19
H index
26
i10 index
1820
Citations
Oxford University | 19 H index 26 i10 index 1820 Citations RESEARCH PRODUCTION: 40 Articles 38 Papers RESEARCH ACTIVITY: 30 years (1994 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pdo59 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jurgen A. Doornik. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | “Income inequality and redistribution in Scandinavian countries”. (2023). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202306. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2024 | What Does it Take to Control Global Temperatures? A toolbox for estimating the impact of economic policies on climate. (2023). Kurita, Takamitsu ; Chevillon, Guillaume. In: Papers. RePEc:arx:papers:2307.05818. Full description at Econpapers || Download paper | |
2024 | Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451. Full description at Econpapers || Download paper | |
2024 | The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland. (2024). Kwiatkowski, Andrzej ; Rambaccussing, Dooruj. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:371-393. Full description at Econpapers || Download paper | |
2023 | Induced innovation and spillover effects of US and Canadian research expenditures in Canadian agriculture. (2023). Yu, Yan ; Clark, Stephen J ; Cechura, Lukas ; Tian, Qingsong. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:71:y:2023:i:2:p:153-169. Full description at Econpapers || Download paper | |
2024 | Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Sterner, Thomas ; Mukanjari, Samson. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836. Full description at Econpapers || Download paper | |
2023 | Are You All Normal? It Depends!. (2023). Genton, Marc G ; Chen, Wanfang. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:1:p:114-139. Full description at Econpapers || Download paper | |
2023 | State history and political instability: The disadvantage of early state development. (2023). Vu, Trung. In: Kyklos. RePEc:bla:kyklos:v:76:y:2023:i:3:p:351-379. Full description at Econpapers || Download paper | |
2023 | Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross Sections. (2023). Lanjouw, Peter ; Dang, Haianh H. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:599-622. Full description at Econpapers || Download paper | |
2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download 2023 | A deep dive into the capital channel of risk sharing in the euro area. (2023). Born, Alexandra ; Fuentes, Natalia Martin ; Lambert, Claudia ; Kastelein, Wieger ; Bremus, Franziska. In: Working Paper Series. RePEc:ecb:ecbwps:20232864. Full description at Econpapers || Download paper |
2023 | Relative Impact of the U.S. Energy Market Sentiments on Stocks and ESG Index Returns: Evidence from GCC Countries. (2023). Mohnot, Rajesh ; Verma, Rahul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-32. Full description at Econpapers || Download paper | |
2024 | The simple macroeconometrics of the quantity theory and the welfare cost of inflation. (2024). Stewart, Kenneth G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000344. Full description at Econpapers || Download paper | |
2023 | Do more stringent policies reduce daily COVID-19 case counts? Evidence from Canadian provinces. (2023). Lam, Jean-Paul ; Agarwal, Rishav Raj ; Zhang, Qihuang ; Baker, John David ; Sen, Anindya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:225-242. Full description at Econpapers || Download paper | |
2023 | Renewable energy consumption and the rising effect of climate policy uncertainty: Fresh policy analysis from China. (2023). Kalra, Akash ; Nasnodkar, Siddhesh Prabhu ; Elsherazy, Tarek Abbas ; Bagadeem, Salim ; Huo, Dongxia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1459-1474. Full description at Econpapers || Download paper | |
2023 | Transition risk of a petroleum currency. (2023). Hammersland, Roger ; Benedictow, Andreas. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003085. Full description at Econpapers || Download paper | |
2023 | On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668. Full description at Econpapers || Download paper | |
2024 | An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202. Full description at Econpapers || Download paper | |
2024 | Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987. Full description at Econpapers || Download paper | |
2023 | Capacity planning for effective cohorting of hemodialysis patients during the coronavirus pandemic: A case study. (2023). Tuglular, Serhan ; Gunes, Evrim D ; Balcik, Burcu ; Kurbanzade, Ali Kaan ; Ozmemis, Cagri. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:1:p:276-291. Full description at Econpapers || Download paper | |
2023 | Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147. Full description at Econpapers || Download paper | |
2023 | Climate, wind energy, and CO2 emissions from energy production in Denmark. (2023). Santucci de Magistris, Paolo ; Christensen, Bent Jesper ; Gupta, Nabanita Datta ; Carlini, Federico. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003195. Full description at Econpapers || Download paper | |
2023 | Social and environmental events disrupt the relation between motor gasoline prices and market fundamentals. (2023). Schroer, Colter ; Kaufmann, Robert K. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004127. Full description at Econpapers || Download paper | |
2023 | Energy price volatility affects decisions to purchase energy using capital: Motor vehicles. (2023). Kaufmann, Robert K. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004139. Full description at Econpapers || Download paper | |
2023 | The historical role of energy in UK inflation and productivity with implications for price inflation. (2023). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004450. Full description at Econpapers || Download paper | |
2024 | The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673. Full description at Econpapers || Download paper | |
2023 | Could financial development eliminate energy poverty through renewable energy in Poland?. (2023). Mikayilov, Jeyhun I ; Mukhtarov, Shahriyar. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003324. Full description at Econpapers || Download paper | |
2023 | Electricity supply and demand dynamics in Iran considering climate change-induced stresses. (2023). Saboohi, Yadollah ; Keppo, Ilkka ; Ghadaksaz, Hesam ; Zamanipour, Behzad. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222030043. Full description at Econpapers || Download paper | |
2023 | Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations. (2023). Gangopadhyay, Partha ; Das, Narasingha ; Cooray, Arusha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003083. Full description at Econpapers || Download paper | |
2024 | Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240. Full description at Econpapers || Download paper | |
2023 | Evaluation of the best M4 competition methods for small area population forecasting. (2023). Temple, Jeromey ; Grossman, Irina ; Wilson, Tom. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:110-122. Full description at Econpapers || Download paper | |
2023 | Analysing differences between scenarios. (2023). Hendry, David ; Pretis, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:754-771. Full description at Econpapers || Download paper | |
2023 | Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924. Full description at Econpapers || Download paper | |
2024 | On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Pancotto, Francesca ; Raggi, Davide ; Pignataro, Giuseppe. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705. Full description at Econpapers || Download paper | |
2024 | Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM. (2024). Semmler, Willi ; Chen, PU. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:433-452. Full description at Econpapers || Download paper | |
2023 | Risk sharing channels in OECD countries: A heterogeneous panel VAR approach. (2023). Asdrubali, Pierfederico ; Poncela, Pilar ; Pericoli, Filippo Maria ; Kim, Soyoung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000050. Full description at Econpapers || Download paper | |
2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031. Full description at Econpapers || Download paper | |
2023 | Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach. (2023). Zhou, Weihua ; Chen, Songlin ; Xiao, Qin ; Dai, Hongyan. In: International Journal of Production Economics. RePEc:eee:proeco:v:259:y:2023:i:c:s0925527323000658. Full description at Econpapers || Download paper | |
2023 | New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392. Full description at Econpapers || Download paper | |
2024 | Innovation, market power and the labour share: Evidence from OECD industries. (2024). Ugur, Mehmet. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524001847. Full description at Econpapers || Download paper | |
2023 | Pruning and Fruit Thinning of Psidium guajava cv. Paluma under a Seasonal Tropical Climate. (2023). Fonseca, Weverson Lima ; Abdelgawad, Hamada ; Lima, Thamyres Yara ; Saleh, Ibrahim A ; da Cunha, Jenilton Gomes ; Okla, Mohammad K ; Pereira, Gustavo Alves ; Morales-Aranibar, Luis ; Thomaz, Jonathan Candido ; Aguilera, Jorge Gonzalez ; Dos, Adaniel Sousa ; Mezzomo, Ricardo ; Zuffo, Alan Mario ; de Souza, Julio Ferreira ; de Jesus, Julian Junior ; de Sousa, Murilo. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:8:p:1537-:d:1208446. Full description at Econpapers || Download 2023 | Modeling COVID-19 Infection Rates by Regime-Switching Unobserved Components Models. (2023). Hartl, Tobias ; Haimerl, Paul. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:10-:d:1115213. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper | |
2023 | Dynamic time series modelling and forecasting of COVID-19 in Norway. (2023). Nymoen, Ragnar ; Brdsen, Gunnar. In: Memorandum. RePEc:hhs:osloec:2023_003. Full description at Econpapers || Download paper | |
2023 | Income inequality and redistribution in Scandinavian countries.. (2023). Claveria, Oscar ; Claveira, Oscar ; Soria, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202310. Full description at Econpapers || Download paper | |
2023 | Effets des caractéristiques du dirigeant dentreprise sur la protection de lenvironnement dans les entreprises au Cameroun. (2023). Agoume, Petronille Cynthia. In: Journal of Academic Finance. RePEc:jaf:journl:v:14:y:2023:i:1:n:503. Full description at Econpapers || Download paper | |
2023 | State Space Methods in Ox/SsfPack. (2011). Pelagatti, Matteo M.. In: Journal of Statistical Software. RePEc:jss:jstsof:41:i03. Full description at Econpapers || Download paper | |
2023 | Long run non-linearity in $$\hbox {CO}_2$$ CO 2 emissions: the I(2) cointegration model and the environmental Kuznets curve. (2023). Kivedal, Bjornar Karlsen. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09587-8. Full description at Econpapers || Download paper | |
2023 | Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. (2023). Ma, Feng ; Toan, Luu Duc ; Hong, Yanran ; Liang, Chao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01140-9. Full description at Econpapers || Download paper | |
2023 | High-growth firms’ contribution to aggregate productivity growth. (2023). de Nicola, Francesca ; Murakozy, Balazs ; Bisztray, Marta. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:2:d:10.1007_s11187-022-00614-9. Full description at Econpapers || Download paper | |
2023 | Dynamic time series modelling and forecasting of COVID-19 in Norway. (2023). Nymoen, Ragnar ; Brdsen, Gunnar. In: Working Paper Series. RePEc:nst:samfok:19623. Full description at Econpapers || Download paper | |
2023 | Flexible exchange rates in emerging markets: shock absorbers or drivers of endogenous cycles?. (2023). Kohler, Karsten ; Stockhammer, Engelbert. In: Industrial and Corporate Change. RePEc:oup:indcch:v:32:y:2023:i:2:p:551-572.. Full description at Econpapers || Download paper | |
2023 | Structural time series models and synthetic controls—assessing the impact of the euro adoption. (2023). Dreuw, Peter. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02257-x. Full description at Econpapers || Download paper | |
2023 | Big data forecasting of South African inflation. (2023). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02329-y. Full description at Econpapers || Download paper | |
2023 | Dividend policy issues in the European pharmaceutical industry: new empirical evidence. (2023). Schulenburg, J-Matthias ; Schwarzbach, Christoph ; Basse, Tobias. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:24:y:2023:i:5:d:10.1007_s10198-022-01510-5. Full description at Econpapers || Download paper | |
2023 | Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?. (2023). Figueiredo, Antonio Carlos ; Vereda, Luciano ; Klotzle, Marcelo Cabus ; Gea, Cristiane. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00400-5. Full description at Econpapers || Download paper | |
2023 | Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations. (2023). Shintani, Mototsugu ; Kurita, Takamitsu. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1216. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2024 | Forecasting the UK top 1% income share in a shifting world In: Economica. [Full Text][Citation analysis] | article | 1 |
2000 | Reconstructing Aggregate Euro-zone Data In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 25 |
1998 | Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 93 |
1998 | APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 143 |
2008 | Encompassing and Automatic Model Selection* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 37 |
2008 | An Omnibus Test for Univariate and Multivariate Normality* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 320 |
1996 | An omnibus test for univariate and multivariate normalit.(1996) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 320 | paper | |
2013 | Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
2011 | Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2012 | Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2010 | Wage Formation and Bargaining Power during the Great Depression* In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 5 |
2016 | An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 4 |
2016 | Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 3 |
2018 | Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 1 |
2017 | Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications.(2017) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1994 | Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy. [Citation analysis] | article | 75 |
1997 | The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 47 |
2004 | Identifying, estimating and testing restricted cointegrated systems: An overview In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 37 |
2003 | Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2006 | Econometric software development: past, present and future In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 4 |
2004 | A 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] | paper | 3 |
2004 | A 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 nother version. Agregated cites: 3 | paper | |
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 | |
Daily DJIA In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 1 | |
Iris In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 | |
2011 | Evaluating Automatic Model Selection In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 78 |
2010 | Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2004 | Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 46 |
In: . [Full Text][Citation analysis] | article | 5 | |
2001 | Constructing Historical Euro-Zone Data. In: Economic Journal. [Full Text][Citation analysis] | article | 123 |
2000 | Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 123 | paper | |
2003 | The Influence of Var Dimensions on Estimator Biases: Comment In: Econometrica. [Citation analysis] | article | 3 |
2000 | Multimodality and the GARCH Likelihood In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 10 |
2001 | Multimodality and the GARCH Likelihood.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1999 | Statistical algorithms for models in state space using SsfPack 2.2 In: Econometrics Journal. [Citation analysis] | article | 269 |
1998 | Statistical Algorithms for Models in State Space Using SsfPack 2.2.(1998) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 269 | paper | |
1998 | Statistical Algorithms for Models in State Space Using SsfPack 2.2.(1998) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 269 | paper | |
2002 | Numerically stable cointegration analysis In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
2003 | Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 70 |
2001 | Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2013 | A Markov-switching model with component structure for US GNP In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
2012 | Model selection when there are multiple breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 81 |
2008 | Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
2023 | Robust Discovery of Regression Models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 5 |
2020 | Robust Discovery of Regression Models.(2020) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2008 | Multimodality in GARCH regression models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 36 |
2003 | Multimodality in the GARCH Regression Model.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2020 | Card forecasts for M4 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
2021 | Modelling non-stationary ‘Big Data’ In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2020 | Modelling Non-stationary Big Data.(2020) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | Short-term forecasting of the coronavirus pandemic In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2024 | Improving models and forecasts after equilibrium-mean shifts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
1999 | Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation In: Econometric Institute Research Papers. [Citation analysis] | paper | 18 |
2000 | Wage 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] | paper | 0 |
2021 | Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2015 | Detecting Location Shifts during Model Selection by Step-Indicator Saturation In: Econometrics. [Full Text][Citation analysis] | article | 80 |
2017 | Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions In: Econometrics. [Full Text][Citation analysis] | article | 4 |
2017 | Formula 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] | article | 0 |
2021 | Selecting a Model for Forecasting In: Econometrics. [Full Text][Citation analysis] | article | 3 |
2018 | Selecting a Model for Forecasting.(2018) In: Economics Series Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Forecasting Principles from Experience with Forecasting Competitions In: Forecasting. [Full Text][Citation analysis] | article | 4 |
2010 | Testing the Invariance of Expectations Models of Inflation In: Memorandum. [Full Text][Citation analysis] | paper | 19 |
2010 | Testing the Invariance of Expectations Models of Inflation.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2005 | Distribution approximations for cointegration tests with stationary exogenous regressors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 22 |
1999 | Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2001 | A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2001 | Computationally-intensive Econometrics using a Distributed Matrix-programming Language In: Economics Papers. [Full Text][Citation analysis] | paper | 3 |
2004 | Parallel Computation in Econometrics: A Simplified Approach In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Outlier Detection in GARCH Models In: Economics Papers. [Full Text][Citation analysis] | paper | 28 |
2005 | Outlier Detection in GARCH Models.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2019 | Some forecasting principles from the M4 competition In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 In: Economics Papers. [Full Text][Citation analysis] | paper | 4 |
2000 | Constructing Historical Euro-Zone Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 12 |
2013 | Step-indicator Saturation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 24 |
2014 | Statistical Model Selection with Big Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 14 |
2015 | Statistical model selection with “Big Data”.(2015) In: Cogent Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2012 | Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series. [Full Text][Citation analysis] | paper | 12 |
2014 | Misspecification Testing: Non-Invariance of Expectations Models of Inflation.(2014) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article |
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