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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - 1998
Persistent link: https://www.econbiz.de/10000167948
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Multimodality in GARCH regression models
Doornik, Jurgen A.; Ooms, Marius - In: International journal of forecasting 24 (2008) 3, pp. 432-448
Persistent link: https://www.econbiz.de/10003764109
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Encompassing and automatic model selection
Doornik, Jurgen A. - In: Oxford bulletin of economics and statistics 70 (2008), pp. 915-925
Persistent link: https://www.econbiz.de/10003787681
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An omnibus test for unvariate and multivariate normality
Doornik, Jurgen A.; Hansen, Henrik - In: Oxford bulletin of economics and statistics 70 (2008), pp. 927-939
Persistent link: https://www.econbiz.de/10003787682
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Model selection when there are multiple breaks
Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. - 2008
Persistent link: https://www.econbiz.de/10003818579
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Model selection in equations with many 'small' effects
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2011
Persistent link: https://www.econbiz.de/10008842213
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Model selection when there are multiple breaks
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10003942762
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Evaluating automatic model selection
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10003942766
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Wage formation and bargaining power during the great depression
Ba°rdsen, Gunnar; Doornik, Jurgen A.; Klovland, Jan Tore - In: The Scandinavian journal of economics 112 (2010) 1, pp. 211-233
Persistent link: https://www.econbiz.de/10003961456
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Autometrics
Doornik, Jurgen A. - In: The methodology and practice of econometrics : a …, (pp. 88-121). 2009
Persistent link: https://www.econbiz.de/10003857835