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 0 328
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 3 5 5 358
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries 0 0 0 38 0 1 1 283
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 1 1 0 0 1 6
An omnibus test for univariate and multivariate normalit 0 1 5 398 9 12 19 1,906
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 1 1 2 23 1 1 2 73
Beyer-Doornik-Hendry 1 1 2 369 1 2 9 1,409
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 0 533 0 4 7 1,764
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 1 1 1 905
Constructing Historical Euro-Zone Data 0 0 0 2 0 2 3 800
Daily DJIA 0 1 1 511 1 2 8 2,839
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 1 1 3 642
Evaluating Automatic Model Selection 0 1 1 76 2 4 9 230
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 0 1 2 612
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 2 5 205
Iris 0 0 0 722 1 4 8 2,293
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 1 1 4 257
Model Selection in Equations with Many 'Small' Effects 0 0 1 25 0 1 2 97
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 3 8 186
Model Selection when there are Multiple Breaks 0 0 0 33 1 1 5 112
Modelling Non-stationary 'Big Data' 0 0 1 141 1 1 6 218
Multimodality and the GARCH Likelihood 0 0 0 0 0 0 0 886
Multimodality and the GARCH Likelihood 0 0 0 297 0 0 3 872
Multimodality in the GARCH Regression Model 0 0 0 223 0 1 2 734
Outlier Detection in GARCH Models 0 0 0 120 1 1 5 398
Outlier Detection in GARCH Models 1 1 2 338 2 3 7 963
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 2 3 4 502
Robust Discovery of Regression Models 0 0 2 68 2 2 6 80
Selecting a Model for Forecasting 0 0 0 94 2 4 12 181
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 47 0 1 4 86
Some forecasting principles from the M4 competition 0 0 2 52 3 4 9 114
Statistical Algorithms for Models in State Space Using SsfPack 2.2 1 1 1 23 3 4 4 114
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 0 4 1 1 3 14
Statistical Model Selection with 'Big Data' 0 0 1 260 1 4 6 426
Step-indicator Saturation 1 2 3 141 4 5 32 505
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 0 4 161
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 1 1 1 93
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 2 321
Total Working Papers 5 9 26 5,934 46 84 212 21,973

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 2 4 6 108 2 4 11 247
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS 1 1 6 28 2 3 9 91
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* 2 4 11 266 12 18 43 995
Card forecasts for M4 0 0 1 5 0 0 1 44
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 0 72 1 1 3 208
Constructing Historical Euro-Zone Data 0 0 0 254 0 0 2 836
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 1 40 1 1 6 275
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 1 1 2 522
Econometric software development: past, present and future 1 1 1 61 1 1 2 158
Encompassing and Automatic Model Selection* 0 0 0 68 0 0 2 139
Evaluating Automatic Model Selection 0 0 2 171 2 3 10 544
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 0 2 36
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 4 5 11 13
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 3 34
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 2 50 1 2 5 161
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 0 0 2 5
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 1 3 5 457
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 12 0 0 5 56
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions 0 0 0 1 1 1 3 25
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 0 6 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 1 45 2 3 7 183
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 1 2 2 2 5 21
Modelling Linear Dynamic Econometric Systems 0 0 0 0 0 0 4 838
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 1 2 29
Multimodality in GARCH regression models 0 0 0 27 2 3 4 119
Numerically stable cointegration analysis 0 0 0 22 1 2 3 64
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 1 4 0 0 3 10
Selecting a Model for Forecasting 1 1 2 20 2 3 8 55
Short-term forecasting of the coronavirus pandemic 0 0 0 4 1 1 2 12
Statistical algorithms for models in state space using SsfPack 2.2 0 0 0 1 1 1 5 1,289
Statistical model selection with “Big Data” 0 0 0 6 0 1 4 35
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 1 9 0 2 3 22
The Implications for Econometric Modelling of Forecast Failure 0 0 0 5 1 1 1 15
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 1 1 1 229
Wage Formation and Bargaining Power during the Great Depression* 0 0 0 21 0 0 0 72
Total Journal Articles 7 11 38 1,723 42 65 190 8,111

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