Browsing All of EconStor by Author de Gooijer, Jan G.
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
1999 | Nonparametric Regression with Serially Correlated Errors | de Gooijer, Jan G.; Gannoun, Ali |
2000 | Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH | Brännäs, Kurt; de Gooijer, Jan G. |
2000 | Modelling Seasonalities in Nonlinear Inflation Rates using SEASETARs | de Gooijer, Jan G.; Vidiella-i-Anguera, Antoni |
2002 | On Conditional Density Estimation | de Gooijer, Jan G.; Zerom, Dawit |
2004 | On the u-th Geometric Conditional Quantile | Cheng, Yebin; de Gooijer, Jan G. |
2005 | Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence | Cheng, Yebin; de Gooijer, Jan G. |
2005 | 25 Years of IIF Time Series Forecasting: A Selective Review | de Gooijer, Jan G.; Hyndman, Rob J. |
2009 | Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns | de Gooijer, Jan G.; Diks, Cees G.H.; Gatarek, Lukasz T. |
2010 | Some Exact Tests for Manifest Properties of Latent Trait Models | de Gooijer, Jan G.; Yuan, Ao |
2011 | Asymptotically Informative Prior for Bayesian Analysis | Yuan, Ao; de Gooijer, Jan G. |
2011 | Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data | de Gooijer, Jan G.; Yuan, Ao |