Jurgen A. Doornik : Citation Profile

Oxford University

19

H index

26

i10 index

1870

Citations

RESEARCH PRODUCTION:

41

Articles

38

Papers

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 62
   Journals where Jurgen A. Doornik has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 39 (2.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdo59
   Updated: 2025-12-20    RAS profile: 2024-09-06    
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Relations with other researchers

Works with:

Castle, Jennifer (14)

Hendry, David (14)

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 (129)

Castle, Jennifer (71)

Koopman, Siem Jan (61)

Martinez, Andrew (48)

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 (152)

Castle, Jennifer (74)

Johansen, Soren (48)

Santos, Carlos (29)

Pretis, Felix (17)

Engle, Robert (14)

Mizon, Grayham (13)

Shephard, Neil (12)

Clements, Michael (12)

Perron, Pierre (12)

Nymoen, Ragnar (11)

Main data

Where Jurgen A. Doornik has published?

Journals with more than one article published# docs
Econometrics5
International Journal of Forecasting5
Oxford Bulletin of Economics and Statistics3
Scandinavian Journal of Statistics3
Journal of Economic Surveys2
Computational Statistics & Data Analysis2
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
Working Paper series / Rimini Centre for Economic Analysis2
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Jurgen A. Doornik (2025 and 2024)

YearTitle of citing document
2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

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2024What Does it Take to Control Global Temperatures? A toolbox for testing and estimating the impact of economic policies on climate. (2024). Chevillon, Guillaume ; Kurita, Takamitsu. 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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2024Mixing it up: Inflation at risk. (2024). Schroder, Maximilian. In: Papers. RePEc:arx:papers:2405.17237.

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2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso. (2025). Hu, Sullivan ; Laurent, S'Ebastien ; Flachaire, Emmanuel ; Aiounou, Ulrich. In: Papers. RePEc:arx:papers:2511.21257.

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2024Vector Error Correction Models with Stationary and Nonstationary Variables. (2024). Chen, PU. In: Economic Analysis Letters. RePEc:bba:j00004:v:3:y:2024:i:2:p:34-47:d:299.

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2024The structural Theta method and its predictive performance in the M4-Competition. (2024). Silvestrini, Andrea ; Sbrana, Giacomo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1457_24.

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2024Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach. (2024). Gindelsky, Marina ; Cornwall, Gary. In: BEA Papers. RePEc:bea:papers:0130.

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2024The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland. (2024). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:371-393.

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2024Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Mukanjari, Samson ; Sterner, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836.

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2024A Brief History of General‐to‐specific Modelling. (2024). Hendry, David. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:1-20.

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2024Interpretable Machine Learning Using Partial Linear Models. (2024). Hué, Sullivan ; Hacheme, Gilles ; Laurent, Sbastien ; Flachaire, Emmanuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:519-540.

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2024What a Puzzle! Unravelling Why UK Phillips Curves were Unstable. (2024). Hendry, David ; Castle, Jennifer. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:743-760.

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2024Modelling high frequency non-financial big time series with an application to jobless claims in Chile. (2024). Carlomagno, Guillermo ; Espasa, Antoni. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1023.

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2025Central banks, climate risks, and energy transition—a dynamic macro model and econometric evidence. (2025). Chen, PU ; Braga, Joao Paulo ; Semmler, Willi. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:29:y:2025:i::p:-_88.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Von-Pine, Eliott ; Santoro, Sergio ; Priftis, Romanos ; Paredes, Joan ; DARRACQ PARIES, Matthieu ; Banbura, Marta ; Ciccarelli, Matteo ; Angelini, Elena ; Babura, Marta ; Montes-Galdon, Carlos ; Brunotte, Stella ; Invernizzi, Marco ; Kornprobst, Antoine ; Zimic, Sreko ; Lalik, Magdalena ; Warne, Anders ; Gumiel, Jose Emilio ; Giammaria, Alessandro ; Cocchi, Sara ; Koutsoulis, Iason ; Rigato, Rodolfo Dinis ; Kase, Hanno ; Muller, Georg ; Bokan, Nikola ; Fagan, Gabriel. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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2024Analyzing the Effectiveness of a System of Equation Model in Comparison to Single Equation Models for Predicting General Price Level in Cambodia. (2024). Barnett, Casey ; Flores, Edman ; Lim, Siphat. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-05-16.

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2025Adverse childhood experiences, self-compassion, psychological flexibility, and posttraumatic stress disorder. (2025). Bikin, Serap Zdemir ; Kocaayan, Fatma ; Arslan, Gkmen. In: Children and Youth Services Review. RePEc:eee:cysrev:v:169:y:2025:i:c:s0190740924006819.

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2024The simple macroeconometrics of the quantity theory and the welfare cost of inflation. (2024). Stewart, Kenneth. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000344.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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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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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing. (2024). Miller, J. ; Brock, William A. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002306.

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2024Forecasting and planning for a critical infrastructure sector during a pandemic: Empirical evidence from a food supply chain. (2024). Aljuneidi, Tariq ; Punia, Sushil ; Nikolopoulos, Konstantinos ; Jebali, Aida. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:3:p:936-952.

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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 ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2025Comparison of indicator saturation and Markov regime-switching models for Brazilian electricity prices. (2025). Tabak, Benjamin ; de Castro, Marcos. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001653.

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2024Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Pan, Zhigang ; Hong, Yanran ; Cao, Shijiao ; Xu, Pengfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240.

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2024Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673.

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2025Which corporate leaders matter to financial markets?. (2025). Philipps, Collin S ; Ratliff, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007129.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2024On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705.

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2025Dynamic time series modelling and forecasting of COVID-19 in Norway. (2025). Nymoen, Ragnar ; Brdsen, Gunnar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:251-269.

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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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2025Effects of economic complexity and metallic mineral resources on renewable energy transition in developing countries. (2025). Dinali, Marco Tlio ; Pereira, Ndia Campos ; Leal, Cristina Lelis. In: Resources Policy. RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000546.

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2024Cyclicality of public debt in developing countries: Does dependence on natural resources matter?. (2024). Mampieme, Vaccili Belneche ; Okombi, Idrys Fransmel. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005981.

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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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2024The role of biodiversity and energy transition in shaping the next techno-economic era. (2024). Zhou, Jianan ; Shen, Lihua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004980.

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2025The Effect of Macroeconomic Announcements on U.S. Treasury Markets: An Autometric General-to-Specific Analysis of the Greenspan Era. (2025). Forest, James. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:3:p:24-:d:1684581.

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2025A Quest for Innovation Drivers with Autometrics: Do These Differ Before and After the COVID-19 Pandemic for European Economies?. (2025). Marques, Jorge ; Santos, Carlos ; Oliveira, Maria Alberta. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:110-:d:1635448.

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2024Key SDG7 Factors Shaping the Future of Clean Coal Technologies: Analysis of Trends and Prospects in Poland. (2024). Kolev, Spas D ; Joostberens, Jarosaw ; Rybak, Aurelia. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:16:p:4133-:d:1459568.

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2024A Markov Switching Autoregressive Model with Time-Varying Parameters. (2024). Inayati, Syarifah ; Iriawan, Nur. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:3:p:31-590:d:1445034.

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2025Forecasting of Inflation Based on Univariate and Multivariate Time Series Models: An Empirical Application. (2025). Khan, Faridoon ; Rodrigues, Paulo Canas ; Alharbi, Abdulmajeed Atiah ; Iftikhar, Hasnain ; Allohibi, Jeza. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1121-:d:1623158.

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2025Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections. (2025). Martinez, Andrew ; Jackson, Luke P ; Pretis, Felix ; Juselius, Katarina. In: Working Papers. RePEc:gwc:wpaper:2025-002.

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2025Real-time Hurricane Damage Nowcasts. (2025). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2025-006.

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2024Impact of socioeconomic determinants on the speed of epidemic diseases: a comparative analysis. (2024). Michel, Pierre ; Gallic, Ewen ; Dufrenot, Gilles ; Gnaba, Segui ; Bonou, Norgile Midopke ; Slaoui, Iness. In: Post-Print. RePEc:hal:journl:hal-04538161.

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2024Impact of socioeconomic determinants on the speed of epidemic diseases: a comparative analysis. (2024). Michel, Pierre ; Gallic, Ewen ; Slaoui, Iness ; Bonou, Norgile Midopk ; Gnaba, Sgui ; Dufrnot, Gilles. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:hal-04538161.

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2024Long-Run Estimates of the Global Informal Economies and New Insights for 152 Countries over 1997 to 2022 Using an Enhanced MIMIC Approach. (2024). schneider, friedrich ; Dell'Anno, Roberto ; Asllani, Alban. In: IZA Discussion Papers. RePEc:iza:izadps:dp17557.

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2025Climate anxiety, economic policy uncertainty, and green growth. (2025). Lee, Chien-Chiang ; Yahya, Farzan ; Hania, Alishba. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-025-09854-7.

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2024Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Rubino, Nicola ; Vilchez, Inmaculada. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:3:d:10.1007_s11294-024-09909-x.

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2025Dynamic Conditional Correlations and Risk Spread between International Financial Markets: A DCC-Garch Analysis. (2025). Albu, Lucian Liviu ; Dima, Tefana Maria ; Ioan, Roxana ; Ionacui, Anca Saraolu ; Siminica, Marian Ilie. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:1:p:5-22.

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2025VAR Models With An Index Structure: A Survey With New Results. (2025). Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:611.

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2024Investment Hysteresis: An Empirical Essay Turkish Case. (2024). Algan, Nee ; Yaldaram, Koray ; Bal, Harun. In: Evaluation Review. RePEc:sae:evarev:v:48:y:2024:i:1:p:143-176.

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2025Improving empirical models and forecasts with saturation-based machine learning. (2025). Martinez, Andrew ; Ericsson, Neil R. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06373-y.

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2024The empirical modelling of house prices and debt revisited: a policy-oriented perspective. (2024). Hungnes, Håvard ; Kurita, Takamitsu ; Boug, PL. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02461-3.

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2024“The Sum Is Greater Than the Parts?”—The Role of Student Covitality in Flourishing. (2024). Zhang, Xingzhou ; Sun, Rong-Wei ; Lee, John Chi-Kin ; Ying, Esther Yuet. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:25:y:2024:i:5:d:10.1007_s10902-024-00759-2.

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2024Estimating the Impact of Education on Growth in a Small Data-Poor Country: the Case of Saint Vincent and the Grenadines. (2024). Dasouza, Dalano ; Jackman, Mahalia. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01589-y.

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2024The Sustainability of Portuguese Fiscal Policy in Democracy, 1974–2020. (2024). Portugal Duarte, António ; Ferraz, Ricardo ; Sarmento, Joaquim Miranda. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:3:d:10.1007_s40953-024-00402-0.

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2024Foreign direct investment and economic complexity in developing countries: does public expenditure on education matter?. (2024). Okombi, Idrys Fransmel ; Tsinguia-Kenfack, Beaudelaire Francois. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:1:d:10.1007_s43546-023-00614-1.

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2024Measuring Political Institutions in the Long Run: A Latent Variable Analysis of Political Regimes, 1810–2018. (2024). Spruk, Rok ; Garoupa, Nuno. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:173:y:2024:i:3:d:10.1007_s11205-024-03364-1.

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2025Constructing General Human Agency Indicators (GHAIs) and a General Personal Agency Scale (GPAS). (2025). Okulicz-Kozaryn, Adam ; Ditalia, Michael Joseph. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:176:y:2025:i:1:d:10.1007_s11205-024-03458-w.

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2024Google Trends of political parties in Europe: a fractal exploration. (2024). Luis, Ruiz Medina ; Goretty, Padron-Armas Ana ; Josue, Gutierrez-Barroso ; Francisco, Flores-Muoz ; Javier, Baez-Garcia Alberto ; Juan, Trujillo Gonzalez. In: Central European Journal of Public Policy. RePEc:vrs:cejopp:v:18:y:2024:i:1:p:24-36:n:1002.

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2025Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts. (2025). Wilfling, Bernd ; Monschang, Verena. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1280-1293.

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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]		article2
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]		article94
1998APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article144
2008Encompassing and Automatic Model Selection* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article39
2008An Omnibus Test for Univariate and Multivariate Normality* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article328
1996An omnibus test for univariate and multivariate normalit.(1996) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 328		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]		article4
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
2021Modeling and forecasting the COVID‐19 pandemic time‐series data In: Social Science Quarterly.
[Full Text][Citation analysis]		article3
2004Identifying, estimating and testing restricted cointegrated systems: An overview In: Statistica Neerlandica.
[Full Text][Citation analysis]		article41
2003Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		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]		article80
2010Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		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]		article50
2021THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC In: National Institute Economic Review.
[Full Text][Citation analysis]		article7
2001Constructing Historical Euro-Zone Data. In: Economic Journal.
[Full Text][Citation analysis]		article121
2000Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 121		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.
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