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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Modelling business cycle data using autoregressive-asymmetric moving average models
Brännäs, Kurt
;
Gooijer, Jan G. de
-
1991
Persistent link: https://www.econbiz.de/10000822488
Saved in:
5
Invertibility of non-linear time series models
Gooijer, Jan G. de
;
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000880510
Saved in:
6
On the expectation of estimators for general ARMA processes
Gooijer, Jan G. de
;
Pukkila, Tarmo
-
1994
Persistent link: https://www.econbiz.de/10000151642
Saved in:
7
Invertibility of non-linear time series models
Gooijer, Jan G. de
;
Brännäs, Kurt
-
1994
Persistent link: https://www.econbiz.de/10000151643
Saved in:
8
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
Saved in:
9
MDL mean function selection in semiparametric Kernel regression models
Gooijer, Jan G. de
;
Yuan, Ao
-
2008
Persistent link: https://www.econbiz.de/10003739113
Saved in:
10
Semiparametric regression with kernel error model
Yuan, Ao
;
Gooijer, Jan G. de
-
2006
Persistent link: https://www.econbiz.de/10003354580
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