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 5 21 374
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 49 0 2 8 336
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries 0 0 0 38 0 3 7 289
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 0 1 0 2 14 20
An omnibus test for univariate and multivariate normalit 0 0 1 398 1 7 30 1,923
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 0 1 23 1 3 11 83
Beyer-Doornik-Hendry 0 0 2 370 0 4 13 1,420
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 1 534 0 3 21 1,781
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 1 5 13 917
Constructing Historical Euro-Zone Data 0 0 0 2 1 2 8 806
Daily DJIA 0 0 1 511 0 1 33 2,868
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 0 5 13 652
Evaluating Automatic Model Selection 0 0 1 76 1 6 19 243
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 2 5 16 627
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 1 3 13 216
Iris 0 1 2 724 1 4 28 2,317
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 0 3 13 269
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 2 3 13 195
Model Selection in Equations with Many 'Small' Effects 0 0 0 25 0 3 8 104
Model Selection when there are Multiple Breaks 0 0 1 34 0 7 18 128
Modelling Non-stationary 'Big Data' 0 0 1 141 2 8 36 251
Multimodality and the GARCH Likelihood 0 0 0 297 0 4 8 880
Multimodality and the GARCH Likelihood 0 0 0 0 0 3 9 895
Multimodality in the GARCH Regression Model 0 0 0 223 0 4 10 742
Outlier Detection in GARCH Models 0 0 0 120 0 5 25 420
Outlier Detection in GARCH Models 1 1 2 339 2 9 27 985
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 0 2 7 506
Robust Discovery of Regression Models 0 0 0 68 0 3 16 94
Selecting a Model for Forecasting 0 0 0 94 1 10 28 203
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 1 1 48 1 3 8 93
Some forecasting principles from the M4 competition 0 0 0 52 1 5 20 130
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 0 4 2 4 12 25
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 1 23 2 9 34 144
Statistical Model Selection with 'Big Data' 0 0 1 261 1 4 15 437
Step-indicator Saturation 0 0 3 142 8 15 41 533
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 4 14 175
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 1 8 100
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 7 327
Total Working Papers 1 3 20 5,944 31 169 645 22,508

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 5 109 3 12 25 267
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS 0 0 6 30 0 0 15 100
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 0 2 0 2 9 15
An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 0 0 0 0 3 7 14
An Omnibus Test for Univariate and Multivariate Normality* 1 1 7 268 7 11 46 1,020
Card forecasts for M4 0 0 1 6 1 5 7 51
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 2 74 1 13 25 232
Constructing Historical Euro-Zone Data 0 0 0 254 0 3 15 850
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 40 2 4 10 283
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 2 5 14 534
Econometric software development: past, present and future 0 0 1 61 0 5 34 191
Encompassing and Automatic Model Selection* 0 0 0 68 1 2 7 144
Evaluating Automatic Model Selection 0 0 0 171 0 4 20 558
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 1 1 9 17
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 1 6 13 49
Forecasting the UK top 1% income share in a shifting world 0 0 0 2 2 8 42 49
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 6 11 43
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 0 50 1 4 11 170
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 1 2 8 13
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 3 6 23 476
Inference in Cointegrating Models: UK M1 Revisited 0 0 0 12 0 2 10 65
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions 0 0 0 1 0 1 6 29
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 6 13 80
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 0 2 6 85
Model selection when there are multiple breaks 0 0 0 45 2 5 13 193
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 2 0 6 15 33
Modelling Linear Dynamic Econometric Systems 0 0 0 0 0 1 11 849
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 2 5 33
Multimodality in GARCH regression models 0 0 0 27 2 5 18 133
Numerically stable cointegration analysis 0 0 0 22 0 3 7 68
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 0 0 1 11 0 0 5 42
Reconstructing Aggregate Euro‐zone Data 0 0 0 16 0 6 11 77
Robust Discovery of Regression Models 0 0 1 5 1 3 9 18
Selecting a Model for Forecasting 0 0 1 20 1 3 38 89
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 1 4 15
Statistical algorithms for models in state space using SsfPack 2.2 0 0 0 1 0 8 26 1,312
Statistical model selection with “Big Data” 0 0 0 6 0 3 12 45
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 1 10 0 1 8 28
The Implications for Econometric Modelling of Forecast Failure 0 0 0 5 1 2 9 23
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 0 2 6 234
Wage Formation and Bargaining Power during the Great Depression* 0 0 0 21 0 4 8 80
Total Journal Articles 1 1 26 1,734 33 168 591 8,607

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04