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Accelerated estimation of switching algorithms : the cointegrated VAR model and other applications
Doornik, Jurgen A.
-
2017
Persistent link: https://www.econbiz.de/10011882272
Saved in:
2
Testing for breaks in trends with an application to fertility
Doornik, Jurgen A.
-
2022
Persistent link: https://www.econbiz.de/10013459572
Saved in:
3
Multimodality in the GARCH regression model
Doornik, Jurgen A.
(
contributor
);
Ooms, Marius
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834974
Saved in:
4
Identifying, estimating and testing restricted cointegrated systems : an overview
Boswijk, Herman Peter
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752394
Saved in:
5
Parallel computation in econometrics : a simplified approach
Doornik, Jurgen A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002124438
Saved in:
6
Outlier detection in GARCH models
Doornik, Jurgen A.
(
contributor
);
Ooms, Marius
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003228832
Saved in:
7
Some forecasting principles from the M4 competition
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
-
2019
Persistent link: https://www.econbiz.de/10012492555
Saved in:
8
Robust discovery of regression models
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
-
2020
Persistent link: https://www.econbiz.de/10012492604
Saved in:
9
Short-term forecasting of the Coronavirus pandemic
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
-
2020
Persistent link: https://www.econbiz.de/10012492608
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