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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
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25 years of time series forecasting
Gooijer, Jan G. de; Hyndman, Rob J. - In: International journal of forecasting 22 (2006) 3, pp. 443-473
Persistent link: https://www.econbiz.de/10003355894
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Information flows around the globe : predicting opening gaps fom overnight foreign stock price patterns
Gooijer, Jan G. de; Diks, Cees G. H.; Gatarek, Lukasz T. - 2009
Persistent link: https://www.econbiz.de/10003934266
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Some exact tests for manifest properties of latent trait models
Gooijer, Jan G. de; Yuan, Ao - 2010
Persistent link: https://www.econbiz.de/10003974011