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1
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
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2
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
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3
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
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4
Kernel-based multistep-ahead predictions of the US short-term interest rate
Gooijer, Jan G. de
;
Zerom, Dawit
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 315-353
Persistent link: https://www.econbiz.de/10001504666
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5
Modelling seasonalities in nonlinear inflation rates using SEASETARs
Gooijer, Jan G. de
;
Vidiella-i-Anguera, Antoni
-
2000
Persistent link: https://www.econbiz.de/10001534809
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6
Asymmetries in conditional mean and variance
Brännäs, Kurt
;
Gooijer, Jan G. de
-
2000
Persistent link: https://www.econbiz.de/10001484276
Saved in:
7
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:
8
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:
9
Testing linearity against nonlinear moving average models
Brännäs, Kurt
;
Gooijer, Jan G. de
;
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000927212
Saved in:
10
Component extraction analysis of multivariate time series
Akman, Ibrahim
-
1995
Persistent link: https://www.econbiz.de/10000910437
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