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Doornik, Jurgen A.
16
Hendry, David F.
6
Ooms, Marius
4
Castle, Jennifer L.
3
Nielsen, Bent
2
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1
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Oxford bulletin of economics and statistics
3
International journal of forecasting
2
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
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Reconstructing Aggregate Euro-zone Data
Beyer, Andreas
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
Journal of common market studies : JCMS
38
(
2000
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10007500064
Saved in:
2
An Omnibus Test for Univariate and Multivariate Normality
Doornik, Jurgen A.
;
Hansen, Henrik
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
6
,
pp. 927
Persistent link: https://www.econbiz.de/10008159191
Saved in:
3
Encompassing and Automatic Model Selection
Doornik, Jurgen A.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
6
,
pp. 915-926
Persistent link: https://www.econbiz.de/10008159192
Saved in:
4
ARTICLES - Approximations to the Asymptotic Distribution of Cointegration Tests
Doornik, Jurgen A.
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 573-594
Persistent link: https://www.econbiz.de/10007691283
Saved in:
5
ARTICLES - Inference in Cointegrating Models: UK M1 Revisited
Doornik, Jurgen A.
;
Hendry, David F.
;
Nielsen, Bent
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 533-572
Persistent link: https://www.econbiz.de/10007691284
Saved in:
6
THE IMPLICATIONS FOR ECONOMETRIC MODELLING OF FORECAST FAILURE
Hendry, David F.
;
Doornik, Jurgen A.
- In:
Scottish journal of political economy : the journal of …
44
(
1997
)
4
,
pp. 437-461
Persistent link: https://www.econbiz.de/10007700550
Saved in:
7
Inference and forecasting for ARFIMA models with an application to US and UK inflation
Doornik, Jurgen A.
;
Ooms, Marius
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10009949818
Saved in:
8
Model selection when there are multiple breaks
Castle, Jennifer L.
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 239-247
Persistent link: https://www.econbiz.de/10009987061
Saved in:
9
A Markov-switching model with component structure for US GNP
Doornik, Jurgen A.
- In:
Economics letters
118
(
2013
)
2
,
pp. 265-268
Persistent link: https://www.econbiz.de/10010067615
Saved in:
10
Evaluating automatic model selection
Castle, Jennifer L.
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010029882
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