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Cumulated prediction errors of multivariate time series models
Klein, André; Gooijer, Jan G. de - 1996
Persistent link: https://www.econbiz.de/10000929738
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Testing non-linearities in world stock market prices
Gooijer, Jan G. de - In: Economics letters 31 (1989) 1, pp. 31-35
Persistent link: https://www.econbiz.de/10001078206
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Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de - In: Computational economics 62 (2023) 1, pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
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A min-max optimal instrumental variable estimation method for multivariate linear time series systems
Gooijer, Jan G. de; Stoica, Petre - 1987
Persistent link: https://www.econbiz.de/10000735002
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Modelling business cycle data using autoregressive-asymmetric moving average models
Brännäs, Kurt; Gooijer, Jan G. de - 1991
Persistent link: https://www.econbiz.de/10000822488
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Invertibility of non-linear time series models
Gooijer, Jan G. de; Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000880510
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On the expectation of estimators for general ARMA processes
Gooijer, Jan G. de; Pukkila, Tarmo - 1994
Persistent link: https://www.econbiz.de/10000151642
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Lagged cross-products of regression residuals and a family of serial correlation tests
Gooijer, Jan G. de; MacNeill, Ian B. - 1994
Persistent link: https://www.econbiz.de/10000151697
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MDL mean function selection in semiparametric Kernel regression models
Gooijer, Jan G. de; Yuan, Ao - 2008
Persistent link: https://www.econbiz.de/10003739113
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Semiparametric regression with kernel error model
Yuan, Ao; Gooijer, Jan G. de - 2006
Persistent link: https://www.econbiz.de/10003354580