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 2 353
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 0 0 282
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 1 1 0 0 2 6
An omnibus test for univariate and multivariate normalit 0 2 4 397 1 3 7 1,894
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 0 1 9 1,407
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 0 533 0 0 3 1,760
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 0 3 798
Daily DJIA 0 0 0 510 2 2 8 2,837
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 0 2 2 641
Evaluating Automatic Model Selection 0 0 0 75 1 4 8 226
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 0 0 1 611
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 1 3 203
Iris 0 0 0 722 0 0 6 2,289
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 1 101 0 0 5 256
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 1 6 183
Model Selection in Equations with Many 'Small' Effects 0 0 2 25 0 0 2 96
Model Selection when there are Multiple Breaks 0 0 1 33 1 1 7 111
Modelling Non-stationary 'Big Data' 1 1 1 141 1 2 6 217
Multimodality and the GARCH Likelihood 0 0 0 297 0 1 3 872
Multimodality and the GARCH Likelihood 0 0 0 0 0 0 0 886
Multimodality in the GARCH Regression Model 0 0 0 223 1 1 1 733
Outlier Detection in GARCH Models 0 0 1 120 2 2 5 397
Outlier Detection in GARCH Models 0 0 1 337 1 3 4 960
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 0 0 1 499
Robust Discovery of Regression Models 0 1 3 68 0 1 5 78
Selecting a Model for Forecasting 0 0 0 94 0 2 9 177
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 47 0 0 4 85
Some forecasting principles from the M4 competition 0 1 3 52 0 2 6 110
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 0 22 0 0 0 110
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 0 0 4 422
Step-indicator Saturation 0 0 5 139 7 15 36 500
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 0 5 161
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 1 5 27 5,925 17 44 169 21,889

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 2 104 1 1 7 243
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS 2 3 5 27 2 3 6 88
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* 1 3 11 262 3 8 38 977
Card forecasts for M4 0 1 1 5 0 1 2 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 1 1 5 836
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 4 40 1 3 11 274
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 0 1 1 521
Econometric software development: past, present and future 0 0 1 60 0 0 2 157
Encompassing and Automatic Model Selection* 0 0 0 68 2 2 2 139
Evaluating Automatic Model Selection 0 0 3 171 2 4 10 541
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 1 2 36
Forecasting the UK top 1% income share in a shifting world 0 1 2 2 0 2 7 8
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 1 1 2 33
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 2 50 0 0 3 159
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 0 1 2 5
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 1 1 2 454
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 12 0 1 5 56
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions 0 0 0 1 1 1 2 24
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 2 3 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 2 45 0 0 7 180
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 1 2 0 2 3 19
Modelling Linear Dynamic Econometric Systems 0 0 0 0 0 1 5 838
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 0 1 28
Multimodality in GARCH regression models 0 0 0 27 0 1 2 116
Numerically stable cointegration analysis 0 0 1 22 1 1 2 62
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 2 4 1 1 6 10
Selecting a Model for Forecasting 0 0 2 19 0 1 6 52
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 1 3 7 1,288
Statistical model selection with “Big Data” 0 0 0 6 1 1 5 34
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 1 1 9 0 1 1 20
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 3 9 41 1,712 21 47 170 8,046

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05