Jurgen A. Doornik : Citation Profile

Are you Jurgen A. Doornik?

Oxford University

19

H index

26

i10 index

1821

Citations

RESEARCH PRODUCTION:

40

Articles

38

Papers

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 60
   Journals where Jurgen A. Doornik has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 39 (2.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdo59
   Updated: 2024-12-03    RAS profile: 2024-09-06    
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Relations with other researchers

Works with:

Hendry, David (13)

Castle, Jennifer (13)

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

Is cited by:

Hendry, David (124)

Castle, Jennifer (67)

Koopman, Siem Jan (61)

Martinez, Andrew (43)

Ericsson, Neil (42)

Proietti, Tommaso (40)

Clements, Michael (28)

Mizon, Grayham (27)

Ooms, Marius (26)

Johansen, Soren (22)

Bos, Charles (21)

Cites to:

Hendry, David (150)

Castle, Jennifer (71)

Johansen, Soren (48)

Santos, Carlos (29)

Pretis, Felix (17)

Engle, Robert (14)

Mizon, Grayham (13)

Perron, Pierre (12)

Clements, Michael (12)

Shephard, Neil (11)

Nymoen, Ragnar (11)

Main data

Where Jurgen A. Doornik has published?

Journals with more than one article published# docs
International Journal of Forecasting5
Econometrics5
Scandinavian Journal of Statistics3
Oxford Bulletin of Economics and Statistics3
Computational Statistics & Data Analysis2
Journal of Economic Surveys2
Statistica Neerlandica2
Scottish Journal of Political Economy2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics9
Instructional Stata datasets for econometrics / Boston College Department of Economics3
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing Jurgen A. Doornik (2024 and 2023)

YearTitle of citing document
2023“Income inequality and redistribution in Scandinavian countries”. (2023). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202306.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024What 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.

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2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

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2024The 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.

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2023Induced 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.

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2024Do 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.

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2023Are 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.

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2023State 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.

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2023Measuring 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.

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2024ECB 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.

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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.

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2023Relative 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.

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2024The 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.

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2023Do 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.

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2023Renewable 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.

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2023Transition risk of a petroleum currency. (2023). Hammersland, Roger ; Benedictow, Andreas. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003085.

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2023On 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.

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2024An 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.

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2024Modelling 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.

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2023Capacity 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.

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2023Modelling 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.

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2023Climate, 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.

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2023Social 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.

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2023Energy 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.

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2023The 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.

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2024The 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.

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2023Could 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.

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2023Electricity 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.

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2023Causality 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.

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2024Interpreting 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.

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2023Evaluation 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.

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2023Analysing 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.

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2023Forecasting 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.

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2024On 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.

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2024Wage – 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.

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2023Risk 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.

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2023Sovereign 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.

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2023Data-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.

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2023New 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.

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2024Innovation, 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.

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2023Pruning 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.

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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.

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2023.

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2023Dynamic time series modelling and forecasting of COVID-19 in Norway. (2023). Nymoen, Ragnar ; Brdsen, Gunnar. In: Memorandum. RePEc:hhs:osloec:2023_003.

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2023Income inequality and redistribution in Scandinavian countries.. (2023). Claveria, Oscar ; Claveira, Oscar ; Soria, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202310.

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2023Effets 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.

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2023Long 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.

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2023Asymmetric 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.

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2023High-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.

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2023Dynamic time series modelling and forecasting of COVID-19 in Norway. (2023). Nymoen, Ragnar ; Brdsen, Gunnar. In: Working Paper Series. RePEc:nst:samfok:19623.

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2023Flexible 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..

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2023Structural 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.

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2023Big 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.

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2023Dividend 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.

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2023Pricing 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.

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2023Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations. (2023). Shintani, Mototsugu ; Kurita, Takamitsu. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1216.

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Works by Jurgen A. Doornik:

YearTitleTypeCited
2024Forecasting the UK top 1% income share in a shifting world In: Economica.
[Full Text][Citation analysis]		article1
2000Reconstructing Aggregate Euro-zone Data In: Journal of Common Market Studies.
[Full Text][Citation analysis]		article25
1998Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article93
1998APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article143
2008Encompassing and Automatic Model Selection* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article37
2008An Omnibus Test for Univariate and Multivariate Normality* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article320
1996An omnibus test for univariate and multivariate normalit.(1996) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 320		paper
2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article7
2011Model 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
2012Model 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
2010Wage Formation and Bargaining Power during the Great Depression* In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article5
2016An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article4
2016Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article3
2018Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article1
2017Accelerated 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
1994Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy.
[Citation analysis]		article75
1997The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article47
2004Identifying, estimating and testing restricted cointegrated systems: An overview In: Statistica Neerlandica.
[Full Text][Citation analysis]		article37
2003Identifying, 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
2006Econometric software development: past, present and future In: Statistica Neerlandica.
[Full Text][Citation analysis]		article4
2004A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s In: Working Paper.
[Full Text][Citation analysis]		paper3
2004A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s.(2004) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
Daily DJIA In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper1
Iris In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
2011Evaluating Automatic Model Selection In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article78
2010Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2004Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article46
In: .
[Full Text][Citation analysis]		article5
2001Constructing Historical Euro-Zone Data. In: Economic Journal.
[Full Text][Citation analysis]		article122
2000Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 122		paper
2003The Influence of Var Dimensions on Estimator Biases: Comment In: Econometrica.
[Citation analysis]		article3
2000Multimodality and the GARCH Likelihood In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper10
2001Multimodality and the GARCH Likelihood.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1999Statistical algorithms for models in state space using SsfPack 2.2 In: Econometrics Journal.
[Citation analysis]		article269
1998Statistical 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
1998Statistical 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
2002Numerically stable cointegration analysis In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article8
2003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article70
2001Computational 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
2013A Markov-switching model with component structure for US GNP In: Economics Letters.
[Full Text][Citation analysis]		article15
2012Model selection when there are multiple breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article81
2008Model 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
2023Robust Discovery of Regression Models In: Econometrics and Statistics.
[Full Text][Citation analysis]		article5
2020Robust Discovery of Regression Models.(2020) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2008Multimodality in GARCH regression models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article36
2003Multimodality in the GARCH Regression Model.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2020Card forecasts for M4 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2021Modelling non-stationary ‘Big Data’ In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
2020Modelling Non-stationary Big Data.(2020) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022Short-term forecasting of the coronavirus pandemic In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
2024Improving models and forecasts after equilibrium-mean shifts In: International Journal of Forecasting.
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1999Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation In: Econometric Institute Research Papers.
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2000Wage Behaviour During the Interwar Years: Are there any Puzzles left? Evidence from a Panel of Norwegian Manufacturing Industries. In: Norwegian School of Economics and Business Administration-.
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2021Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics In: Econometrics.
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2015Detecting Location Shifts during Model Selection by Step-Indicator Saturation In: Econometrics.
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2017Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions In: Econometrics.
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2017Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models In: Econometrics.
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2021Selecting a Model for Forecasting In: Econometrics.
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2018Selecting a Model for Forecasting.(2018) In: Economics Series Working Papers.
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2021Forecasting Principles from Experience with Forecasting Competitions In: Forecasting.
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2010Testing the Invariance of Expectations Models of Inflation In: Memorandum.
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2010Testing the Invariance of Expectations Models of Inflation.(2010) In: Economics Series Working Papers.
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2005Distribution approximations for cointegration tests with stationary exogenous regressors In: Journal of Applied Econometrics.
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1999Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors.(1999) In: Tinbergen Institute Discussion Papers.
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2001A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries In: Working Paper Series.
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2001Computationally-intensive Econometrics using a Distributed Matrix-programming Language In: Economics Papers.
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2004Parallel Computation in Econometrics: A Simplified Approach In: Economics Papers.
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2005Outlier Detection in GARCH Models In: Economics Papers.
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2005Outlier Detection in GARCH Models.(2005) In: Tinbergen Institute Discussion Papers.
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2019Some forecasting principles from the M4 competition In: Economics Papers.
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2020Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 In: Economics Papers.
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2000Constructing Historical Euro-Zone Data In: Economics Series Working Papers.
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2013Step-indicator Saturation In: Economics Series Working Papers.
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2014Statistical Model Selection with Big Data In: Economics Series Working Papers.
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2015Statistical model selection with “Big Data”.(2015) In: Cogent Economics & Finance.
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2012Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series.
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2014Misspecification Testing: Non-Invariance of Expectations Models of Inflation.(2014) In: Econometric Reviews.
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