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 1 6 16 369
A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s 0 1 1 49 0 6 6 334
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries 0 0 0 38 1 3 4 286
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 0 1 2 9 12 18
An omnibus test for univariate and multivariate normalit 0 0 5 398 0 5 29 1,916
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 0 2 23 1 7 9 80
Beyer-Doornik-Hendry 0 0 2 370 0 6 10 1,416
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 1 1 534 2 11 19 1,778
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 3 7 8 912
Constructing Historical Euro-Zone Data 0 0 0 2 1 4 6 804
Daily DJIA 0 0 1 511 1 28 32 2,867
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 2 5 8 647
Evaluating Automatic Model Selection 0 0 1 76 0 5 15 237
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 0 5 11 622
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 8 13 213
Iris 0 1 1 723 1 16 25 2,313
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 1 9 11 266
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 6 10 192
Model Selection in Equations with Many 'Small' Effects 0 0 1 25 0 3 6 101
Model Selection when there are Multiple Breaks 0 0 1 34 1 8 11 121
Modelling Non-stationary 'Big Data' 0 0 1 141 4 23 28 243
Multimodality and the GARCH Likelihood 0 0 0 0 2 6 6 892
Multimodality and the GARCH Likelihood 0 0 0 297 0 4 6 876
Multimodality in the GARCH Regression Model 0 0 0 223 1 2 6 738
Outlier Detection in GARCH Models 0 0 0 120 5 16 21 415
Outlier Detection in GARCH Models 0 0 2 338 3 11 20 976
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 0 2 6 504
Robust Discovery of Regression Models 0 0 1 68 2 10 14 91
Selecting a Model for Forecasting 0 0 0 94 6 10 21 193
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 0 47 1 2 5 90
Some forecasting principles from the M4 competition 0 0 2 52 1 9 18 125
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 1 23 7 20 25 135
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 0 4 1 3 9 21
Statistical Model Selection with 'Big Data' 0 0 1 261 1 6 12 433
Step-indicator Saturation 0 1 3 142 3 12 34 518
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 4 7 99
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 1 8 11 171
Wage Behaviour During the Interwar Years: Are there any Puzzles left? Evidence from a Panel of Norwegian Manufacturing Industries 0 0 0 0 1 5 7 327
Total Working Papers 0 4 27 5,941 56 310 517 22,339

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 1 6 109 3 8 15 255
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS 1 2 7 30 1 9 16 100
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 0 2 2 7 7 13
An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 0 0 0 0 4 5 11
An Omnibus Test for Univariate and Multivariate Normality* 0 0 9 267 1 10 46 1,009
Card forecasts for M4 1 1 2 6 2 2 3 46
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 2 2 74 0 9 13 219
Constructing Historical Euro-Zone Data 0 0 0 254 1 9 12 847
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 40 0 4 8 279
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 0 6 9 529
Econometric software development: past, present and future 0 0 1 61 3 28 29 186
Encompassing and Automatic Model Selection* 0 0 0 68 1 3 5 142
Evaluating Automatic Model Selection 0 0 0 171 0 6 17 554
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 1 7 8 16
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 0 5 8 43
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 7 24 36 41
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 3 5 37
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 0 50 2 5 7 166
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 2 5 8 11
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 0 12 17 470
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 12 1 5 10 63
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions 0 0 0 1 0 3 5 28
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 4 10 74
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 3 4 83
Model selection when there are multiple breaks 0 0 0 45 0 3 8 188
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 2 1 6 10 27
Modelling Linear Dynamic Econometric Systems 0 0 0 0 3 9 11 848
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 2 3 31
Multimodality in GARCH regression models 0 0 0 27 0 8 13 128
Numerically stable cointegration analysis 0 0 0 22 0 1 4 65
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 1 1 11 0 4 5 42
Reconstructing Aggregate Euro‐zone Data 0 0 0 16 1 5 5 71
Robust Discovery of Regression Models 0 1 1 5 0 5 6 15
Selecting a Model for Forecasting 0 0 1 20 3 30 36 86
Short-term forecasting of the coronavirus pandemic 0 0 0 4 1 2 3 14
Statistical algorithms for models in state space using SsfPack 2.2 0 0 0 1 8 13 20 1,304
Statistical model selection with “Big Data” 0 0 0 6 0 4 9 42
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 1 2 10 1 4 8 27
The Implications for Econometric Modelling of Forecast Failure 0 0 0 5 1 6 7 21
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 1 3 4 232
Wage Formation and Bargaining Power during the Great Depression* 0 0 0 21 0 3 4 76
Total Journal Articles 2 9 34 1,733 48 289 459 8,439

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