Browsing All of EconStor by Author Doornik, Jurgen A.
Showing results 1 to 8 of 8
| Year of Publication | Title | Author(s) |
| 1999 | Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors | Boswijk, H. Peter; Doornik, Jurgen A. |
| 2005 | Outlier Detection in GARCH Models | Doornik, Jurgen A.; Ooms, Marius |
| 2010 | Testing the invariance of expectations models of inflation | Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.; Nymoen, Ragnar |
| 2015 | Detecting location shifts during model selection by step-indicator saturation | Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.; Pretis, Felix |
| 2015 | Statistical model selection with "Big Data" | Doornik, Jurgen A.; Hendry, David F. |
| 2017 | Maximum likelihood estimation of the I(2) model under linear restrictions | Doornik, Jurgen A. |
| 2017 | Formula I(1) and I(2): Race tracks for likelihood maximization algorithms of I(1) and I(2) cointegrated VAR models | Doornik, Jurgen A.; Mosconi, Rocco; Paruolo, Paolo |
| 2021 | Selecting a model for forecasting | Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. |
