Jan G. De Gooijer : Citation Profile


Are you Jan G. De Gooijer?

Universiteit van Amsterdam

9

H index

9

i10 index

349

Citations

RESEARCH PRODUCTION:

39

Articles

22

Papers

RESEARCH ACTIVITY:

   38 years (1980 - 2018). See details.
   Cites by year: 9
   Journals where Jan G. De Gooijer has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 12 (3.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo185
   Updated: 2019-10-15    RAS profile: 2019-02-01    
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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)

Hendry, David (7)

King, Maxwell (7)

Sola, Martin (6)

Zhang, Xibin (6)

Spagnolo, Fabio (6)

Cites to:

Franses, Philip Hans (12)

Granger, Clive (11)

Engle, Robert (10)

Ord, Keith (9)

Diebold, Francis (9)

Clements, Michael (9)

Smith, Jeremy (7)

Snyder, Ralph (5)

Hyndman, Rob (5)

Kim, Jae (4)

Tay, Anthony S (4)

Main data


Where Jan G. De Gooijer has published?


Journals with more than one article published# docs
International Journal of Forecasting12
Computational Statistics & Data Analysis5
Scandinavian Journal of Statistics2
Statistics & Probability Letters2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute14

Recent works citing Jan G. De Gooijer (2018 and 2017)


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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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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2017WHEN ARE WAVELETS USEFUL FORECASTERS?. (2017). Yazgan, Ege ; Gencay, Ramazan. In: Working Papers. RePEc:bli:wpaper:1704.

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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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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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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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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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2017Cointegration and causal linkages in fertilizer markets across different regimes. (2017). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:181-189.

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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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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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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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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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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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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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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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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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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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2017Demystifying the Meese–Rogoff puzzle: structural breaks or measures of forecasting accuracy?. (2017). Burns, Kelly ; Moosa, Imad. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:48:p:4897-4910.

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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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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). Fischer, Thomas ; Treichel, Alex ; Krauss, Christopher. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:022018.

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Works by Jan G. De Gooijer:


YearTitleTypeCited
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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article32
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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2002On Conditional Density Estimation.(2002) In: Tinbergen Institute Discussion Papers.
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2012Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States Stock Exchanges In: Studies in Nonlinear Dynamics & Econometrics.
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2005Estimating threshold cointegrated systems In: Economics Bulletin.
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1996Component extraction analysis of multivariate time series In: Computational Statistics & Data Analysis.
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2000Nonparametric conditional predictive regions for time series In: Computational Statistics & Data Analysis.
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2003Modeling vector nonlinear time series using POLYMARS In: Computational Statistics & Data Analysis.
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2006Detecting change-points in multidimensional stochastic processes In: Computational Statistics & Data Analysis.
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2011Some exact tests for manifest properties of latent trait models In: Computational Statistics & Data Analysis.
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2010Some Exact Tests for Manifest Properties of Latent Trait Models.(2010) In: Tinbergen Institute Discussion Papers.
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1989Testing non-linearities in world stock market prices In: Economics Letters.
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1980Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1 In: Journal of Econometrics.
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2003Nonlinear stochastic inflation modelling using SEASETARs In: Insurance: Mathematics and Economics.
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1995Oliver Duncan Anderson: 1940-1995 In: International Journal of Forecasting.
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1997Forecasting and seasonality In: International Journal of Forecasting.
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2002Introduction to forecasting decisions in conflict situations In: International Journal of Forecasting.
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2004Forecasting threshold cointegrated systems In: International Journal of Forecasting.
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2004Editorial Announcement In: International Journal of Forecasting.
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2005Introduction to nonlinearities, business cycles, and forecasting In: International Journal of Forecasting.
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200625 years of time series forecasting In: International Journal of Forecasting.
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1990The role of time series analysis in forecasting: A personal view In: International Journal of Forecasting.
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1992On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes In: International Journal of Forecasting.
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1992Some recent developments in non-linear time series modelling, testing, and forecasting In: International Journal of Forecasting.
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1993Nonlinear 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 In: International Journal of Forecasting.
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1993On predictive least squares principles : C.Z. Wei, The Annals of Statistics 20 (1992), 1-42 In: International Journal of Forecasting.
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1998Forecasting exchange rates using TSMARS In: Journal of International Money and Finance.
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2008Parametric and nonparametric Granger causality testing: Linkages between international stock markets In: Physica A: Statistical Mechanics and its Applications.
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1998On forecasting SETAR processes In: Statistics & Probability Letters.
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2002Mean squared error properties of the kernel-based multi-stage median predictor for time series In: Statistics & Probability Letters.
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1996Testing Linearity against Nonlinear Moving Average Models In: SSE/EFI Working Paper Series in Economics and Finance.
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1997Testing Linearity against Nonlinear Moving Average Models.(1997) In: Umeå Economic Studies.
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2000ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH In: Umeå Economic Studies.
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2004Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH.(2004) In: Journal of Forecasting.
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2000Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH.(2000) In: Tinbergen Institute Discussion Papers.
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2007Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges In: Umeå Economic Studies.
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2018Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach In: Financial Markets and Portfolio Management.
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200525 Years of IIF Time Series Forecasting: A Selective Review In: Monash Econometrics and Business Statistics Working Papers.
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200525 Years of IIF Time Series Forecasting: A Selective Review.(2005) In: Tinbergen Institute Discussion Papers.
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1992Dynamic factor analysis of nonstationary multivariate time series In: Psychometrika.
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2008Partial sums of lagged cross-products of AR residuals and a test for white noise In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2007Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities In: Journal of Applied Statistics.
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1999Nonparametric Regression with Serially Correlated Errors In: Tinbergen Institute Discussion Papers.
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2000Modelling Seasonalities in Nonlinear Inflation Rates using SEASETARs In: Tinbergen Institute Discussion Papers.
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