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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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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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Modelling business cycle data using autoregressive-asymmetric moving average models
Brännäs, Kurt; Gooijer, Jan G. de - 1991
Persistent link: https://www.econbiz.de/10000822488
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Testing linearity against nonlinear moving average models
Brännäs, Kurt; Gooijer, Jan G. de; Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000927212
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Invertibility of non-linear time series models
Gooijer, Jan G. de; Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000880510
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Cumulated prediction errors of multivariate time series models
Klein, André; Gooijer, Jan G. de - 1996
Persistent link: https://www.econbiz.de/10000929738
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Nonparametric regression with serially correlated errors
Gooijer, Jan G. de; Gannoun, Ali; Larramendy, Irène - 1999
Persistent link: https://www.econbiz.de/10001412083
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Autoregressive-asymmetric moving average models for business cycle data
Brännäs, Kurt - In: Journal of forecasting 13 (1994) 6, pp. 529-544
Persistent link: https://www.econbiz.de/10001172756
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Some results on the identification and estimation of treshold moving average models
Gooijer, Jan G. de; Kumar, Kuldeep - 1992
Persistent link: https://www.econbiz.de/10000849737
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On the expectation of estimators for general ARMA processes
Gooijer, Jan G. de; Pukkila, Tarmo - 1994
Persistent link: https://www.econbiz.de/10000151642