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An omnibus test for univariate and multivariate normality

Doornik, Jurgen A.; Hansen, Henrik - 1994

Persistent link: https://www.econbiz.de/10000932642

An Omnibus Test for Univariate and Multivariate Normality

Doornik, Jurgen A.; Hansen, Henrik - In: Oxford bulletin of economics and statistics 70 (2008) 6, pp. 927

Persistent link: https://www.econbiz.de/10008159191

An omnibus test for unvariate and multivariate normality

Doornik, Jurgen A.; Hansen, Henrik - In: Oxford bulletin of economics and statistics 70 (2008), pp. 927-939

Persistent link: https://www.econbiz.de/10003787682

Approximations to the asymptotic distributions of cointegration tests

Doornik, Jurgen A. - In: Journal of economic surveys 12 (1998) 5, pp. 573-593

Persistent link: https://www.econbiz.de/10001400863

Approximations to the asymptotic distributions of cointegration tests

Doornik, Jurgen A. - In: Practical issues in cointegration analysis, (pp. 157-177). 1999

Persistent link: https://www.econbiz.de/10001550935

A Markov-switching model with component structure for US GNP

Doornik, Jurgen A. - In: Economics letters 118 (2013) 2, pp. 265-268

Persistent link: https://www.econbiz.de/10009706797

Encompassing and automatic model selection

Doornik, Jurgen A. - In: Oxford bulletin of economics and statistics 70 (2008), pp. 915-925

Persistent link: https://www.econbiz.de/10003787681

Autometrics

Doornik, Jurgen A. - In: The methodology and practice of econometrics : a …, (pp. 88-121). 2009

Persistent link: https://www.econbiz.de/10003857835

Accelerated estimation of switching algorithms : the cointegrated VAR model and other applications

Doornik, Jurgen A. - 2017

Persistent link: https://www.econbiz.de/10011882272

Maximum likelihood estimation of the I(2) model under linear restrictions

Doornik, Jurgen A. - In: Econometrics : open access journal 5 (2017) 2, pp. 1-20

Estimation of the I(2) cointegrated vector autoregressive (CVAR) model is considered. Without further restrictions, estimation of the I(1) model is by reduced-rank regression (Anderson (1951)). Maximum likelihood estimation of I(2) models, on the other hand, always requires iteration. This paper...

Persistent link: https://www.econbiz.de/10011654460