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Inference in cointegration models : UK M1 revisited
Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Journal of economic surveys 12 (1998) 5, pp. 533-572
Persistent link: https://www.econbiz.de/10001400862
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Inference in cointegrating models : UK M1 revisited
Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Practical issues in cointegration analysis, (pp. 117-156). 1999
Persistent link: https://www.econbiz.de/10001550932
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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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Inference and forecasting for ARFIMA models with an application to US and UK inflation
Doornik, Jurgen A. (contributor); Ooms, Marius (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2
Persistent link: https://www.econbiz.de/10002652109
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Inference and forecasting for fractional autoregressive integrated moving average models : with an application to US and UK inflation
Ooms, Marius; Doornik, Jurgen A. - 1999
Persistent link: https://www.econbiz.de/10001526108
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Multimodality in GARCH regression models
Doornik, Jurgen A.; Ooms, Marius - In: International journal of forecasting 24 (2008) 3, pp. 432-448
Persistent link: https://www.econbiz.de/10003764109
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Forecasting the UK top 1 % income share in a shifting world
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Economica 91 (2024) 363, pp. 1047-1074
Persistent link: https://www.econbiz.de/10014557579