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Doornik, Jurgen A.
131
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97
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59
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47
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47
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42
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39
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32
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28
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27
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RePEc
869
ECONIS (ZBW)
69
OLC EcoSci
16
EconStor
8
BASE
1
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91
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91
Improving models and forecasts after equilibrium-mean shifts
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1085-1100
Persistent link: https://www.econbiz.de/10014547258
Saved in:
92
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:
93
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:
94
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:
95
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:
96
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:
97
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:
98
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:
99
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:
100
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
Saved in:
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