Jan G. De Gooijer : Citation Profile


Are you Jan G. De Gooijer?

Universiteit van Amsterdam

10

H index

11

i10 index

479

Citations

RESEARCH PRODUCTION:

47

Articles

27

Papers

1

Chapters

RESEARCH ACTIVITY:

   46 years (1977 - 2023). See details.
   Cites by year: 10
   Journals where Jan G. De Gooijer has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 21 (4.2 %)

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   Permalink: http://citec.repec.org/pgo185
   Updated: 2024-01-16    RAS profile: 2023-06-08    
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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 (17)

GUPTA, RANGAN (13)

Franses, Philip Hans (13)

Balcilar, Mehmet (10)

Majumdar, Anandamayee (9)

Miller, Stephen (9)

Hendry, David (9)

Zhang, Xibin (8)

Shang, Han Lin (7)

King, Maxwell (7)

Swanson, Norman (6)

Cites to:

Franses, Philip Hans (12)

Diebold, Francis (10)

Engle, Robert (10)

Clements, Michael (9)

Hyndman, Rob (9)

Ord, Keith (9)

Smith, Jeremy (7)

LINTON, OLIVER (7)

Fan, Jianqing (6)

Brännäs, Kurt (6)

Reichlin, Lucrezia (6)

Main data


Where Jan G. De Gooijer has published?


Journals with more than one article published# docs
International Journal of Forecasting13
Computational Statistics & Data Analysis6
Journal of Time Series Analysis2
Communications in Statistics - Theory and Methods2
Statistics & Probability Letters2
Scandinavian Journal of Statistics2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute14
Umeå Economic Studies / Umeå University, Department of Economics3
University of Amsterdam, Actuarial Science and Econometrics Archive / University of Amsterdam, Faculty of Economics and Business3

Recent works citing Jan G. De Gooijer (2024 and 2023)


YearTitle of citing document
2023Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling. (2023). Cao, Longbing ; Xu, Jia. In: Papers. RePEc:arx:papers:2305.08778.

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2023An ensemble neural network approach to forecast Dengue outbreak based on climatic condition. (2023). Ghosh, Indrajit ; Nadim, Sk Shahid ; Chakraborty, Tanujit ; Panja, Madhurima ; Liu, Nan ; Kumar, Uttam. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077923000255.

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2023Economic and commercial analysis of reusing dam reservoir sediments. (2023). Schleiss, Anton J ; Heydariyeh, Seyyed Abdollah ; Alroaia, Younos Vakil ; Nikafkar, Nasrin. In: Ecological Economics. RePEc:eee:ecolec:v:204:y:2023:i:pb:s0921800922003299.

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2023A novel approach to repair time prediction and availability assessment of the equipment in power generation systems using fuzzy logic and Monte Carlo simulation. (2023). Miri, Seyed Mohammadreza ; Abdalisousan, Ashkan ; Behbahaninia, Ali ; Mirzaei, Danesh. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223022363.

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2023Cryptocurrency portfolio allocation using a novel hybrid and predictive big data decision support system. (2023). Maghsoodi, Abtin Ijadi. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001943.

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2023Probabilistic Wind Speed Forecasting for Wind Turbine Allocation in the Power Grid. (2023). Chaouch, Mohamed. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:22:p:7615-:d:1281847.

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2023On Forecasting Cryptocurrency Prices: A Comparison of Machine Learning, Deep Learning, and Ensembles. (2023). Visentin, Andrea ; Carraro, Diego ; Rossi, Andrea ; Murray, Kate. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:10-209:d:1050336.

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2023.

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2023.

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2023.

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2023A Test to Distinguish Monotone Homogeneity from Monotone Multifactor Models. (2023). Sijtsma, Klaas ; Ellis, Jules L. In: Psychometrika. RePEc:spr:psycho:v:88:y:2023:i:2:d:10.1007_s11336-023-09905-w.

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2023.

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2023.

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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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paper0
1983Approximate moments for the sampled space-time autocorrelation function In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper0
2009Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns In: CeNDEF Working Papers.
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paper6
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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This paper has nother version. Agregated cites: 6
article
2009Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns.(2009) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 6
paper
2003On Additive Conditional Quantiles With High Dimensional Covariates In: Journal of the American Statistical Association.
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article33
1999Lagged Regression Residuals and Serial-Correlation Tests. In: Journal of Business & Economic Statistics.
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article0
1998On threshold moving?average models In: Journal of Time Series Analysis.
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article3
2001Cross?validation Criteria for Setar Model Selection In: Journal of Time Series Analysis.
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article0
2007Semiparametric Regression with Kernel Error Model In: Scandinavian Journal of Statistics.
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article14
2006Semiparametric Regression with Kernel Error Model.(2006) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 14
paper
2011Efficient Estimation of an Additive Quantile Regression Model In: Scandinavian Journal of Statistics.
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article1
2009Efficient Estimation of an Additive Quantile Regression Model.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1
paper
2003On Conditional Density Estimation In: Statistica Neerlandica.
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article18
2002On Conditional Density Estimation.(2002) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 18
paper
2020Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts In: Journal of Time Series Econometrics.
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article0
2012Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States Stock Exchanges In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2005Estimating threshold cointegrated systems In: Economics Bulletin.
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article1
2022Kernel-based hidden Markov conditional densities In: Computational Statistics & Data Analysis.
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article0
1996Component extraction analysis of multivariate time series In: Computational Statistics & Data Analysis.
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article0
2000Nonparametric conditional predictive regions for time series In: Computational Statistics & Data Analysis.
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article11
2003Modeling vector nonlinear time series using POLYMARS In: Computational Statistics & Data Analysis.
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article3
2006Detecting change-points in multidimensional stochastic processes In: Computational Statistics & Data Analysis.
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article6
2011Some exact tests for manifest properties of latent trait models In: Computational Statistics & Data Analysis.
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article3
2010Some Exact Tests for Manifest Properties of Latent Trait Models.(2010) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 3
paper
1989Testing non-linearities in world stock market prices In: Economics Letters.
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article4
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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article7
2003Nonlinear stochastic inflation modelling using SEASETARs In: Insurance: Mathematics and Economics.
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article2
1995Oliver Duncan Anderson: 1940-1995 In: International Journal of Forecasting.
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article0
1997Forecasting and seasonality In: International Journal of Forecasting.
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article3
2002Introduction to forecasting decisions in conflict situations In: International Journal of Forecasting.
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article0
2004Forecasting threshold cointegrated systems In: International Journal of Forecasting.
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article24
2004Editorial Announcement In: International Journal of Forecasting.
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article0
2005Introduction to nonlinearities, business cycles, and forecasting In: International Journal of Forecasting.
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article1
200625 years of time series forecasting In: International Journal of Forecasting.
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article174
2019Semiparametric quantile averaging in the presence of high-dimensional predictors In: International Journal of Forecasting.
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article1
1990The role of time series analysis in forecasting: A personal view In: International Journal of Forecasting.
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article2
1992On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes In: International Journal of Forecasting.
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article3
1992Some recent developments in non-linear time series modelling, testing, and forecasting In: International Journal of Forecasting.
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article67
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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article0
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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article3
1998Forecasting exchange rates using TSMARS In: Journal of International Money and Finance.
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article7
2023On portmanteau-type tests for nonlinear multivariate time series In: Journal of Multivariate Analysis.
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article0
2008Parametric and nonparametric Granger causality testing: Linkages between international stock markets In: Physica A: Statistical Mechanics and its Applications.
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article10
1998On forecasting SETAR processes In: Statistics & Probability Letters.
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article19
2002Mean squared error properties of the kernel-based multi-stage median predictor for time series In: Statistics & Probability Letters.
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article3
2021A multi-step kernel–based regression estimator that adapts to error distributions of unknown form In: LSE Research Online Documents on Economics.
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paper0
1997MODEL SELECTION BY MAXIMUM ENTROPY In: Advances in Econometrics.
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chapter0
1996Testing Linearity against Nonlinear Moving Average Models In: SSE/EFI Working Paper Series in Economics and Finance.
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paper0
1997Testing Linearity against Nonlinear Moving Average Models.(1997) In: Umeå Economic Studies.
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This paper has nother version. Agregated cites: 0
paper
2000ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH In: Umeå Economic Studies.
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paper13
2004Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH.(2004) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 13
article
2000Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH.(2000) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 13
paper
2007Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges In: Umeå Economic Studies.
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paper5
2023Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors In: Computational Economics.
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article0
2018Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach In: Financial Markets and Portfolio Management.
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article0
200525 Years of IIF Time Series Forecasting: A Selective Review In: Monash Econometrics and Business Statistics Working Papers.
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paper6
200525 Years of IIF Time Series Forecasting: A Selective Review.(2005) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 6
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2021Asymmetric vector moving average models: estimation and testing In: Computational Statistics.
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article0
1992Dynamic factor analysis of nonstationary multivariate time series In: Psychometrika.
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article14
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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article0
2007Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities In: Journal of Applied Statistics.
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article5
2014Asymptotically Informative Prior for Bayesian Analysis In: Communications in Statistics - Theory and Methods.
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article0
2011Asymptotically Informative Prior for Bayesian Analysis.(2011) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 0
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2016Non parametric portmanteau tests for detecting non linearities in high dimensions In: Communications in Statistics - Theory and Methods.
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article0
1999Nonparametric Regression with Serially Correlated Errors In: Tinbergen Institute Discussion Papers.
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paper0
2000Modelling Seasonalities in Nonlinear Inflation Rates using SEASETARs In: Tinbergen Institute Discussion Papers.
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paper0
2004On the u-th Geometric Conditional Quantile In: Tinbergen Institute Discussion Papers.
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paper4
2005Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence In: Tinbergen Institute Discussion Papers.
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paper0
2008MDL Mean Function Selection in Semiparametric Kernel Regression Models In: Tinbergen Institute Discussion Papers.
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paper0
2009Efficient Estimation of an Additive Quantile Regression In: Tinbergen Institute Discussion Papers.
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paper0
2011Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data In: Tinbergen Institute Discussion Papers.
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paper1
1987Higher order moments of bilinear time series processes with symmetrically distributed errors In: Research Memorandum.
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paper0
1987Higher order moments of bilinear time series processes with symmetrically distributed errors.(1987) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 0
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