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 0 0 0 69 0 2 3 355
A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s 0 0 0 48 0 0 1 328
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries 0 0 0 38 0 1 1 283
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 1 1 0 0 1 6
An omnibus test for univariate and multivariate normalit 0 1 5 398 2 4 10 1,897
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 0 1 22 0 0 1 72
Beyer-Doornik-Hendry 0 0 1 368 1 1 8 1,408
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 0 533 1 4 7 1,764
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 0 0 0 904
Constructing Historical Euro-Zone Data 0 0 0 2 0 2 3 800
Daily DJIA 1 1 1 511 1 3 7 2,838
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 0 0 2 641
Evaluating Automatic Model Selection 1 1 1 76 2 3 10 228
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 0 1 2 612
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 2 5 205
Iris 0 0 0 722 1 3 7 2,292
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 0 0 4 256
Model Selection in Equations with Many 'Small' Effects 0 0 1 25 1 1 2 97
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 1 3 8 186
Model Selection when there are Multiple Breaks 0 0 0 33 0 1 4 111
Modelling Non-stationary 'Big Data' 0 1 1 141 0 1 6 217
Multimodality and the GARCH Likelihood 0 0 0 0 0 0 0 886
Multimodality and the GARCH Likelihood 0 0 0 297 0 0 3 872
Multimodality in the GARCH Regression Model 0 0 0 223 0 2 2 734
Outlier Detection in GARCH Models 0 0 1 337 1 2 5 961
Outlier Detection in GARCH Models 0 0 0 120 0 2 4 397
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 1 1 2 500
Robust Discovery of Regression Models 0 0 2 68 0 0 4 78
Selecting a Model for Forecasting 0 0 0 94 1 2 10 179
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 47 1 1 4 86
Some forecasting principles from the M4 competition 0 0 2 52 0 1 6 111
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 0 22 1 1 1 111
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 0 4 0 0 3 13
Statistical Model Selection with 'Big Data' 0 0 1 260 1 3 5 425
Step-indicator Saturation 1 1 4 140 1 8 33 501
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 0 4 161
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 0 0 92
Wage Behaviour During the Interwar Years: Are there any Puzzles left? Evidence from a Panel of Norwegian Manufacturing Industries 0 0 0 0 0 0 1 320
Total Working Papers 3 5 23 5,929 17 55 179 21,927

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov-switching model with component structure for US GNP 1 2 4 106 1 3 9 245
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS 0 2 5 27 0 3 7 89
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 0 2 0 0 0 6
An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 0 0 0 0 0 1 7
An Omnibus Test for Univariate and Multivariate Normality* 0 3 10 264 2 9 39 983
Card forecasts for M4 0 0 1 5 0 0 1 44
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 0 72 0 0 2 207
Constructing Historical Euro-Zone Data 0 0 0 254 0 1 2 836
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 2 40 0 1 7 274
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 0 0 1 521
Econometric software development: past, present and future 0 0 0 60 0 0 1 157
Encompassing and Automatic Model Selection* 0 0 0 68 0 2 2 139
Evaluating Automatic Model Selection 0 0 2 171 0 3 8 542
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 0 0 2 8
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 0 0 2 36
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 0 1 7 9
Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models 0 0 0 5 0 2 3 34
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 2 50 0 1 4 160
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 0 0 2 5
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 1 3 4 456
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 12 0 0 5 56
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions 0 0 0 1 0 1 2 24
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 2 7 69
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 0 0 1 79
Model selection when there are multiple breaks 0 0 1 45 1 1 5 181
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 1 2 0 0 3 19
Modelling Linear Dynamic Econometric Systems 0 0 0 0 0 0 4 838
Modelling non-stationary ‘Big Data’ 0 0 0 7 1 1 2 29
Multimodality in GARCH regression models 0 0 0 27 0 1 2 117
Numerically stable cointegration analysis 0 0 0 22 0 2 2 63
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 0 0 10 0 0 0 37
Reconstructing Aggregate Euro‐zone Data 0 0 0 16 0 0 1 66
Robust Discovery of Regression Models 0 0 1 4 0 1 3 10
Selecting a Model for Forecasting 0 0 1 19 0 1 6 53
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 0 2 11
Statistical algorithms for models in state space using SsfPack 2.2 0 0 0 1 0 1 6 1,288
Statistical model selection with “Big Data” 0 0 0 6 0 2 4 35
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 1 9 1 2 3 22
The Implications for Econometric Modelling of Forecast Failure 0 0 0 5 0 0 0 14
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 0 0 0 228
Wage Formation and Bargaining Power during the Great Depression* 0 0 0 21 0 0 0 72
Total Journal Articles 1 7 33 1,716 7 44 162 8,069

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Statistics updated 2025-10-06