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 0 0 349
A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s 0 0 1 48 1 1 2 325
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries 0 0 0 38 0 0 0 281
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 0 0 0 0 0 4
An omnibus test for univariate and multivariate normalit 0 0 1 390 4 8 21 1,873
Beyer-Doornik-Hendry 0 0 6 364 0 1 17 1,386
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 0 533 0 0 0 1,754
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 1 4 12 902
Constructing Historical Euro-Zone Data 0 0 0 2 0 1 2 792
Daily DJIA 0 0 4 510 0 2 15 2,820
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 0 0 2 639
Evaluating Automatic Model Selection 1 2 3 72 2 7 22 201
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 382 0 0 3 606
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 2 8 200
Iris 0 1 5 720 1 2 15 2,270
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 100 1 1 2 250
Model Selection in Equations with Many 'Small' Effects 0 0 0 23 0 0 1 94
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 0 1 174
Model Selection when there are Multiple Breaks 0 0 0 32 0 0 0 101
Modelling Non-stationary 'Big Data' 0 1 9 134 1 4 27 200
Multimodality and the GARCH Likelihood 0 0 0 297 0 0 2 867
Multimodality and the GARCH Likelihood 0 0 0 0 0 0 1 886
Multimodality in the GARCH Regression Model 0 1 1 222 2 11 25 721
Outlier Detection in GARCH Models 1 1 5 334 1 1 12 948
Outlier Detection in GARCH Models 0 0 1 119 0 0 6 384
Parallel Computation in Econometrics: A Simplified Approach 0 0 3 200 0 0 6 493
Robust Discovery of Regression Models 0 0 0 64 1 1 1 70
Selecting a Model for Forecasting 0 0 0 94 0 0 13 157
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 43 0 0 3 78
Some forecasting principles from the M4 competition 0 0 2 47 4 7 16 92
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 0 3 0 1 2 8
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 2 20 0 0 8 101
Statistical Model Selection with 'Big Data' 0 3 7 256 0 4 13 413
Step-indicator Saturation 2 4 12 125 6 11 53 423
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 0 0 89
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 0 2 156
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 2 319
Total Working Papers 4 13 63 5,834 25 69 315 21,426

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 5 96 1 2 9 229
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS 1 2 3 21 1 2 5 80
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 0 6
An Omnibus Test for Univariate and Multivariate Normality* 1 3 5 234 1 5 20 886
Card forecasts for M4 0 0 0 3 0 0 1 35
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 1 1 69 0 1 2 201
Constructing Historical Euro-Zone Data 0 0 0 254 0 1 2 824
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 1 2 35 3 17 39 245
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 0 0 0 520
Econometric software development: past, present and future 0 0 1 59 0 0 1 155
Encompassing and Automatic Model Selection* 0 0 1 67 1 1 2 134
Evaluating Automatic Model Selection 0 1 2 165 1 7 21 516
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 1 1 0 0 1 5
Forecasting Principles from Experience with Forecasting Competitions 0 0 1 3 0 2 7 32
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 1 1 31
Identifying, estimating and testing restricted cointegrated systems: An overview 0 1 1 46 0 1 1 152
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 1 1 182 1 2 2 449
Inference in Cointegrating Models: UK M1 Revisited 0 1 1 11 0 1 2 51
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions 0 0 0 1 0 0 0 22
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 0 2 59
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 1 4 78
Model selection when there are multiple breaks 0 0 2 41 0 1 5 167
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 1 1 0 0 2 15
Modelling Linear Dynamic Econometric Systems 0 0 0 0 1 5 17 822
Modelling non-stationary ‘Big Data’ 0 1 1 3 0 1 5 21
Multimodality in GARCH regression models 0 0 0 27 1 5 17 113
Numerically stable cointegration analysis 0 0 0 21 0 0 2 59
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 0 0 10 0 0 1 36
Reconstructing Aggregate Euro‐zone Data 0 0 1 16 0 0 1 65
Selecting a Model for Forecasting 0 1 6 16 1 2 11 39
Short-term forecasting of the coronavirus pandemic 0 0 2 4 0 0 2 8
Statistical algorithms for models in state space using SsfPack 2.2 0 0 0 1 0 0 3 1,274
Statistical model selection with “Big Data” 1 2 4 6 2 3 7 29
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 0 8 1 1 3 18
The Implications for Econometric Modelling of Forecast Failure 0 0 2 3 0 2 5 11
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 0 0 0 227
Wage Formation and Bargaining Power during the Great Depression* 0 0 0 21 0 0 0 71
Total Journal Articles 4 17 44 1,623 16 64 203 7,691

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Statistics updated 2023-06-05