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Statistical model selection with 'big data'
Doornik, Jurgen A.; Hendry, David F. - 2014
Persistent link: https://www.econbiz.de/10010442444
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Model selection in equations with many "small" effects
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Oxford bulletin of economics and statistics 75 (2013) 1, pp. 6-22
Persistent link: https://www.econbiz.de/10009733532
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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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Model selection when there are multiple breaks
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2008
Persistent link: https://www.econbiz.de/10003818579
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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
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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
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Autometrics
Doornik, Jurgen A. - In: The methodology and practice of econometrics : a …, (pp. 88-121). 2009
Persistent link: https://www.econbiz.de/10003857835
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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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Outlier detection in GARCH models
Doornik, Jurgen A.; Ooms, Marius - 2005
Persistent link: https://www.econbiz.de/10003204040
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Model selection when there are multiple breaks
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10003942762