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 1 49 0 0 8 336
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 21 376
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries 0 0 0 38 0 0 7 290
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 0 1 0 1 15 21
An omnibus test for univariate and multivariate normalit 0 0 0 398 0 1 28 1,925
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 0 1 23 0 0 11 83
Beyer-Doornik-Hendry 0 0 2 370 0 0 13 1,421
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 1 534 0 1 18 1,782
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 0 0 14 918
Constructing Historical Euro-Zone Data 0 0 0 2 0 1 8 808
Daily DJIA 0 0 0 511 1 10 40 2,878
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 0 0 12 653
Evaluating Automatic Model Selection 0 0 0 76 1 5 21 249
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 0 0 15 627
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 0 11 216
Iris 0 0 2 724 0 1 27 2,319
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 0 0 13 269
Model Selection in Equations with Many 'Small' Effects 0 0 0 25 0 0 7 104
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 0 9 195
Model Selection when there are Multiple Breaks 0 0 1 34 0 0 18 129
Modelling Non-stationary 'Big Data' 0 0 0 141 1 1 36 253
Multimodality and the GARCH Likelihood 0 0 0 0 1 1 10 896
Multimodality and the GARCH Likelihood 0 0 0 297 0 1 10 882
Multimodality in the GARCH Regression Model 0 0 0 223 0 0 8 742
Outlier Detection in GARCH Models 1 1 1 121 1 1 25 422
Outlier Detection in GARCH Models 0 0 3 340 0 0 26 987
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 0 2 8 508
Robust Discovery of Regression Models 0 0 0 68 0 1 18 96
Selecting a Model for Forecasting 0 0 0 94 0 1 25 204
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 48 0 0 7 93
Some forecasting principles from the M4 competition 0 0 0 52 1 2 21 132
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 1 23 1 1 37 148
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 1 1 5 1 3 17 30
Statistical Model Selection with 'Big Data' 0 1 2 262 0 3 15 440
Step-indicator Saturation 0 1 3 143 1 3 36 537
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 0 8 100
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 1 1 15 176
Wage Behaviour During the Interwar Years: Are there any Puzzles left? Evidence from a Panel of Norwegian Manufacturing Industries 0 0 0 0 1 1 8 328
Total Working Papers 1 4 20 5,949 11 44 646 22,573

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 0 0 4 110 1 1 24 269
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS 0 0 3 30 0 2 13 102
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 0 2 0 0 9 15
An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 0 0 0 0 0 7 14
An Omnibus Test for Univariate and Multivariate Normality* 2 2 6 270 3 7 47 1,030
Card forecasts for M4 0 0 1 6 0 3 10 54
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 2 74 2 2 27 234
Constructing Historical Euro-Zone Data 0 0 0 254 0 3 18 854
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 1 41 0 16 28 302
Distribution approximations for cointegration tests with stationary exogenous regressors 1 1 1 128 1 2 15 536
Econometric software development: past, present and future 0 0 1 61 1 4 39 196
Encompassing and Automatic Model Selection* 1 1 1 69 1 2 7 146
Evaluating Automatic Model Selection 0 1 1 172 0 3 19 561
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 0 1 10 18
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 0 1 14 50
Forecasting the UK top 1% income share in a shifting world 0 0 0 2 0 2 42 51
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 10 44
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 0 50 0 1 11 171
Improving models and forecasts after equilibrium-mean shifts 0 1 2 4 0 1 10 15
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 0 1 21 477
Inference in Cointegrating Models: UK M1 Revisited 0 0 0 12 0 1 10 66
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions 0 0 0 1 0 1 6 30
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 0 11 80
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 0 0 6 85
Model selection when there are multiple breaks 0 0 0 45 0 2 14 195
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 2 0 0 14 33
Modelling Linear Dynamic Econometric Systems 0 0 0 0 0 0 12 850
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 0 4 33
Multimodality in GARCH regression models 0 0 0 27 0 0 16 133
Numerically stable cointegration analysis 0 0 0 22 0 0 5 68
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 0 1 11 1 1 6 43
Reconstructing Aggregate Euro‐zone Data 0 0 0 16 0 2 13 79
Robust Discovery of Regression Models 0 0 1 5 0 0 10 20
Selecting a Model for Forecasting 0 1 2 21 0 1 37 90
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 0 4 15
Statistical algorithms for models in state space using SsfPack 2.2 0 0 0 1 1 5 30 1,318
Statistical model selection with “Big Data” 0 0 0 6 0 0 10 45
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 1 10 1 2 9 31
The Implications for Econometric Modelling of Forecast Failure 0 0 0 5 1 2 11 25
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 0 1 7 235
Wage Formation and Bargaining Power during the Great Depression* 0 0 0 21 0 0 8 80
Total Journal Articles 4 7 28 1,744 13 71 624 8,693

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