Similar Search Results

Forecasting the UK top 1% income share in a shifting world

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Economica 91 (2024) 363, pp. 1047-1074

Persistent link: https://www.econbiz.de/10014557579

Econometric software development: past, present and future

Ooms, Marius; Doornik, Jurgen A. - In: Statistica Neerlandica : journal of the Netherlands … 60 (2006) 2, pp. 206-224

Persistent link: https://www.econbiz.de/10006421710

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/10008093000

NOTES AND COMMENTS - The Influence of VAR Dimensions on Estimator Biases: Comment

Doornik, Jurgen A.; Nielsen, Bent; Rothenberg, Thomas J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 377-384

Persistent link: https://www.econbiz.de/10006764269

Multimodality in GARCH regression models

Doornik, Jurgen A.; Ooms, Marius - In: International journal of forecasting 24 (2008) 3, pp. 432-449

Persistent link: https://www.econbiz.de/10008899547

Short-term forecasting of the coronavirus pandemic

Doornik, Jurgen A.; Castle, Jennifer; Hendry, David F. - In: International journal of forecasting 38 (2022) 2, pp. 453-466

Persistent link: https://www.econbiz.de/10013348597

Empirical model discovery and theory evaluation : automatic selection methods in econometrics

Hendry, David F. - 2014

Persistent link: https://www.econbiz.de/10013481413

Wage Formation and Bargaining Power during the Great Depression

Bardsen, Gunnar; Doornik, Jurgen A.; Klovland, Jan Tore - In: Scandinavian Journal of Economics 112 (2010) 1, pp. 211-233

We present an econometric analysis of wage behaviour in Norway during the interwar years. The analysis is based on a panel of manufacturing industry data using GMM estimation methods. Our empirical analysis shows that wage formation in the interwar period can be understood with the help of...

Persistent link: https://www.econbiz.de/10008475820

Distribution approximations for cointegration tests with stationary exogenous regressors

Boswijk, H.Peter; Doornik, Jurgen A. - In: Journal of applied econometrics 20 (2005) 6, pp. 797-810

Persistent link: https://www.econbiz.de/10006957874

Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models

Doornik, Jurgen A.; Ooms, Marius - In: Computational Statistics & Data Analysis 42 (2003) 3, pp. 333-348

Persistent link: https://www.econbiz.de/10005130922