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 0 0 2 135 1 5 18 621
25 Years of IIF Time Series Forecasting: A Selective Review 0 0 2 412 3 3 15 965
A multi-step kernel–based regression estimator that adapts to error distributions of unknown form 0 0 0 8 3 4 9 17
ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH 0 0 0 177 1 3 8 1,624
Approximate moments for the sampled space-time autocorrelation function 0 0 0 2 2 2 7 10
Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH 0 0 0 158 2 3 14 607
Asymptotically Informative Prior for Bayesian Analysis 0 0 0 4 3 5 10 56
Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence 0 1 1 74 1 2 8 338
Efficient Estimation of an Additive Quantile Regression 0 0 0 24 1 1 7 70
Efficient Estimation of an Additive Quantile Regression Model 0 0 0 62 5 9 14 215
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 3 1 1 8 15
Higher order moments of bilinear time series processes with symmetrically distributed errors 0 0 0 1 2 2 5 14
Higher order moments of bilinear time series processes with symmetrically distributed errors 0 0 0 2 3 4 5 21
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 2 19 2 6 17 86
Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 44 5 10 15 170
Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data 0 0 0 27 0 0 4 68
MDL Mean Function Selection in Semiparametric Kernel Regression Models 0 0 0 34 4 4 14 153
Modelling Seasonalities in Nonlinear Inflation Rates using SEASETARs 0 0 0 104 1 2 7 310
Nonparametric Regression with Serially Correlated Errors 0 0 0 109 0 3 8 457
On Conditional Density Estimation 0 0 0 162 2 4 6 523
On the inverse of the autocovariance matrix for a general mixed autoregressive movie average process 0 0 1 3 1 1 6 18
On the u-th Geometric Conditional Quantile 0 0 1 32 4 4 12 196
Semiparametric Regression with Kernel Error Model 0 0 0 44 3 3 13 187
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges 0 0 0 53 3 3 10 192
Some Exact Tests for Manifest Properties of Latent Trait Models 0 0 0 8 7 8 17 68
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 2 2 6 1,749
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 4 6 10 1,286
Total Working Papers 0 1 9 1,742 66 100 273 10,036

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 1 1 2 261 7 11 37 981
Asymmetric vector moving average models: estimation and testing 0 0 0 1 1 2 10 18
Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH 0 0 0 143 2 4 10 803
Asymptotically Informative Prior for Bayesian Analysis 0 0 0 0 1 3 5 6
Component extraction analysis of multivariate time series 0 0 0 5 2 5 9 55
Cross‐validation Criteria for Setar Model Selection 0 0 0 2 2 3 7 11
Detecting change-points in multidimensional stochastic processes 0 0 0 23 1 1 7 75
Dynamic factor analysis of nonstationary multivariate time series 0 0 0 164 1 1 7 462
Editorial Announcement 0 0 0 3 1 1 7 45
Efficient Estimation of an Additive Quantile Regression Model 0 0 0 12 3 3 7 66
Estimating threshold cointegrated systems 0 0 1 8 1 2 9 44
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 11 1 2 6 55
Forecasting and seasonality 0 0 0 55 0 1 5 238
Forecasting exchange rates using TSMARS 0 0 0 61 1 2 9 170
Forecasting threshold cointegrated systems 0 0 0 60 3 3 10 165
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 31 1 5 11 193
Introduction to forecasting decisions in conflict situations 0 0 0 43 1 2 5 217
Introduction to nonlinearities, business cycles, and forecasting 0 0 0 89 1 1 2 195
Kernel-based hidden Markov conditional densities 0 0 0 1 0 0 4 6
Lagged Regression Residuals and Serial-Correlation Tests 0 0 0 0 1 2 4 759
Mean squared error properties of the kernel-based multi-stage median predictor for time series 0 0 0 9 0 1 7 74
Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach 0 0 0 9 2 3 5 47
Modeling vector nonlinear time series using POLYMARS 0 0 0 25 0 0 6 109
Non parametric portmanteau tests for detecting non linearities in high dimensions 0 0 0 0 1 2 2 8
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 0 0 0 148 3 5 11 319
Nonlinear stochastic inflation modelling using SEASETARs 0 0 0 35 1 1 5 109
Nonparametric conditional predictive regions for time series 0 0 0 13 1 1 5 45
Oliver Duncan Anderson: 1940-1995 0 0 0 15 6 7 7 123
On Additive Conditional Quantiles With High Dimensional Covariates 0 0 0 48 3 4 10 145
On Conditional Density Estimation 0 0 1 23 0 2 10 96
On forecasting SETAR processes 0 0 0 23 2 3 6 70
On portmanteau-type tests for nonlinear multivariate time series 0 0 1 3 2 4 8 14
On predictive least squares principles: C.Z. Wei, The Annals of Statistics 20 (1992), 1-42 0 0 0 86 0 0 7 270
On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes 0 0 0 26 1 5 11 96
On threshold moving‐average models 0 0 0 1 1 1 8 19
Parametric and nonparametric Granger causality testing: Linkages between international stock markets 0 0 0 13 3 3 8 108
Partial sums of lagged cross-products of AR residuals and a test for white noise 0 0 0 1 0 1 4 52
Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts 0 0 0 3 1 7 13 33
Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors 0 0 0 1 1 2 10 12
Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities 0 0 1 32 1 3 6 140
Semiparametric Regression with Kernel Error Model 0 0 0 25 2 3 9 96
Semiparametric quantile averaging in the presence of high-dimensional predictors 0 0 0 2 2 5 13 36
Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges 0 0 0 22 2 4 10 117
Some exact tests for manifest properties of latent trait models 0 0 0 4 1 1 4 49
Some recent developments in non-linear time series modelling, testing, and forecasting 0 0 2 220 2 3 13 496
Testing non-linearities in world stock market prices 0 0 0 29 1 1 8 86
Testing nonlinearity of heavy-tailed time series 0 0 0 1 2 4 7 9
The role of time series analysis in forecasting: A personal view 0 0 1 42 3 6 13 158
Weighted forecasts from SETARs with single- and multiple thresholds 0 1 1 1 4 8 16 16
Total Journal Articles 1 2 10 1,833 79 144 413 7,516

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MODEL SELECTION BY MAXIMUM ENTROPY 0 0 0 0 0 0 2 4
Total Chapters 0 0 0 0 0 0 2 4

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