1112131415161718191
Registered author: Jurgen A. Doornik
A Markov-switching model with component structure for US GNP,
Jurgen Doornik,
in Economics Letters
(2013)
Keywords: Business cycles; Great moderation; Markov-switching models; US GNP;
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions,
Jurgen Doornik,
in Econometrics
(2017)
Keywords: cointegration; I(2); vector autoregression; representation; maximum likelihood estimation; reduced rank regression; generalized least squares
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS,
Jurgen Doornik,
in Journal of Economic Surveys
(1998)
Encompassing and Automatic Model Selection*,
Jurgen Doornik,
in Oxford Bulletin of Economics and Statistics
(2008)
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications,
Jurgen Doornik,
in Scandinavian Journal of Statistics
(2018)
An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen,
Jurgen Doornik,
in Scandinavian Journal of Statistics
(2016)
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications,
Jurgen Doornik,
from Economics Group, Nuffield College, University of Oxford
(2017)
Iris,
Jurgen Doornik,
from Boston College Department of Economics
Daily DJIA,
Jurgen Doornik,
from Boston College Department of Economics
Multimodality and the GARCH Likelihood,
Jurgen A. Doornik and Marius Ooms,
from Society for Computational Economics
(2001)
Keywords: GARCH, EGARCH, multimodality, dummy variable, parameter space
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models,
Jurgen Doornik and Marius Ooms,
in Computational Statistics & Data Analysis
(2003)
Multimodality in GARCH regression models,
Jurgen Doornik and Marius Ooms,
in International Journal of Forecasting
(2008)
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation,
Marius Ooms and Jurgen Doornik,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(1999)
Keywords: ARFIMA-GARCH, bias correction, bootstrap test, higher order asymptotics, modified profile likelihood
An Omnibus Test for Univariate and Multivariate Normality*,
Jurgen Doornik and Henrik Hansen,
in Oxford Bulletin of Economics and Statistics
(2008)
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen,
Jurgen Doornik and David Hendry,
in Scandinavian Journal of Statistics
(2016)
Modelling Linear Dynamic Econometric Systems,
David Hendry and Jurgen Doornik,
in Scottish Journal of Political Economy
(1994)
The Implications for Econometric Modelling of Forecast Failure,
David Hendry and Jurgen Doornik,
in Scottish Journal of Political Economy
(1997)
Econometric software development: past, present and future,
Marius Ooms and Jurgen Doornik,
in Statistica Neerlandica
(2006)
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation,
Jurgen Doornik and Marius Ooms,
in Studies in Nonlinear Dynamics & Econometrics
(2004)
Multimodality and the GARCH Likelihood,
Jurgen Doornik and Marius Ooms,
from Econometric Society
(2000)
Statistical Model Selection with 'Big Data',
David Hendry and Jurgen Doornik,
from University of Oxford, Department of Economics
(2014)
Keywords: Big Data, Model Selection, Location Shifts, Autometrics
Outlier Detection in GARCH Models,
Jurgen Doornik and Marius Ooms,
from Tinbergen Institute
(2005)
Keywords: Dummy variable; Generalized Autoregressive Conditional Heteroskedasticity; GARCH-t; Outlier detection; Extreme value distribution
An omnibus test for univariate and multivariate normalit,
Jurgen Doornik and Henrik Hansen,
from Economics Group, Nuffield College, University of Oxford
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models,
Jurgen Doornik and Marius Ooms,
from Economics Group, Nuffield College, University of Oxford
(2001)
Keywords: Long memory, Bias, Modified profile likelihood, Restricted maximum likelihood estimator, Time-series regression model likelihood
Multimodality in the GARCH Regression Model,
Jurgen Doornik and Marius Ooms,
from Economics Group, Nuffield College, University of Oxford
(2003)
Keywords: Dummy variable, EGARCH, GARCH, Multimodality.
Outlier Detection in GARCH Models,
Jurgen Doornik and Marius Ooms,
from Economics Group, Nuffield College, University of Oxford
(2005)
Distribution approximations for cointegration tests with stationary exogenous regressors,
Jurgen Doornik and H. Peter Boswijk,
in Journal of Applied Econometrics
(2005)
Constructing Historical Euro-Zone Data,
Andreas Beyer, Jurgen Doornik and David Hendry,
in Economic Journal
(2001)
Numerically stable cointegration analysis,
Jurgen Doornik and R. J. O'Brien,
in Computational Statistics & Data Analysis
(2002)
Wage Behaviour During the Interwar Years: Are there any Puzzles left? Evidence from a Panel of Norwegian Manufacturing Industries,
Gunnar Bårdsen, Jurgen Doornik and J.T. Klovland,
from Norwegian School of Economics and Business Administration-
(2000)
Keywords: WAGES ; BEHAVIOUR ; ECONOMETRICS
Reconstructing Aggregate Euro‐zone Data,
Andreas Beyer, Jurgen Doornik and David Hendry,
in Journal of Common Market Studies
(2000)
Inference in Cointegrating Models: UK M1 Revisited,
Jurgen Doornik, David Hendry and Bent Nielsen,
in Journal of Economic Surveys
(1998)
Identifying, estimating and testing restricted cointegrated systems: An overview,
H. Peter Boswijk and Jurgen Doornik,
in Statistica Neerlandica
(2004)
Modelling Non-stationary 'Big Data',
Jennifer Castle, Jurgen Doornik and David Hendry,
from University of Oxford, Department of Economics
(2020)
Keywords: Cointegration; Big Data; Model Selection; Outliers; Indicator Saturation; Autometrics
Selecting a Model for Forecasting,
Jennifer Castle, Jurgen Doornik and David Hendry,
from University of Oxford, Department of Economics
(2018)
Keywords: Model selection; forecasting; location shifts; significance level; Autometrics
Step-indicator Saturation,
David Hendry, Jurgen Doornik and Felix Pretis,
from University of Oxford, Department of Economics
(2013)
Keywords: General-so-specific, step-indicator saturation, test power, location shifts, model section, Autometrics
Testing the Invariance of Expectations Models of Inflation,
David Hendry, Jennifer Castle and Jurgen Doornik,
from University of Oxford, Department of Economics
(2010)
Keywords: New-Keynesian Phillips curve, inflation expectations, structural breaks, impulse-indicator saturation
Evaluating Automatic Model Selection,
Jennifer Castle, David Hendry and Jurgen Doornik,
from University of Oxford, Department of Economics
(2010)
Keywords: Model selection, Autometrics, Post-selection bias correction, Costs of search, Costs of inference
Model Selection when there are Multiple Breaks,
Jennifer Castle, David Hendry and Jurgen Doornik,
from University of Oxford, Department of Economics
(2008)
Keywords: Model Selection, General-to-Specific, Structural Breaks
Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models,
Jurgen Doornik, Rocco Mosconi and Paolo Paruolo,
in Econometrics
(2017)
Keywords: maximum likelihood; Monte Carlo; VAR; cointegration; I(1); I(2)
Selecting a Model for Forecasting,
Jennifer Castle, Jurgen Doornik and David Hendry,
in Econometrics
(2021)
Keywords: model selection; forecasting; location shifts; significance level; Autometrics
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics,
Jennifer Castle, Jurgen Doornik and David Hendry,
in Econometrics
(2021)
Keywords: forecasting; model selection; climate econometrics; climate change; COVID-19; structural change
Forecasting Principles from Experience with Forecasting Competitions,
Jennifer Castle, Jurgen Doornik and David Hendry,
in Forecasting
(2021)
Keywords: automatic forecasting; calibration; prediction intervals; regression; forecasting competitions; seasonality; software; time series; nonstationarity
Model Selection in Equations with Many 'Small' Effects,
Jennifer Castle, Jurgen Doornik and David Hendry,
from Rimini Centre for Economic Analysis
(2012)
Keywords: Model selection, high dimensionality, principal components, Monte Carlo
Forecasting the UK top 1% income share in a shifting world,
Jennifer Castle, Jurgen Doornik and David Hendry,
in Economica
(2024)
Model Selection in Equations with Many ‘Small’ Effects,
Jennifer Castle, Jurgen Doornik and David Hendry,
in Oxford Bulletin of Economics and Statistics
(2013)
Modeling and forecasting the COVID‐19 pandemic time‐series data,
Jurgen Doornik, Jennifer Castle and David Hendry,
in Social Science Quarterly
(2021)
Evaluating Automatic Model Selection,
Jennifer Castle, Jurgen Doornik and David Hendry,
in Journal of Time Series Econometrics
(2011)
Keywords: model selection, Autometrics, costs of search, costs of inference
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC,
Jennifer Castle, Jurgen Doornik and David Hendry,
in National Institute Economic Review
(2021)
Model selection when there are multiple breaks,
Jennifer Castle, Jurgen Doornik and David Hendry,
in Journal of Econometrics
(2012)
Keywords: Impulse-indicator saturation; Location shifts; Model selection; Autometrics;
Robust Discovery of Regression Models,
Jennifer Castle, Jurgen Doornik and David Hendry,
in Econometrics and Statistics
(2023)
Keywords: Autometrics; Lasso; Least-trimmed Squares; Location Shifts; Model Discovery; Non-linearities; Outliers; Robustness; Saturation Estimation; Structural Breaks;
Card forecasts for M4,
Jurgen Doornik, Jennifer Castle and David Hendry,
in International Journal of Forecasting
(2020)
Keywords: Automatic forecasting; Calibration; Forecast intervals; Regression; M4; Seasonality; Software; Time series; Unit roots;
Modelling non-stationary ‘Big Data’,
Jennifer Castle, Jurgen Doornik and David Hendry,
in International Journal of Forecasting
(2021)
Keywords: Cointegration; Big data; Model selection; Outliers; Saturation estimation; Autometrics;
Short-term forecasting of the coronavirus pandemic,
Jurgen Doornik, Jennifer Castle and David Hendry,
in International Journal of Forecasting
(2022)
Keywords: Automatic forecasting; COVID-19; Epidemiology; Forecasting; Forecast averaging; Machine learning; Smoothing; Time series; Trend indicator saturation;
Improving models and forecasts after equilibrium-mean shifts,
Jennifer Castle, Jurgen Doornik and David Hendry,
in International Journal of Forecasting
(2024)
Keywords: Forecasting; Equilibrium-mean shifts; Step-indicator saturation (SIS); Multiplicative indicators; Model selection;
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors,
H. Peter Boswijk and Jurgen Doornik,
from Tinbergen Institute
(1999)
Computationally-intensive Econometrics using a Distributed Matrix-programming Language,
Jurgen Doornik, David Hendry and Neil Shephard,
from Economics Group, Nuffield College, University of Oxford
Keywords: Distributed computing; Econometrics; High-performance computing; Matrix-programming language
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview,
H. Peter Boswijk and Jurgen Doornik,
from Economics Group, Nuffield College, University of Oxford
(2003)
Parallel Computation in Econometrics: A Simplified Approach,
Jurgen Doornik, Neil Shephard and David Hendry,
from Economics Group, Nuffield College, University of Oxford
(2004)
Keywords: Code optimization; Econometrics; High-performance computing; Matrix-programming language; Monte Carlo; MPI; Ox; Parallel computing; Random number generation.
Some forecasting principles from the M4 competition,
Jennifer Castle, Jurgen Doornik and David Hendry,
from Economics Group, Nuffield College, University of Oxford
(2019)
Keywords: Automatic forecasting, Calibration, Prediction intervals, Regression, M4, Seasonality, Software, Time series, Unit roots
Robust Discovery of Regression Models,
Jennifer Castle, Jurgen Doornik and David Hendry,
from Economics Group, Nuffield College, University of Oxford
(2020)
Keywords: Model Selection; Robustness; Outliers; Location Shifts; Indicator Saturation; Autometrics.
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27,
Jennifer Castle, Jurgen Doornik and David Hendry,
from Economics Group, Nuffield College, University of Oxford
(2020)
Keywords: Autometrics; Cardt; COVID-19; Epidemiology; Forecasting; Forecast averaging; Machine learning; Smoothing; Trend Indicator Saturation.
Beyer-Doornik-Hendry,
Andreas Beyer, Jurgen Doornik and David Hendry,
from Boston College Department of Economics
Constructing Historical Euro-Zone Data,
Andreas Beyer, Jurgen Doornik and David Hendry,
from European University Institute
(2000)
Keywords: EUROPE ; ECONOMIC HISTORY
Statistical model selection with “Big Data”,
Jurgen Doornik, David F. Hendry and Steve Cook,
in Cogent Economics & Finance
(2015)
The Influence of Var Dimensions on Estimator Biases: Comment,
Jurgen Doornik, Bent Nielsen and Thomas J. Rothenberg,
in Econometrica
(2003)
Wage Formation and Bargaining Power during the Great Depression*,
Gunnar Bårdsen, Jurgen Doornik and Jan Tore Klovland,
in Scandinavian Journal of Economics
(2010)
Statistical algorithms for models in state space using SsfPack 2.2,
Siem Jan Koopman, Neil Shephard and Jurgen Doornik,
in Econometrics Journal
(1999)
Keywords: Kalman filtering and smoothing, Markov chain Monte Carlo, Ox, Simulation smoother, State space.
Detecting Location Shifts during Model Selection by Step-Indicator Saturation,
Jennifer Castle, Jurgen Doornik, David Hendry and Felix Pretis,
in Econometrics
(2015)
Keywords: structural breaks; model selection; Monte Carlo; indicator saturation; Autometrics
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation,
Jennifer Castle, Jurgen Doornik, David Hendry and Ragnar Nymoen,
from Rimini Centre for Economic Analysis
(2012)
Keywords: Testing invariance; Structural breaks; Expectations; Impulse-indicator saturation; New-Keynesian Phillips curve
Misspecification Testing: Non-Invariance of Expectations Models of Inflation,
Jennifer Castle, Jurgen Doornik, David Hendry and Ragnar Nymoen,
in Econometric Reviews
(2014)
Statistical Algorithms for Models in State Space Using SsfPack 2.2,
Siem Jan Koopman, N. Shephard and Jurgen Doornik,
from Tilburg University, School of Economics and Management
(1998)
Statistical Algorithms for Models in State Space Using SsfPack 2.2,
Siem Jan Koopman, Neil Shephard and Jurgen Doornik,
from Tilburg University, Center for Economic Research
(1998)
Keywords: Kalman filtering and smoothing; Markov chain Monte Carlo; Ox; simulation smoother; state space
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries,
Gunnar Bårdsen, Jurgen Doornik and Jan Tore Klovland,
from Department of Economics, Norwegian University of Science and Technology
(2001)
A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s,
Gunnar Bårdsen, Jurgen Doornik and Jan Tore Klovland,
from Norges Bank
(2004)
Keywords: wages, depression, panel data, dynamics
A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s,
Gunnar Bårdsen, Jurgen Doornik and Jan Tore Klovland,
from Norges Bank
(2004)
Keywords: wages, depression, panel data, dynamics
Testing the Invariance of Expectations Models of Inflation,
Ragnar Nymoen, Jennifer Castle, Jurgen Doornik and David Hendry,
from Oslo University, Department of Economics
(2010)
Keywords: New-Keynesian Phillips curve; Inflation expectations; Structural breaks; Impulse-indicator saturation.
Increased natural reproduction and genetic diversity one generation after cessation of a steelhead trout (Oncorhynchus mykiss) conservation hatchery program,
Barry A Berejikian and Donald M Van Doornik,
in PLOS ONE
(2018)
A rationale for mediation and its optimal use,
Katherine Doornik,
in International Review of Law and Economics
(2014)
Keywords: Mediation; Litigation; Bargaining; Asymmetric information;
Relational Contracting in Partnerships,
Katherine Doornik,
in Journal of Economics & Management Strategy
(2006)
Incentive Contracts with Enforcement Costs,
Katherine Doornik,
in The Journal of Law, Economics, and Organization
(2010)
BSE AND STRATEGIES FOR TESTING (PowerPoint Presentation),
Jurgen A. Richt,
from United States Department of Agriculture, Agricultural Outlook Forum
(2005)
Keywords: Livestock Production/Industries, Research and Development/Tech Change/Emerging Technologies
Vorsteuerrendite, Nachsteuerrendite oder: Was vom Ertrag noch übrigbleibt,
Hans-Jürgen A. Feyerabend,
from Springer
(2024)
Vorsteuerrendite, Nachsteuerrendite oder: Was vom Ertrag noch übrigbleibt,
Hans-Jürgen A. Feyerabend,
from Springer
(2021)
ZUR BESTEUERUNG DER WERBUNG*,
Jurgen F. A. W. Franke,
in Kyklos
(1973)
Analyse der Wettbewerbsprozesse in der polnischen Fleischindustrie seit Transformationsbeginn,
A. Pieniadz, D.W. Rudolph and Jürgen Wandel,
in Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”
(1998)
Keywords: Industrial Organization
Die Rolle des öffentlich-rechtlichen Rundfunks im Zeitalter von TikTok: Ökonomische Anmerkungen,
Björn A. Kuchinke and Jürgen Rösch,
from Ilmenau University of Technology, Institute of Economics
(2022)
Keywords: Öffentlich-rechtlicher Rundfunk, digitale Medienmärkte, Medienökonomik, TikTok, Marktversagen, Fakenews, digitale Plattformen, Netzwerkeffekte, Journalismus
Influence of scene statistics on colour constancy,
Jürgen Golz and Donald I. A. MacLeod,
in Nature
(2002)
Regulation of queen development through worker aggression in a predatory ant,
Clint A. Penick and Jürgen Liebig,
in Behavioral Ecology
(2012)
A Plea for the Use of Laboratory Experiments in Basic Income Research,
Noguera José A. and Jurgen De Wispelaere,
in Basic Income Studies
(2006)
Registered author: Bernardus Ferdinandus Nazar Van Doornik
Rare BSE mutation raises concerns over risks to public health,
Malcolm A. Ferguson-Smith and Jürgen A. Richt,
in Nature
(2009)
Industriële distributiekanalen als strategisch wapen,
Paul Matthyssens and Michiel van Doornik,
in Economic and Social Journal (Economisch en Sociaal Tijdschrift)
(1993)
Labour markets: what explains the resilience?,
Bernardus Doornik, Deniz Igan and Enisse Kharroubi,
in BIS Quarterly Review
(2023)
Collateral after the Brazilian Creditor Rights Reform,
Bernardus Van Doornik and Lucio Capelletto,
from Central Bank of Brazil, Research Department
(2015)
Human Capital and Startup Financing,
Mauricio Jr and Bernardus Van Doornik,
from Central Bank of Brazil, Research Department
(2021)
Financial Development and Labor Markets: evidence from Brazil,
Julia Fonseca and Bernardus Van Doornik,
from Central Bank of Brazil, Research Department
(2020)
Financial development and labor market outcomes: Evidence from Brazil,
Julia Fonseca and Bernardus Van Doornik,
in Journal of Financial Economics
(2022)
Keywords: Financial constraints; Human capital; Labor misallocation;
Macroprudential, Monetary Policy Synergies and Credit Supply: evidence from matched bank-firm loan-level data in Brazil,
Rodrigo Gonzalez, Bernardus Doornik and João Barroso,
from Central Bank of Brazil, Research Department
(2024)