Jan G. De Gooijer : Citation Profile


Are you Jan G. De Gooijer?

Universiteit van Amsterdam

9

H index

9

i10 index

370

Citations

RESEARCH PRODUCTION:

40

Articles

25

Papers

RESEARCH ACTIVITY:

   41 years (1977 - 2018). See details.
   Cites by year: 9
   Journals where Jan G. De Gooijer has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 13 (3.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo185
   Updated: 2020-05-23    RAS profile: 2019-10-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jan G. De Gooijer.

Is cited by:

Clements, Michael (15)

GUPTA, RANGAN (13)

Franses, Philip Hans (11)

Balcilar, Mehmet (10)

Miller, Stephen (9)

Majumdar, Anandamayee (9)

King, Maxwell (7)

Hendry, David (7)

Swanson, Norman (6)

Sola, Martin (6)

Spagnolo, Fabio (6)

Cites to:

Franses, Philip Hans (12)

Granger, Clive (11)

Engle, Robert (10)

Ord, Keith (9)

Clements, Michael (9)

Diebold, Francis (9)

Smith, Jeremy (7)

Hyndman, Rob (6)

Snyder, Ralph (5)

Reichlin, Lucrezia (5)

Bollerslev, Tim (4)

Main data


Where Jan G. De Gooijer has published?


Journals with more than one article published# docs
International Journal of Forecasting13
Computational Statistics & Data Analysis5
Statistics & Probability Letters2
Scandinavian Journal of Statistics2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute14
University of Amsterdam, Actuarial Science and Econometrics Archive / University of Amsterdam, Faculty of Economics and Business3

Recent works citing Jan G. De Gooijer (2019 and 2018)


YearTitle of citing document
2017Empirical analysis of daily cash flow time series and its implications for forecasting. (2017). Salas-Molina, Francisco ; Martin, Francisco J ; Serra, Joan ; Rodr, Juan A. In: Papers. RePEc:arx:papers:1611.04941.

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2019Conditional Density Estimation with Neural Networks: Best Practices and Benchmarks. (2019). Ulrich, Maxim ; Walther, Simon ; Ferreira, Fabio ; Rothfuss, Jonas. In: Papers. RePEc:arx:papers:1903.00954.

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2019Forecasting under Long Memory and Nonstationarity. (2019). Hassler, Uwe ; Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:1910.08202.

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2020Multidimensional Analysis of Monthly Stock Market Returns. (2020). Gulseven, Osman. In: Papers. RePEc:arx:papers:2003.05750.

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2020Turn-of-the Year Affect in Gold Prices: Decomposition Analysis. (2020). Gulseven, Osman. In: Papers. RePEc:arx:papers:2003.11027.

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2018UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7023.

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2018On the use of probabilistic forecasts in scheduling of renewable energy sources coupled to storages. (2018). Appino, Riccardo Remo ; Hagenmeyer, Veit ; Faulwasser, Timm ; Mikut, Ralf ; Gonzalez, Jorge Angel. In: Applied Energy. RePEc:eee:appene:v:210:y:2018:i:c:p:1207-1218.

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2020Determining the Number of Effective Parameters in Kernel Density Estimation. (2020). Parmeter, Christopher F ; McCloud, Nadine. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301987.

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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2017Smoothed kernel conditional density estimation. (2017). Wu, Ximing ; Wen, Kuangyu . In: Economics Letters. RePEc:eee:ecolet:v:152:y:2017:i:c:p:112-116.

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2018A semiparametric quantile panel data model with an application to estimating the growth effect of FDI. (2018). CAI, ZONGWU ; Fang, Ying ; Chen, Linna . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:531-553.

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2019A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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2017Integrated hierarchical forecasting. (2017). , Clint ; van Dalen, Jan . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:412-418.

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2019News-based forecasts of macroeconomic indicators: A semantic path model for interpretable predictions. (2019). Feuerriegel, Stefan ; Gordon, Julius. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:1:p:162-175.

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2018A novel approach for oil price forecasting based on data fluctuation network. (2018). Zhou, Peng ; Tian, Lixin ; Wang, Minggang. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:201-212.

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2017Forecasting method for global radiation time series without training phase: Comparison with other well-known prediction methodologies. (2017). Voyant, Cyril ; Nivet, Marie-Laure ; Paoli, Christophe ; Notton, Gilles ; Fouilloy, Alexis ; Motte, Fabrice. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:199-208.

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2017Uncertainties in global radiation time series forecasting using machine learning: The multilayer perceptron case. (2017). Voyant, Cyril ; Motte, Fabrice ; Fouilloy, Alexis ; Darras, Christophe ; Notton, Gilles. In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:248-257.

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2017Dynamic optimization of natural gas networks under customer demand uncertainties. (2017). Behrooz, Hesam Ahmadian ; Boozarjomehry, Bozorgmehry R. In: Energy. RePEc:eee:energy:v:134:y:2017:i:c:p:968-983.

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2018Forecasting spikes in electricity return innovations. (2018). Tafakori, Laleh ; Alavifard, Farzad ; Pourkhanali, Armin. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:508-526.

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2018A deep learning model for short-term power load and probability density forecasting. (2018). Guo, Zhifeng ; Yang, Shanlin ; Zhang, Xiaoling ; Zhou, Kaile. In: Energy. RePEc:eee:energy:v:160:y:2018:i:c:p:1186-1200.

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2018Solar irradiation prediction with machine learning: Forecasting models selection method depending on weather variability. (2018). Fouilloy, Alexis ; Duchaud, Jean-Laurent ; Guillot, Emmanuel ; Nivet, Marie-Laure ; Paoli, Christophe ; Motte, Fabrice ; Notton, Gilles ; Voyant, Cyril. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:620-629.

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2019Short-term load forecasting by using a combined method of convolutional neural networks and fuzzy time series. (2019). Lee, Muhammad Hisyam ; Guimares, Frederico Gadelha ; de Lima, Petronio Candido ; Sadaei, Hossein Javedani. In: Energy. RePEc:eee:energy:v:175:y:2019:i:c:p:365-377.

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2019Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach. (2019). tissaoui, KAIS. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:232-249.

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2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

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2017Empowering cash managers to achieve cost savings by improving predictive accuracy. (2017). Salas-Molina, Francisco ; Ll, Josep ; Serra, Joan ; Rodriguez-Aguilar, Juan A ; Martin, Francisco J. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:403-415.

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2018Using past contribution patterns to forecast fundraising outcomes in crowdfunding. (2018). Jank, Wolfgang ; Fan-Osuala, Onochie ; Zantedeschi, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:30-44.

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2019Automatic selection of unobserved components models for supply chain forecasting. (2019). Villegas, Marco A ; Pedregal, Diego J. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:157-169.

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2018ARIMA + GARCH + Bootstrap forecasting method applied to the airline industry. (2018). Nieto, Mara Rosa ; Carmona-Bentez, Rafael Bernardo. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:71:y:2018:i:c:p:1-8.

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2019Has macroeconomic forecasting changed after the Great Recession? Panel-based evidence on forecast accuracy and forecaster behavior from Germany. (2019). Dopke, Jorg ; Muller, Karsten ; Fritsche, Ulrich. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303550.

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2017Data-driven kNN estimation in nonparametric functional data analysis. (2017). Vieu, Philippe ; Laksaci, Ali ; Kara, Lydia-Zaitri ; Rachdi, Mustapha. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:176-188.

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2017Quantile index coefficient model with variable selection. (2017). Zhao, Weihua ; Lian, Heng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:40-58.

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2020Inventory control with seasonality of lead times. (2020). Riezebos, Jan ; Zhu, Stuart X. In: Omega. RePEc:eee:jomega:v:92:y:2020:i:c:s0305048318313665.

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2019Predictive analytics of the copper spot price by utilizing complex network and artificial neural network techniques. (2019). Ghadimi, Pezhman ; Lim, Ming K ; Wang, Minggang ; Zhang, Xinyi. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:54.

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2018Dynamics and causalities of atmospheric and oceanic data identified by complex networks and Granger causality analysis. (2018). Charakopoulos, A K ; Karakasidis, T E ; Katsouli, G A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:436-453.

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2018Market efficiency of Baltic stock markets: A fractional integration approach. (2018). YAYA, OLAOLUWA ; GUPTA, RANGAN ; Gil-Alana, Luis ; Shittu, Olanrewaju I. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:511:y:2018:i:c:p:251-262.

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2020Graph-based era segmentation of international financial integration. (2020). Borgnat, Pierre ; Abry, Patrice ; Jensen, Pablo ; Parent, Antoine ; Bastidon, Cecile. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316346.

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2017Machine learning methods for solar radiation forecasting: A review. (2017). Notton, Gilles ; Voyant, Cyril ; Fouilloy, Alexis ; Motte, Fabrice ; Paoli, Christophe ; Nivet, Marie-Laure ; Kalogirou, Soteris. In: Renewable Energy. RePEc:eee:renene:v:105:y:2017:i:c:p:569-582.

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2019Renewable generation forecast studies – Review and good practice guidance. (2019). Stadtmann, Georg ; Croonenbroeck, Carsten. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:108:y:2019:i:c:p:312-322.

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2018Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2018). Weron, Rafał ; Nowotarski, Jakub. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1548-1568.

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2017Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH. (2017). Vortelinos, Dimitrios I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:824-839.

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2019Estimating the conditional equity risk premium in African frontier markets. (2019). Othieno, Ferdinand ; Biekpe, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:538-551.

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2018FORECASTING THE OPERATIONAL ACTIVITIES OF THE SEA PASSENGER TERMINAL USING INTELLIGENT TECHNOLOGIES. (2018). Krile, Sreko ; Fetisov, Vladimir ; Maiorov, Nikolai. In: Transport Problems. RePEc:exl:1trans:v:13:y:2018:i:1:p:27-36.

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2018Short-Term Forecasting for Energy Consumption through Stacking Heterogeneous Ensemble Learning Model. (2018). Khairalla, Mergani A ; El-Faroug, Musaab O ; Al-Jallad, Nashat T ; Ning, XU. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1605-:d:153338.

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2019A Comparative Study of Time Series Forecasting Methods for Short Term Electric Energy Consumption Prediction in Smart Buildings. (2019). Vazquez, Jose Luis ; Gomez, Francisco A ; Torres, Miguel Garcia ; Divina, Federico. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:10:p:1934-:d:232835.

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2019An Accurate, Light-Weight Wind Speed Predictor for Renewable Energy Management Systems. (2019). Bakhtvar, Mostafa ; Al-Yahyai, Sultan ; Al-Hinai, Amer ; al Maashri, Ahmed ; Al-Zadjali, Saira. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:22:p:4355-:d:287275.

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2019The Influence of Domestic and Foreign Shocks on Portfolio Diversification Gains and the Associated Risks. (2019). Narayan, Seema. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:160-:d:274897.

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2018Photovoltaic Power Forecasting Based on EEMD and a Variable-Weight Combination Forecasting Model. (2018). Wang, Hui ; Sun, Jianbo. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2627-:d:160111.

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2019The Synergy of Financial Volatility between China and the United States and the Risk Conduction Paths. (2019). Wang, Ting ; Su, Peng ; Sun, Wei ; Jiang, Xiaochun. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:15:p:4151-:d:253690.

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2019Decomposition-Based Dynamic Adaptive Combination Forecasting for Monthly Electricity Demand. (2019). Pang, Meng ; Li, Xiaoping ; Yang, Liangwei ; Ma, Jing ; Hu, Zhineng. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1272-:d:209684.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: Graz Economics Papers. RePEc:grz:wpaper:2018-09.

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2018Has Macroeconomic Forecasting changed after the Great Recession? - Panel-based Evidence on Accuracy and Forecaster Behaviour from Germany. (2018). Fritsche, Ulrich ; Muller, Karsten ; Dopke, Jorg. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201803.

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2020Prediction of Unemployment Rates with Time Series and Machine Learning Techniques. (2020). Katris, Christos . In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09908-9.

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2019Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach. (2019). Zhang, Xibin ; Wang, Chuan ; Feng, Guohua . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:51:y:2019:i:1:d:10.1007_s11123-018-0542-x.

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2017Construction and visualization of optimal confidence sets for frequentist distributional forecasts. (2017). Poskitt, Donald ; Perera, Indeewara ; Martin, Gael M ; Harris, David. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-9.

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2017Ajustarea seriilor de timp financiare,Partea întâi. (2017). Stefanescu, Rzvan ; Dumitriu, Ramona. In: MPRA Paper. RePEc:pra:mprapa:78329.

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2019A new unit root analysis for testing hysteresis in unemployment. (2019). Ogbonna, Ahamuefula ; Gil-Alana, Luis ; Furuoka, Fumitaka ; Yaya, Olaoluwa S. In: MPRA Paper. RePEc:pra:mprapa:96621.

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2020Graph-based Era segmentation of financial integration. (2019). PARENT, Antoine ; Jensen, Pablo ; Borgnat, Pierre ; Bastidon, Cecile ; Abry, Patrice. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/ps168627s85g86i5u1aj5akpm.

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2019Greedy Gaussian segmentation of multivariate time series. (2019). Boyd, Stephen ; Nystrup, Peter ; Hallac, David. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:3:d:10.1007_s11634-018-0335-0.

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2017Nonparametric estimation of a conditional density. (2017). Bott, Ann-Kathrin ; Kohler, Michael. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:1:d:10.1007_s10463-015-0535-8.

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2020Estimating quantiles in imperfect simulation models using conditional density estimation. (2020). Krzyak, Adam ; Kohler, Michael. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-018-0683-8.

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2019Maximum likelihood method for bandwidth selection in kernel conditional density estimate. (2019). Horova, Ivanka ; Konena, Kateina. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00884-0.

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2018Quantile forecast combination using stochastic dominance. (2018). Stengos, Thanasis ; Pinar, Mehmet ; Yazgan, Ege M. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1343-1.

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2019Evaluation of forecasting methods from selected stock market returns. (2019). Mallikarjuna, Mejari ; Rao, Prabhakara R. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0157-x.

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2018Assessing macroeconomic recovery after a natural hazard based on ARIMA—a case study of the 2008 Wenchuan earthquake in China. (2018). Sui, QI ; Liu, Tianxue ; Wang, Ying ; Zhu, Yingqi. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:91:y:2018:i:3:d:10.1007_s11069-017-3163-1.

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2018Dynamic factor analysis for short panels: estimating performance trajectories for water utilities. (2018). Zirogiannis, Nikolaos ; Tripodis, Yorghos. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:1:d:10.1007_s10260-017-0394-y.

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2017Dating multiple change points in the correlation matrix. (2017). Wied, Dominik ; Galeano, Pedro . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0513-3.

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2018Rainfall Pattern Forecasting Using Novel Hybrid Intelligent Model Based ANFIS-FFA. (2018). Yaseen, Zaher Mundher ; Deo, Ravinesh ; Yusif, Ali A ; Heddam, Salim ; Siddique, Ridwan ; Bonakdari, Hossein ; Ebtehaj, Isa ; Ghareb, Mazen Ismaeel. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:32:y:2018:i:1:d:10.1007_s11269-017-1797-0.

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2020Using AR, MA, and ARMA Time Series Models to Improve the Performance of MARS and KNN Approaches in Monthly Precipitation Modeling under Limited Climatic Data. (2020). Mehdizadeh, Saeid. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:34:y:2020:i:1:d:10.1007_s11269-019-02442-1.

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2018Forecasting at Scale. (2018). Taylor, Sean J ; Letham, Benjamin. In: The American Statistician. RePEc:taf:amstat:v:72:y:2018:i:1:p:37-45.

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2018Semiparametric model average prediction in panel data analysis. (2018). Huang, Tao ; Li, Jialiang. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:30:y:2018:i:1:p:125-144.

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2017Hull-White’s value at risk model: case study of Baltic equities market. (2017). Radivojevi, Nikola ; Dj, Djurdjica ; Uri, Nikola V. In: Journal of Business Economics and Management. RePEc:taf:jbemgt:v:18:y:2017:i:5:p:1023-1041.

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2018Boosting Non-linear Predictabilityof Macroeconomic Time SeriesComplexity and benefit take-up: Empirical evidence from the Finnish homecare allowance. (2018). Virtanen, Timo ; Kauppi, Heikki. In: Discussion Papers. RePEc:tkk:dpaper:dp124.

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2018Volatility Forecast by Volatility Index and Its Use as a Risk Management Tool Under a Value-at-Risk Approach. (2018). Siu, Yam Wing. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:21:y:2018:i:02:n:s0219091518500108.

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2018Machine learning for time series forecasting - a simulation study. (2018). Treichel, Alex ; Krauss, Christopher ; Fischer, Thomas. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:022018.

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Works by Jan G. De Gooijer:


YearTitleTypeCited
1977On the inverse of the autocovariance matrix for a general mixed autoregressive movie average process In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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1980FORMULAE 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. In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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1983Approximate moments for the sampled space-time autocorrelation function In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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2009Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns In: CeNDEF Working Papers.
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2012Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns.(2012) In: Central European Journal of Economic Modelling and Econometrics.
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2009Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns.(2009) In: Tinbergen Institute Discussion Papers.
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2003On Additive Conditional Quantiles With High Dimensional Covariates In: Journal of the American Statistical Association.
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1999Lagged Regression Residuals and Serial-Correlation Tests. In: Journal of Business & Economic Statistics.
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1998On threshold moving‐average models In: Journal of Time Series Analysis.
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2001Cross‐validation Criteria for Setar Model Selection In: Journal of Time Series Analysis.
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2007Semiparametric Regression with Kernel Error Model In: Scandinavian Journal of Statistics.
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2006Semiparametric Regression with Kernel Error Model.(2006) In: Tinbergen Institute Discussion Papers.
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2011Efficient Estimation of an Additive Quantile Regression Model In: Scandinavian Journal of Statistics.
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2009Efficient Estimation of an Additive Quantile Regression Model.(2009) In: MPRA Paper.
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2003On Conditional Density Estimation In: Statistica Neerlandica.
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