Jurgen A. Doornik : Citation Profile

Are you Jurgen A. Doornik?

Oxford University

19

H index

23

i10 index

1350

Citations

RESEARCH PRODUCTION:

35

Articles

37

Papers

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 50
   Journals where Jurgen A. Doornik has often published
   Relations with other researchers
   Recent citing documents: 88.    Total self citations: 29 (2.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo59
   Updated: 2022-01-23    RAS profile: 2021-10-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Hendry, David (10)

Castle, Jennifer (9)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jurgen A. Doornik.

Is cited by:

Hendry, David (93)

Koopman, Siem Jan (50)

Castle, Jennifer (46)

Ericsson, Neil (41)

Proietti, Tommaso (37)

Ooms, Marius (24)

Mizon, Grayham (23)

Martinez, Andrew (22)

Bos, Charles (19)

Johansen, Soren (19)

Harvey, Andrew (17)

Cites to:

Hendry, David (106)

Castle, Jennifer (47)

Johansen, Soren (37)

Santos, Carlos (21)

Pretis, Felix (12)

Perron, Pierre (10)

Shephard, Neil (10)

Mizon, Grayham (9)

Nielsen, Bent (9)

Hyndman, Rob (9)

White, Halbert (8)

Main data

Where Jurgen A. Doornik has published?

Journals with more than one article published# docs
Econometrics4
Oxford Bulletin of Economics and Statistics3
International Journal of Forecasting3
Scandinavian Journal of Statistics3
Statistica Neerlandica2
Scottish Journal of Political Economy2
Computational Statistics & Data Analysis2
Journal of Economic Surveys2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics8
Instructional Stata datasets for econometrics / Boston College Department of Economics3
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing Jurgen A. Doornik (2021 and 2020)

YearTitle of citing document
2020Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571.

Full description at Econpapers || Download paper

2020Testing error distribution by kernelized Stein discrepancy in multivariate time series models. (2020). Li, Dong ; Gong, Huan ; Zhu, KE ; Luo, Donghang. In: Papers. RePEc:arx:papers:2008.00747.

Full description at Econpapers || Download paper

2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

Full description at Econpapers || Download paper

2020Bear Markets and Recessions versus Bull Markets and Expansions. (2020). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2009.01343.

Full description at Econpapers || Download paper

2021Divisia Aggregates: A Literature Review and an Application to the Demand for Money in Paraguay. (2021). Sosa, Luis Molinas. In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2021:i:77:p:33-49.

Full description at Econpapers || Download paper

2021Reglas fiscales subnacionales en Colombia: desde su concepción hasta los resultados frente al COVID-19. (2021). Ricciulli-Marin, Diana ; PEREZ-VALBUENA, GERSON ; Bonet, Jaime ; Barrios, Paula ; Bonet-Moron, Jaime. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:297.

Full description at Econpapers || Download paper

2021Indicador coincidente de actividad económica en la recesión pandémica: el caso del Caribe colombiano. (2021). Collazos-Rodriguez, Jaime Andres ; Sanabria-Dominguez, Johana ; Vidal-Alejandro, Pavel ; Orozco-Gallo, Antonio Jose. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:298.

Full description at Econpapers || Download paper

2020Some properties of inflation expectations in the euro area. (2020). Sorić, Petar ; Lolić, Ivana ; Matoec, Marina . In: Metroeconomica. RePEc:bla:metroe:v:71:y:2020:i:1:p:176-203.

Full description at Econpapers || Download paper

2020Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). McAleer, Michael ; Allen, David ; David, Allen ; Shelton, Peiris ; Manabu, Asai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2.

Full description at Econpapers || Download paper

2020Persistence and Long Memory in Monetary Policy Spreads. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8664.

Full description at Econpapers || Download paper

2020Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8674.

Full description at Econpapers || Download paper

2021Pandemic-Induced Wealth and Health Inequality and Risk Exposure. (2021). Schroeder, Max ; Mancy, Rebecca ; Lazarakis, Spyridon ; Angelopoulos, Konstantinos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9474.

Full description at Econpapers || Download paper

2020Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.

Full description at Econpapers || Download paper

2020Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.rdf.

Full description at Econpapers || Download paper

2020A cointegration model of money and wealth. (2020). Assenmacher, Katrin ; Beyer, Andreas. In: Working Paper Series. RePEc:ecb:ecbwps:20202365.

Full description at Econpapers || Download paper

2021A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749.

Full description at Econpapers || Download paper

2020A multicointegration model of global climate change. (2020). Stern, David ; Csereklyei, Zsuzsanna ; Bruns, Stephan B. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:175-197.

Full description at Econpapers || Download paper

2020Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions. (2020). Pretis, Felix. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:256-273.

Full description at Econpapers || Download paper

2021Assisted specification of discrete choice models. (2021). Bierlaire, Michel ; de Lapparent, Matthieu ; Pereira, Francisco C ; Hillel, Tim ; Ortelli, Nicola. In: Journal of choice modelling. RePEc:eee:eejocm:v:39:y:2021:i:c:s175553452100018x.

Full description at Econpapers || Download paper

2021Estimating income and price elasticities of residential electricity demand with Autometrics. (2021). Pellini, Elisabetta. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003078.

Full description at Econpapers || Download paper

2020The response of CO2 emissions to the business cycle: New evidence for the U.S.. (2020). Klarl, Torben. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930355x.

Full description at Econpapers || Download paper

2021Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors. (2021). Koopman, Siem Jan ; Hillebrand, Eric ; Bennedsen, Mikkel. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000232.

Full description at Econpapers || Download paper

2021Exogeneity in climate econometrics. (2021). Pretis, Felix. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832100027x.

Full description at Econpapers || Download paper

2021The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255.

Full description at Econpapers || Download paper

2020Regional heterogeneous drivers of electricity demand in Saudi Arabia: Modeling regional residential electricity demand. (2020). Darandary, Abdulelah ; Mikayilov, Jeyhun I ; Alatawi, Hatem ; al Atawi, Hatem ; Hasanov, Fakhri J ; Alyamani, Ryan. In: Energy Policy. RePEc:eee:enepol:v:146:y:2020:i:c:s0301421520305176.

Full description at Econpapers || Download paper

2021Exchange rates and fundamentals: Further evidence based on asymmetric causality test. (2021). Baharumshah, Ahmad Zubaidi ; Soon, Siew-Voon. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:67-84.

Full description at Econpapers || Download paper

202130 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337.

Full description at Econpapers || Download paper

2020Solvency II and sovereign credit risk: Additional empirical evidence and some thoughts about implications for regulators and lawmakers. (2020). Basse, Tobias. In: International Review of Law and Economics. RePEc:eee:irlaec:v:64:y:2020:i:c:s0144818820301460.

Full description at Econpapers || Download paper

2021Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment. (2021). Otero, Jesus ; Nuez, Hector M ; Iregui, Ana Maria. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:187:y:2021:i:c:p:290-314.

Full description at Econpapers || Download paper

2020Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data. (2020). Kurita, Takamitsu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19300910.

Full description at Econpapers || Download paper

2020Testing normality of data on a multivariate grid. (2020). Horvath, Lajos ; Wang, Shixuan ; Kokoszka, Piotr. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302219.

Full description at Econpapers || Download paper

2021A study on day-of-week effect of submission: Based on the data of JSFST. (2021). Liu, Tianhao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307792.

Full description at Econpapers || Download paper

2022Organizational readiness for digital financial innovation and financial resilience. (2022). Papastathopoulos, Avraam ; Hussain, Matloub. In: International Journal of Production Economics. RePEc:eee:proeco:v:243:y:2022:i:c:s0925527321003029.

Full description at Econpapers || Download paper

2020Dynamic transmissions between main stock markets and SME stock markets: Evidence from tropical economies. (2020). Chaiechi, Taha ; Nguyen, Trang ; Low, David ; Eagle, Lynne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:308-324.

Full description at Econpapers || Download paper

2021Understanding the credit cycle and business cycle dynamics in India. (2021). Bekiros, Stelios ; Ahmad, Wasim ; Saini, Seema. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:988-1006.

Full description at Econpapers || Download paper

2021Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311.

Full description at Econpapers || Download paper

2020Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835.

Full description at Econpapers || Download paper

2020BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl. (2020). Błażejowski, Marcin ; Kufel, Pawe ; Kwiatkowski, Jacek ; Baejowski, Marcin. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:21-:d:361756.

Full description at Econpapers || Download paper

2020Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size. (2020). Bauer, Dietmar ; Li, Yuanyuan. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:38-:d:415196.

Full description at Econpapers || Download paper

2021Are Soybean Yields Getting a Free Ride from Climate Change? Evidence from Argentine Time Series Data. (2021). Cornejo, Magdalena ; Ahumada, Hildegart. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:24-:d:568626.

Full description at Econpapers || Download paper

2021Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:46-:d:696817.

Full description at Econpapers || Download paper

2020Model Selection Procedures in Bounds Test of Cointegration: Theoretical Comparison and Empirical Evidence. (2020). Bulut, Mehmet ; Badshah, Waqar. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:2:p:49-:d:368730.

Full description at Econpapers || Download paper

2020Effects of International Crude Oil Prices on Energy Consumption in China. (2020). Chau, Kwong Wing ; Zou, Gaolu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3891-:d:391968.

Full description at Econpapers || Download paper

2020Gasoline Demand Elasticities at the Backdrop of Lower Oil Prices: Fuel-Subsidizing Country Case. (2020). Mukhtarov, Shahriyar ; Mammadov, Jeyhun ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6752-:d:465967.

Full description at Econpapers || Download paper

2020Elasticity Analysis of Fossil Energy Sources for Sustainable Economies: A Case of Gasoline Consumption in Turkey. (2020). Mukhtarov, Shahriyar ; Aydin, Ridvan ; Yuksel, Serhat ; Diner, Hasan ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:3:p:731-:d:317837.

Full description at Econpapers || Download paper

2021Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets”. (2021). Paccagnini, Alessia. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:3:p:30-500:d:588484.

Full description at Econpapers || Download paper

2021Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX. (2021). Raffiee, Kambiz ; Kolay, Madhuparna ; Chatrath, Arjun ; Adrangi, Bahram. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:114-:d:513963.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2020Do High Oil Prices Obstruct the Transition to Renewable Energy Consumption?. (2020). Mukhtarov, Shahriyar ; Muradov, Vugar ; Humbatova, Sugra ; Mikayilov, Jeyhun I. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4689-:d:368893.

Full description at Econpapers || Download paper

2020Green Restaurant Consumers’ Pride and Social Healthy Narcissism Influencing Self-Actualization and Self-Transcendence That Drive Customer Citizenship Behavior. (2020). Lee, Bora ; Hwang, Kumju ; Hahn, Juhee. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10339-:d:460142.

Full description at Econpapers || Download paper

2021Transparency and Accountability in Sports: Measuring the Social and Financial Performance of Spanish Professional Football. (2021). Moneva, Jose M ; Llena-Macarulla, Fernando ; Guevara-Perez, Juan C ; Urdaneta, Rudemarlyn. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8663-:d:607634.

Full description at Econpapers || Download paper

2021Economic Aspects of Shrinking Cities in Poland in the Context of Regional Sustainable Development. (2021). Wichowska, Anna. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3104-:d:515436.

Full description at Econpapers || Download paper

2020A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016. (2020). Kohler, Karsten ; Calvert Jump, Robert. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:30959.

Full description at Econpapers || Download paper

2021Is a €10 trillion European climate investment initative fiscally sustainable?. (2021). Kapeller, Jakob ; Leitch, Stuart ; Wildauer, Rafael. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:34344.

Full description at Econpapers || Download paper

2020Forecast Accuracy Matters for Hurricane Damages. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-003.

Full description at Econpapers || Download paper

2020Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008.

Full description at Econpapers || Download paper

2021Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Working Papers. RePEc:gwc:wpaper:2021-006.

Full description at Econpapers || Download paper

2020Industry dynamics and high-growth firms contribution to productivity growth. (2020). Bisztray, Marta ; de Nicola, Francesca ; Murakozy, Balazs. In: CERS-IE WORKING PAPERS. RePEc:has:discpr:2047.

Full description at Econpapers || Download paper

2021Beyond F-statistic - A General Approach for Assessing Weak Identification. (2021). Denzer, Manuel ; Weiser, Constantin. In: Working Papers. RePEc:jgu:wpaper:2107.

Full description at Econpapers || Download paper

2020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

Full description at Econpapers || Download paper

2020Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother. (2020). Solberger, Martin ; Spnberg, Erik. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09912-z.

Full description at Econpapers || Download paper

2020Immigration and the Dutch disease A counterfactual analysis of the Norwegian resource boom 2004-2013. (2020). Eika, Torbjorn ; Cappelen, Dne. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:3:d:10.1007_s11079-019-09543-9.

Full description at Econpapers || Download paper

2020Disclosing ‘masked employees’ in Europe: job control, job demands and job outcomes of ‘dependent self-employed workers’. (2020). Millan, Jose Maria ; Caador-Rodrigues, Leonel ; Mariamillan, Jose. In: Small Business Economics. RePEc:kap:sbusec:v:55:y:2020:i:2:d:10.1007_s11187-019-00245-7.

Full description at Econpapers || Download paper

2020Finance and Economic Development in Italy, 1870-1913. (2020). Rinaldi, Alberto ; Pistoresi, Barbara ; Incerpi, Andrea. In: Department of Economics. RePEc:mod:depeco:0162.

Full description at Econpapers || Download paper

2020Focused Bayesian Prediction. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-1.

Full description at Econpapers || Download paper

2020A Short History of Macro-econometric Modelling. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2001.

Full description at Econpapers || Download paper

2020First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2002.

Full description at Econpapers || Download paper

2021Smooth Robust Multi-Horizon Forecasts. (2021). Martinez, Andrew ; Hendry, David F ; Castle, Jennifer L. In: Economics Papers. RePEc:nuf:econwp:2101.

Full description at Econpapers || Download paper

2021Is a €10 trillion European climate investment initiative fiscally sustainable?. (2021). Kapeller, Jakob ; Leitch, Stuart ; Wildauer, Rafael. In: Working Papers. RePEc:pke:wpaper:pkwp2121.

Full description at Econpapers || Download paper

2020Omnibus test for normality based on the Edgeworth expansion. (2020). Burnecki, Krzysztof ; Iskander, Robert D ; Wyomaska, Agnieszka. In: PLOS ONE. RePEc:plo:pone00:0233901.

Full description at Econpapers || Download paper

2020Statehood experience and income inequality: A historical perspective. (2020). Vu, Trung. In: MPRA Paper. RePEc:pra:mprapa:100428.

Full description at Econpapers || Download paper

2021Does Certainty on the Winner Diminish the Interest in Sport Competitions? The Case of Formula One. (2021). Reade, J ; Garcia-del-Barrio, Pedro. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-18.

Full description at Econpapers || Download paper

2020Globalization and socio-economic development in Russia. (2020). Rodionova, Liliya ; Kopnova, Elena. In: Applied Econometrics. RePEc:ris:apltrx:0408.

Full description at Econpapers || Download paper

2021Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process. (2021). Proietti, Tommaso ; Maddanu, Federico. In: CEIS Research Paper. RePEc:rtv:ceisrp:518.

Full description at Econpapers || Download paper

2021Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2021Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach. (2021). Zhou, Siwen. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01776-4.

Full description at Econpapers || Download paper

2020Unfolding the relationship between mortality, economic fluctuations, and health in Italy. (2020). Cavicchioli, Maddalena ; Pistoresi, Barbara. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:21:y:2020:i:3:d:10.1007_s10198-019-01135-1.

Full description at Econpapers || Download paper

2020EU Consumer Confidence and the New Modesty Hypothesis. (2020). Matoec, Marina ; Imeija, Mirjana ; Sori, Petar. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:152:y:2020:i:3:d:10.1007_s11205-020-02449-x.

Full description at Econpapers || Download paper

2020Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics. (2020). Henze, Norbert ; Ebner, Bruno. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:29:y:2020:i:4:d:10.1007_s11749-020-00740-0.

Full description at Econpapers || Download paper

2020Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors.. (2020). Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202006.

Full description at Econpapers || Download paper

2020Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications.. (2020). Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202007.

Full description at Econpapers || Download paper

2021Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2021). Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202108.

Full description at Econpapers || Download paper

2021Sources of Convergence and Divergence in University Research Quality: Evidence from the Performance-Based Research Funding System in New Zealand. (2021). Gemmell, Norman ; Creedy, John ; Buckle, Robert. In: Working Paper Series. RePEc:vuw:vuwcpf:9468.

Full description at Econpapers || Download paper

2021Focused Bayesian prediction. (2021). Loaiza Maya, Rubén ; Loaizamaya, Ruben ; Frazier, David T ; Martin, Gael M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:517-543.

Full description at Econpapers || Download paper

2021Scheduled macroeconomic news announcements and Forex volatility forecasting. (2021). Plihal, Toma. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1379-1397.

Full description at Econpapers || Download paper

2021Is a €10 trillion European climate investment initiative fiscally sustainable?. (2021). Wildauer, Rafae ; Leitch, Stuart ; Kapeller, Jakob. In: ifso working paper series. RePEc:zbw:ifsowp:16.

Full description at Econpapers || Download paper

Works by Jurgen A. Doornik:

YearTitleTypeCited
2000Reconstructing Aggregate Euro?zone Data In: Journal of Common Market Studies.
[Full Text][Citation analysis]		article24
1998Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article55
1998APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article87
2008Encompassing and Automatic Model Selection* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article31
2008An Omnibus Test for Univariate and Multivariate Normality* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article233
1996An omnibus test for univariate and multivariate normalit.(1996) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 233		paper
2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article6
2011Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2012Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2010Wage Formation and Bargaining Power during the Great Depression* In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article5
2016An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article4
2016Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article2
2018Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article0
2017Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications.(2017) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1994Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy.
[Citation analysis]		article71
1997The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article1
2004Identifying, estimating and testing restricted cointegrated systems: An overview In: Statistica Neerlandica.
[Full Text][Citation analysis]		article32
2003Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2006Econometric software development: past, present and future In: Statistica Neerlandica.
[Full Text][Citation analysis]		article4
2004A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s In: Working Paper.
[Full Text][Citation analysis]		paper1
2004A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s.(2004) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
Daily DJIA In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper1
Iris In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
2011Evaluating Automatic Model Selection In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article64
2010Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		paper
2004Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article21
In: .
[Full Text][Citation analysis]		article0
2001Constructing Historical Euro-Zone Data. In: Economic Journal.
[Full Text][Citation analysis]		article113
2000Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 113		paper
2003The Influence of Var Dimensions on Estimator Biases: Comment In: Econometrica.
[Citation analysis]		article1
2000Multimodality and the GARCH Likelihood In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper10
2001Multimodality and the GARCH Likelihood.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has another version. Agregated cites: 10		paper
1999Statistical algorithms for models in state space using SsfPack 2.2 In: Econometrics Journal.
[Citation analysis]		article214
1998Statistical Algorithms for Models in State Space Using SsfPack 2.2.(1998) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 214		paper
1998Statistical Algorithms for Models in State Space Using SsfPack 2.2.(1998) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 214		paper
2002Numerically stable cointegration analysis In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article7
2003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article63
2001Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models.(2001) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2013A Markov-switching model with component structure for US GNP In: Economics Letters.
[Full Text][Citation analysis]		article10
2012Model selection when there are multiple breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article66
2008Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66		paper
2008Multimodality in GARCH regression models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article36
2003Multimodality in the GARCH Regression Model.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
2020Card forecasts for M4 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2021Modelling non-stationary ‘Big Data’ In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2020Modelling Non-stationary Big Data.(2020) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1999Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation In: Econometric Institute Research Papers.
[Citation analysis]		paper11
2000Wage Behaviour During the Interwar Years: Are there any Puzzles left? Evidence from a Panel of Norwegian Manufacturing Industries. In: Norwegian School of Economics and Business Administration-.
[Citation analysis]		paper0
2015Detecting Location Shifts during Model Selection by Step-Indicator Saturation In: Econometrics.
[Full Text][Citation analysis]		article58
2017Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions In: Econometrics.
[Full Text][Citation analysis]		article4
2017Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models In: Econometrics.
[Full Text][Citation analysis]		article0
2021Selecting a Model for Forecasting In: Econometrics.
[Full Text][Citation analysis]		article0
2018Selecting a Model for Forecasting.(2018) In: Economics Series Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021Forecasting Principles from Experience with Forecasting Competitions In: Forecasting.
[Full Text][Citation analysis]		article1
2010Testing the Invariance of Expectations Models of Inflation In: Memorandum.
[Full Text][Citation analysis]		paper19
2010Testing the Invariance of Expectations Models of Inflation.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2005Distribution approximations for cointegration tests with stationary exogenous regressors In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article22
1999Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors.(1999) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2001A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2001Computationally-intensive Econometrics using a Distributed Matrix-programming Language In: Economics Papers.
[Full Text][Citation analysis]		paper3
2004Parallel Computation in Econometrics: A Simplified Approach In: Economics Papers.
[Full Text][Citation analysis]		paper0
2005Outlier Detection in GARCH Models In: Economics Papers.
[Full Text][Citation analysis]		paper23
2005Outlier Detection in GARCH Models.(2005) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2019Some forecasting principles from the M4 competition In: Economics Papers.
[Full Text][Citation analysis]		paper0
2020Robust Discovery of Regression Models In: Economics Papers.
[Full Text][Citation analysis]		paper0
2020Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 In: Economics Papers.
[Full Text][Citation analysis]		paper1
2013Step-indicator Saturation In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper24
2014Statistical Model Selection with Big Data In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper7
2015Statistical model selection with “Big Data”.(2015) In: Cogent Economics & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2012Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series.
[Full Text][Citation analysis]		paper10
2014Misspecification Testing: Non-Invariance of Expectations Models of Inflation.(2014) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team