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Omnibus Test for Univariate and Multivariate Normality 4 10 39 39 7 31 123 123
Approximations to the Asymptotic Distributions of Cointegration Tests 2 3 8 60 3 5 18 149
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 1 3 8 21 1 4 14 61
Constructing Historical Euro-Zone Data 1 5 28 201 1 6 47 646
Distribution approximations for cointegration tests with stationary exogenous regressors 1 3 17 76 2 8 50 301
Econometric software development: past, present and future 0 3 13 38 1 7 31 89
Encompassing and Automatic Model Selection 0 3 11 11 2 6 21 21
Erratum [Approximations to the Asymptotic Distribution of Cointegration Tests] 0 1 5 29 0 1 6 86
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 4 14 1 6 29 61
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 1 4 20 105 2 9 39 229
Inference in Cointegrating Models: UK M1 Revisited 1 4 22 147 2 6 42 372
Modelling Linear Dynamic Econometric Systems 0 0 0 0 2 10 42 524
Multimodality in GARCH regression models 0 2 6 8 0 4 19 21
Numerically stable cointegration analysis 0 0 2 5 0 0 3 16
Reconstructing Aggregate Euro-zone Data 0 0 4 9 0 0 6 24
Statistical algorithms for models in state space using SsfPack 2.2 0 0 0 1 11 30 101 981
The Implications for Econometric Modelling of Forecast Failure 1 1 16 61 3 3 32 238
The Influence of Var Dimensions on Estimator Biases: Comment 0 2 3 30 0 3 8 176
Total Journal Articles 12 44 206 855 38 139 631 4,118

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Statistics updated 2009-11-04