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Identifying, estimating and testing restricted cointegrated systems : an overview
Boswijk, Herman Peter (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752394
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Multimodality in the GARCH regression model
Doornik, Jurgen A. (contributor); Ooms, Marius (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834974
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Parallel computation in econometrics : a simplified approach
Doornik, Jurgen A. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002124438
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Outlier detection in GARCH models
Doornik, Jurgen A. (contributor); Ooms, Marius (contributor) - 2005
Persistent link: https://www.econbiz.de/10003228832
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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
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Some forecasting principles from the M4 competition
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2019
Persistent link: https://www.econbiz.de/10012492555
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Robust discovery of regression models
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2020
Persistent link: https://www.econbiz.de/10012492604
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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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Testing for breaks in trends with an application to fertility
Doornik, Jurgen A. - 2022
Persistent link: https://www.econbiz.de/10013459572