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 48 0 0 3 328
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 4 353
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 1 1 1 0 1 2 6
An omnibus test for univariate and multivariate normalit 0 0 0 393 0 0 3 1,887
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 0 0 21 0 0 0 71
Beyer-Doornik-Hendry 0 1 2 368 3 6 12 1,406
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 0 533 0 2 2 1,759
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 1 5 798
Daily DJIA 0 0 0 510 3 4 8 2,835
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 0 0 0 639
Evaluating Automatic Model Selection 0 0 0 75 0 1 7 222
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 1 1 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 0 0 200
Iris 0 0 1 722 1 2 9 2,288
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 1 101 2 2 4 255
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 3 5 182
Model Selection in Equations with Many 'Small' Effects 0 0 1 24 0 0 1 95
Model Selection when there are Multiple Breaks 0 0 1 33 2 3 6 110
Modelling Non-stationary 'Big Data' 0 0 1 140 1 3 7 215
Multimodality and the GARCH Likelihood 0 0 0 297 0 0 2 870
Multimodality and the GARCH Likelihood 0 0 0 0 0 0 0 886
Multimodality in the GARCH Regression Model 0 0 0 223 0 0 2 732
Outlier Detection in GARCH Models 0 0 1 120 0 1 6 394
Outlier Detection in GARCH Models 0 0 0 336 0 0 2 956
Parallel Computation in Econometrics: A Simplified Approach 0 0 1 201 0 0 2 498
Robust Discovery of Regression Models 0 1 2 67 1 3 6 77
Selecting a Model for Forecasting 0 0 0 94 2 2 8 172
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 1 1 47 2 3 4 85
Some forecasting principles from the M4 competition 0 0 2 50 1 2 7 107
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 0 4 0 1 2 12
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 0 22 0 0 2 110
Statistical Model Selection with 'Big Data' 0 1 1 260 0 1 5 421
Step-indicator Saturation 0 0 8 139 5 7 35 484
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 2 2 4 160
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 0 1 92
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 1 320
Total Working Papers 0 5 24 5,914 27 52 168 21,822

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 1 3 103 3 3 7 240
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS 1 1 1 23 2 2 3 84
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 2 13 258 3 6 46 963
Card forecasts for M4 0 0 1 4 0 0 2 43
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 1 72 1 1 2 206
Constructing Historical Euro-Zone Data 0 0 0 254 1 1 8 835
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 5 40 0 1 10 271
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 60 0 1 2 157
Encompassing and Automatic Model Selection* 0 0 0 68 0 0 1 137
Evaluating Automatic Model Selection 0 1 5 171 0 2 9 537
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 1 1 2 8
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 1 1 1 35
Forecasting the UK top 1% income share in a shifting world 0 0 1 1 3 3 5 5
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 1 32
Identifying, estimating and testing restricted cointegrated systems: An overview 0 2 3 50 0 3 5 159
Improving models and forecasts after equilibrium-mean shifts 0 0 2 2 0 0 3 3
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 1 1 2 453
Inference in Cointegrating Models: UK M1 Revisited 0 0 0 11 2 2 2 53
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions 0 0 0 1 1 1 1 23
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 1 1 5 64
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 1 1 79
Model selection when there are multiple breaks 1 1 2 45 2 4 8 180
Modeling and forecasting the COVID‐19 pandemic time‐series data 1 1 1 2 1 1 1 17
Modelling Linear Dynamic Econometric Systems 0 0 0 0 3 3 5 837
Modelling non-stationary ‘Big Data’ 0 0 1 7 0 1 3 28
Multimodality in GARCH regression models 0 0 0 27 0 0 1 115
Numerically stable cointegration analysis 0 0 1 22 0 0 2 61
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 1 1 1 66
Robust Discovery of Regression Models 1 1 2 4 2 2 5 9
Selecting a Model for Forecasting 0 0 2 19 0 1 6 50
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 1 3 11
Statistical algorithms for models in state space using SsfPack 2.2 0 0 0 1 0 0 4 1,284
Statistical model selection with “Big Data” 0 0 0 6 0 1 4 33
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 0 8 0 0 0 19
The Implications for Econometric Modelling of Forecast Failure 0 0 1 5 0 0 1 14
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 0 0 1 228
Wage Formation and Bargaining Power during the Great Depression* 0 0 0 21 0 0 1 72
Total Journal Articles 6 10 46 1,699 31 47 164 7,980

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Statistics updated 2025-03-03