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 1 6 347
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 47 1 2 9 317
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries 0 0 1 38 1 2 5 276
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 0 0 1 1 1 1
An omnibus test for univariate and multivariate normalit 0 2 10 378 5 16 58 1,775
Beyer-Doornik-Hendry 2 3 15 340 5 9 50 1,303
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 5 533 0 0 12 1,745
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 180 1 3 6 873
Constructing Historical Euro-Zone Data 0 0 0 2 0 4 8 757
Constructing Historical Euro-Zone Data 0 1 3 20 0 1 7 64
Daily DJIA 0 2 11 489 7 12 57 2,750
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 1 167 2 2 4 633
Evaluating Automatic Model Selection 0 0 4 60 2 7 29 142
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 1 3 381 0 2 9 596
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 1 6 185
Iris 0 1 6 706 4 12 57 2,192
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 1 1 1 99 2 6 14 227
Model Selection in Equations with Many 'Small' Effects 0 0 0 90 1 3 13 153
Model Selection in Equations with Many 'Small' Effects 0 0 0 23 1 3 10 74
Model Selection when there are Multiple Breaks 0 1 2 30 0 5 18 97
Modelling Non-stationary 'Big Data' 2 5 79 79 3 12 46 46
Multimodality and the GARCH Likelihood 0 0 0 297 0 3 9 861
Multimodality and the GARCH Likelihood 0 0 0 0 0 1 7 884
Multimodality in the GARCH Regression Model 0 1 3 220 1 3 12 679
Outlier Detection in GARCH Models 1 1 2 325 1 1 3 924
Outlier Detection in GARCH Models 0 1 3 101 1 2 15 329
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 197 0 0 9 480
Robust Discovery of Regression Models 2 3 50 50 3 9 27 27
Selecting a Model for Forecasting 0 1 92 92 5 11 91 91
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 2 24 24 24 5 25 25 25
Some forecasting principles from the M4 competition 0 2 38 38 1 7 23 23
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 0 0 1 1 1 1
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 2 5 15 1 8 21 82
Statistical Model Selection with 'Big Data' 0 0 3 234 1 4 23 343
Step-indicator Saturation 0 0 3 86 3 5 32 267
Testing the Invariance of Expectations Models of Inflation 0 0 1 25 0 1 6 83
Testing the Invariance of Expectations Models of Inflation 0 0 2 82 0 2 9 147
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 2 314
Total Working Papers 10 52 368 5,560 59 187 740 20,113


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 3 74 1 2 7 192
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS 0 0 2 12 1 1 8 52
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 0 1 0 0 1 3
An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 0 0 0 1 1 3 4
An Omnibus Test for Univariate and Multivariate Normality* 0 3 10 213 2 9 39 799
Card forecasts for M4 0 0 0 0 1 4 10 10
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 7 67 0 2 14 185
Constructing Historical Euro-Zone Data 1 1 4 254 1 3 13 813
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 1 2 27 3 7 30 125
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 0 0 1 519
Econometric software development: past, present and future 0 1 1 57 0 1 2 150
Encompassing and Automatic Model Selection* 0 1 1 63 0 2 2 124
Evaluating Automatic Model Selection 0 2 5 151 3 8 36 431
Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models 1 1 2 4 2 3 5 24
Identifying, estimating and testing restricted cointegrated systems: An overview 0 1 1 42 0 1 3 139
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 1 3 172 0 3 12 421
Inference in Cointegrating Models: UK M1 Revisited 0 0 2 7 1 2 9 38
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions 0 0 0 0 1 3 12 17
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 10 1 3 8 39
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 4 9 62
Model selection when there are multiple breaks 0 1 4 34 3 8 22 124
Modelling Linear Dynamic Econometric Systems 0 0 0 0 1 6 26 748
Multimodality in GARCH regression models 0 0 0 27 1 3 6 82
Numerically stable cointegration analysis 0 1 3 19 0 1 4 52
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 1 1 9 0 1 7 28
Reconstructing Aggregate Euro‐zone Data 0 0 0 15 0 0 3 64
Statistical algorithms for models in state space using SsfPack 2.2 0 0 0 1 0 9 25 1,240
Statistical model selection with “Big Data” 0 0 1 2 0 2 6 14
The Implications for Econometric Modelling of Forecast Failure 0 0 0 0 1 1 1 1
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 1 1 4 222
Wage Formation and Bargaining Power during the Great Depression* 0 0 1 19 0 0 4 62
Total Journal Articles 2 15 53 1,460 26 91 332 6,784
4 registered items for which data could not be found


Statistics updated 2020-09-04