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 1 9 11 364
A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s 1 1 1 49 2 2 2 330
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries 0 0 0 38 1 1 2 284
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications 0 0 1 1 2 5 6 11
An omnibus test for univariate and multivariate normalit 0 0 5 398 0 14 24 1,911
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models 0 1 2 23 3 4 5 76
Beyer-Doornik-Hendry 0 2 2 370 0 2 8 1,410
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 1 1 1 534 4 7 14 1,771
Computationally-intensive Econometrics using a Distributed Matrix-programming Language 0 0 0 181 0 1 1 905
Constructing Historical Euro-Zone Data 0 0 0 2 1 1 4 801
Daily DJIA 0 0 1 511 2 3 9 2,841
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 0 1 3 642
Evaluating Automatic Model Selection 0 0 1 76 1 5 11 233
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 1 6 8 618
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 0 5 205
Iris 1 1 1 723 1 6 11 2,298
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 3 4 7 260
Model Selection in Equations with Many 'Small' Effects 0 0 1 25 0 1 3 98
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 2 2 8 188
Model Selection when there are Multiple Breaks 0 1 1 34 4 6 10 117
Modelling Non-stationary 'Big Data' 0 0 1 141 2 5 9 222
Multimodality and the GARCH Likelihood 0 0 0 297 2 2 4 874
Multimodality and the GARCH Likelihood 0 0 0 0 0 0 0 886
Multimodality in the GARCH Regression Model 0 0 0 223 0 2 4 736
Outlier Detection in GARCH Models 0 0 0 120 5 7 10 404
Outlier Detection in GARCH Models 0 1 2 338 3 7 12 968
Parallel Computation in Econometrics: A Simplified Approach 0 0 0 201 1 3 5 503
Robust Discovery of Regression Models 0 0 2 68 2 5 9 83
Selecting a Model for Forecasting 0 0 0 94 0 4 13 183
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 47 0 2 6 88
Some forecasting principles from the M4 competition 0 0 2 52 3 8 13 119
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 0 0 4 2 7 9 20
Statistical Algorithms for Models in State Space Using SsfPack 2.2 0 1 1 23 2 6 7 117
Statistical Model Selection with 'Big Data' 0 1 2 261 1 3 8 428
Step-indicator Saturation 1 2 3 142 3 8 32 509
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 2 4 7 165
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 2 5 5 97
Wage Behaviour During the Interwar Years: Are there any Puzzles left? Evidence from a Panel of Norwegian Manufacturing Industries 0 0 0 0 0 2 3 322
Total Working Papers 4 12 31 5,941 58 160 308 22,087

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 2 6 108 1 3 11 248
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS 1 2 7 29 4 6 13 95
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 1 1 2 8
An Omnibus Test for Univariate and Multivariate Normality* 0 3 11 267 3 19 45 1,002
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 2 2 2 74 3 6 8 213
Constructing Historical Euro-Zone Data 0 0 0 254 1 3 5 839
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 40 0 1 4 275
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 1 3 4 524
Econometric software development: past, present and future 0 1 1 61 1 2 2 159
Encompassing and Automatic Model Selection* 0 0 0 68 2 2 4 141
Evaluating Automatic Model Selection 0 0 1 171 1 7 14 549
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 2 3 4 11
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 3 5 7 41
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 9 17 24 26
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 4 35
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 2 50 0 1 5 161
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 2 3 5 8
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 2 4 8 460
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 12 1 3 8 59
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions 0 0 0 1 0 1 3 25
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 1 7 70
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 2 3 81
Model selection when there are multiple breaks 0 0 1 45 3 7 12 188
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 1 2 2 4 7 23
Modelling Linear Dynamic Econometric Systems 0 0 0 0 5 6 10 844
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 0 2 29
Multimodality in GARCH regression models 0 0 0 27 4 7 9 124
Numerically stable cointegration analysis 0 0 0 22 1 2 4 65
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen 1 1 1 11 2 3 3 40
Reconstructing Aggregate Euro‐zone Data 0 0 0 16 2 2 3 68
Robust Discovery of Regression Models 0 0 1 4 0 0 3 10
Selecting a Model for Forecasting 0 1 1 20 17 20 23 73
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 1 2 12
Statistical algorithms for models in state space using SsfPack 2.2 0 0 0 1 0 3 7 1,291
Statistical model selection with “Big Data” 0 0 0 6 2 5 8 40
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 1 9 2 3 6 25
The Implications for Econometric Modelling of Forecast Failure 0 0 0 5 2 3 3 17
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 0 1 1 229
Wage Formation and Bargaining Power during the Great Depression* 0 0 0 21 2 3 3 75
Total Journal Articles 4 12 39 1,728 83 164 297 8,233

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