Access Statistics for Jan G. De Gooijer

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
25 Years of IIF Time Series Forecasting: A Selective Review 1 1 1 404 7 9 25 883
25 Years of IIF Time Series Forecasting: A Selective Review 0 0 0 126 2 5 19 536
ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH 0 0 0 177 0 0 6 1,604
Approximate moments for the sampled space-time autocorrelation function 0 0 0 0 0 1 1 1
Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH 0 0 0 158 0 0 3 587
Asymptotically Informative Prior for Bayesian Analysis 0 0 0 4 2 2 3 41
Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence 0 0 0 72 0 0 6 323
Efficient Estimation of an Additive Quantile Regression 0 0 0 23 1 1 4 52
Efficient Estimation of an Additive Quantile Regression Model 0 0 0 60 0 0 6 190
FORMULAE FOR THE COVARIANCE STRUCTURE OF THE SAMPLED AUTOCOVARIANCES FROM SERIES GENERATED BY GENERAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE PROCESSES OF ORDER (n,d,q) d = 0 or 1 0 0 0 0 0 0 2 2
Higher order moments of bilinear time series processes with symmetrically distributed errors 0 0 0 0 0 0 0 0
Higher order moments of bilinear time series processes with symmetrically distributed errors 0 0 0 0 0 0 0 10
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 1 16 0 2 9 63
Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 1 41 2 3 14 147
Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data 0 0 0 26 1 1 7 58
MDL Mean Function Selection in Semiparametric Kernel Regression Models 0 0 0 33 0 0 2 132
Modelling Seasonalities in Nonlinear Inflation Rates using SEASETARs 0 0 0 104 0 0 1 300
Nonparametric Regression with Serially Correlated Errors 0 0 1 109 0 0 3 448
On Conditional Density Estimation 0 0 0 158 0 1 5 504
On the inverse of the autocovariance matrix for a general mixed autoregressive movie average process 1 1 1 1 1 1 2 2
On the u-th Geometric Conditional Quantile 0 0 0 30 1 2 6 178
Semiparametric Regression with Kernel Error Model 0 0 0 43 0 0 4 167
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges 0 0 0 51 0 0 1 173
Some Exact Tests for Manifest Properties of Latent Trait Models 0 0 0 7 0 0 3 48
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 2 3 6 1,739
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 0 0 2 1,264
Total Working Papers 2 2 5 1,684 19 31 140 9,452


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
25 years of time series forecasting 3 6 15 198 9 23 76 714
Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH 0 0 0 143 0 0 5 781
Component extraction analysis of multivariate time series 0 0 0 5 0 0 1 45
Cross‐validation Criteria for Setar Model Selection 0 0 0 0 0 0 1 1
Detecting change-points in multidimensional stochastic processes 0 0 0 23 0 0 2 64
Dynamic factor analysis of nonstationary multivariate time series 0 2 2 162 0 2 4 447
Editorial Announcement 0 0 0 3 0 0 2 36
Efficient Estimation of an Additive Quantile Regression Model 0 0 0 11 0 0 3 54
Estimating threshold cointegrated systems 0 1 1 6 0 2 4 26
Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1 0 0 0 9 1 1 6 45
Forecasting and seasonality 0 0 0 55 0 1 6 227
Forecasting exchange rates using TSMARS 0 0 0 60 0 1 4 147
Forecasting threshold cointegrated systems 0 0 0 58 0 1 4 146
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 2 2 27 0 5 11 159
Introduction to forecasting decisions in conflict situations 0 0 0 43 0 0 1 212
Introduction to nonlinearities, business cycles, and forecasting 0 0 0 89 0 0 5 192
Lagged Regression Residuals and Serial-Correlation Tests 0 0 0 0 0 0 4 749
Mean squared error properties of the kernel-based multi-stage median predictor for time series 0 0 0 9 0 3 5 66
Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach 0 0 0 6 0 2 6 23
Modeling vector nonlinear time series using POLYMARS 0 0 0 25 0 0 4 98
Nonlinear dynamics, chaos, and instability: William A. Brock, David A. Hsieh and Blake LeBaron, 1991, (MIT Press, Cambridge) 328, pp. [UK pound]29.25. ISBN 0-262-02329-6 1 2 7 130 1 3 20 275
Nonlinear stochastic inflation modelling using SEASETARs 0 1 1 34 0 1 4 101
Nonparametric conditional predictive regions for time series 0 0 0 11 0 0 1 33
Oliver Duncan Anderson: 1940-1995 0 1 1 15 0 1 4 109
On Additive Conditional Quantiles With High Dimensional Covariates 0 0 0 44 0 0 0 118
On Conditional Density Estimation 0 0 2 20 0 1 7 72
On forecasting SETAR processes 0 0 0 19 0 0 4 53
On predictive least squares principles: C.Z. Wei, The Annals of Statistics 20 (1992), 1-42 0 0 1 82 0 0 7 232
On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes 0 0 0 24 0 0 4 80
On threshold moving‐average models 0 0 0 0 0 0 2 4
Parametric and nonparametric Granger causality testing: Linkages between international stock markets 0 0 1 10 1 2 11 79
Partial sums of lagged cross-products of AR residuals and a test for white noise 0 0 0 1 0 0 3 47
Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts 0 0 0 0 1 1 1 1
Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities 0 0 0 31 0 0 0 127
Semiparametric Regression with Kernel Error Model 0 0 0 24 0 0 3 82
Semiparametric quantile averaging in the presence of high-dimensional predictors 0 0 1 2 0 1 8 13
Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges 0 0 0 22 0 0 8 104
Some exact tests for manifest properties of latent trait models 0 0 0 4 0 0 3 43
Some recent developments in non-linear time series modelling, testing, and forecasting 1 2 8 208 1 4 22 444
Testing non-linearities in world stock market prices 0 0 0 29 0 0 0 77
The role of time series analysis in forecasting: A personal view 0 0 0 41 0 0 3 137
Total Journal Articles 5 17 42 1,683 14 55 269 6,463


Statistics updated 2020-09-04