Jan G. De Gooijer
Names
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Jan G. |
| middle: |
De |
| last: |
Gooijer |
Identifer
Contact
Affiliations
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Universiteit van Amsterdam
/ Faculteit Economie en Bedrijfskunde
/ Afdeling Kwantitatieve Economie
Research profile
author of:
- On the inverse of the autocovariance matrix for a general mixed autoregressive movie average process (RePEc:ags:amstas:293045)
by Gooijer, J - FORMULAE FOR THE COVARIANCE STRUCTURE OF THE SAMPLED AUTOCOVARIANCES FROM SERIES GENERATED BY GENERAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE PROCESSES OF ORDER (n,d,q) d = 0 or 1 (RePEc:ags:amstas:293053)
by Anderson, O & Gooijer, J de - Approximate moments for the sampled space-time autocorrelation function (RePEc:ags:amstas:293065)
by Anderson, O & Gooijer, J - Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns (RePEc:ams:ndfwpp:09-13)
by De Gooijer, J. & Diks, C.G.H. & Gatarek, L. - On Additive Conditional Quantiles With High Dimensional Covariates (RePEc:bes:jnlasa:v:98:y:2003:p:135-146)
by De Gooijer J.G. & Zerom D. - Lagged Regression Residuals and Serial-Correlation Tests (RePEc:bes:jnlbes:v:17:y:1999:i:2:p:236-47)
by De Gooijer, Jan G & MacNeill, Ian B - On threshold moving‐average models (RePEc:bla:jtsera:v:19:y:1998:i:1:p:1-18)
by Jan De Gooijer - Cross‐validation Criteria for Setar Model Selection (RePEc:bla:jtsera:v:22:y:2001:i:3:p:267-281)
by Jan G. De Gooijer - Semiparametric Regression with Kernel Error Model (RePEc:bla:scjsta:v:34:y:2007:i:4:p:841-869)
by Ao Yuan & Jan G. De Gooijer - Efficient Estimation of an Additive Quantile Regression Model (RePEc:bla:scjsta:v:38:y:2011:i:1:p:46-62)
by Yebin Cheng & Jan G. De Gooijer & Dawit Zerom - On Conditional Density Estimation (RePEc:bla:stanee:v:57:y:2003:i:2:p:159-176)
by Jan G. De Gooijer & Dawit Zerom - Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts (RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:15:n:4)
by De Gooijer Jan G. & Zerom Dawit - Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges (RePEc:bpj:sndecm:v:16:y:2012:i:1:n:4)
by Brännäs Kurt & De Gooijer Jan G. & Lönnbark Carl & Soultanaeva Albina - Estimating threshold cointegrated systems (RePEc:ebl:ecbull:eb-04c30002)
by Jan G. De Gooijer & Antoni Vidiella-i-Anguera - Kernel-based hidden Markov conditional densities (RePEc:eee:csdana:v:169:y:2022:i:c:s0167947322000111)
by De Gooijer, Jan G. & Henter, Gustav Eje & Yuan, Ao - Component extraction analysis of multivariate time series (RePEc:eee:csdana:v:21:y:1996:i:5:p:487-499)
by Akman, Ibrahim & De Gooijer, Jan G. - Nonparametric conditional predictive regions for time series (RePEc:eee:csdana:v:33:y:2000:i:3:p:259-275)
by Gooijer, Jan G. De & Gannoun, Ali - Modeling vector nonlinear time series using POLYMARS (RePEc:eee:csdana:v:42:y:2003:i:1-2:p:73-90)
by De Gooijer, Jan G. & Ray, Bonnie K. - Detecting change-points in multidimensional stochastic processes (RePEc:eee:csdana:v:51:y:2006:i:3:p:1892-1903)
by De Gooijer, Jan G. - Some exact tests for manifest properties of latent trait models (RePEc:eee:csdana:v:55:y:2011:i:1:p:34-44)
by De Gooijer, Jan G. & Yuan, Ao - Testing non-linearities in world stock market prices (RePEc:eee:ecolet:v:31:y:1989:i:1:p:31-35)
by De Gooijer, Jan G. - Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1 (RePEc:eee:econom:v:14:y:1980:i:3:p:365-379)
by De Gooijer, Jan G. - Nonlinear stochastic inflation modelling using SEASETARs (RePEc:eee:insuma:v:32:y:2003:i:1:p:3-18)
by De Gooijer, Jan G. & Vidiella-i-Anguera, Antoni - Oliver Duncan Anderson: 1940-1995 (RePEc:eee:intfor:v:11:y:1995:i:1:p:195-196)
by De Gooijer, Jan G. - Forecasting and seasonality (RePEc:eee:intfor:v:13:y:1997:i:3:p:303-305)
by De Gooijer, Jan G. & Franses, Philip Hans - Introduction to forecasting decisions in conflict situations (RePEc:eee:intfor:v:18:y:2002:i:3:p:319-320)
by De Gooijer, Jan G. - Forecasting threshold cointegrated systems (RePEc:eee:intfor:v:20:y:2004:i:2:p:237-253)
by De Gooijer, Jan G. & Vidiella-i-Anguera, Antoni - Editorial Announcement (RePEc:eee:intfor:v:20:y:2004:i:4:p:523-524)
by De Gooijer, Jan G. - Introduction to nonlinearities, business cycles, and forecasting (RePEc:eee:intfor:v:21:y:2005:i:4:p:623-625)
by Garcia-Ferrer, Antonio & De Gooijer, Jan G. & Poncela, Pilar & Ruiz, Esther - 25 years of time series forecasting (RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473)
by De Gooijer, Jan G. & Hyndman, Rob J. - Semiparametric quantile averaging in the presence of high-dimensional predictors (RePEc:eee:intfor:v:35:y:2019:i:3:p:891-909)
by De Gooijer, Jan G. & Zerom, Dawit - The role of time series analysis in forecasting: A personal view (RePEc:eee:intfor:v:6:y:1990:i:4:p:449-451)
by de Gooijer, Jap G. - On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes (RePEc:eee:intfor:v:7:y:1992:i:4:p:501-513)
by de Gooijer, Jan G. & Klein, Andre - Some recent developments in non-linear time series modelling, testing, and forecasting (RePEc:eee:intfor:v:8:y:1992:i:2:p:135-156)
by De Gooijer, Jan G. & Kumar, Kuldeep - Nonlinear dynamics, chaos, and instability : William A. Brock, David A. Hsieh and Blake LeBaron, 1991, (MIT Press, Cambridge) 328, pp. [UK pound]29.25. ISBN 0-262-02329-6 (RePEc:eee:intfor:v:9:y:1993:i:1:p:134-135)
by de Gooijer, Jan G. - On predictive least squares principles : C.Z. Wei, The Annals of Statistics 20 (1992), 1-42 (RePEc:eee:intfor:v:9:y:1993:i:1:p:138-139)
by De Gooijer, Jan G. - Forecasting exchange rates using TSMARS (RePEc:eee:jimfin:v:17:y:1998:i:3:p:513-534)
by De Gooijer, Jan G. & Ray, Bonnie K. & Krager, Horst - On portmanteau-type tests for nonlinear multivariate time series (RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000039)
by De Gooijer, Jan G. - Parametric and nonparametric Granger causality testing: Linkages between international stock markets (RePEc:eee:phsmap:v:387:y:2008:i:11:p:2547-2560)
by De Gooijer, Jan G. & Sivarajasingham, Selliah - On forecasting SETAR processes (RePEc:eee:stapro:v:37:y:1998:i:1:p:7-14)
by De Gooijer, Jan G. & De Bruin, Paul T. - Mean squared error properties of the kernel-based multi-stage median predictor for time series (RePEc:eee:stapro:v:56:y:2002:i:1:p:51-56)
by De Gooijer, Jan G. & Gannoun, Ali & Zerom, Dawit - A multi-step kernel–based regression estimator that adapts to error distributions of unknown form (RePEc:ehl:lserod:115083)
by De Gooijer, Jan G. & Reichardt, Hugo - Model Selection By Maximum Entropy (RePEc:eme:aecozz:s0731-9053(1997)0000012007)
by Pieter H.F.M. van Casteren & Jan G. De Gooijer - Testing Linearity against Nonlinear Moving Average Models (RePEc:hhs:hastef:0095)
by Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo - Testing Linearity against Nonlinear Moving Average Models (RePEc:hhs:umnees:0405)
by Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo - ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH (RePEc:hhs:umnees:0535)
by Brännäs, Kurt & de Gooijer, Jan G. - Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges (RePEc:hhs:umnees:0725)
by Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina - Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH (RePEc:jof:jforec:v:23:y:2004:i:3:p:155-171)
by Jan G. De Gooijer & Kurt Brännäs - Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors (RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10289-9)
by Jan G. De Gooijer - Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach (RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0317-4)
by Hanen Ben Salah & Jan G. Gooijer & Ali Gannoun & Mathieu Ribatet - 25 Years of IIF Time Series Forecasting: A Selective Review (RePEc:msh:ebswps:2005-12)
by Jan G. De Gooijer & Rob J. Hyndman - Efficient Estimation of an Additive Quantile Regression Model (RePEc:pra:mprapa:14388)
by Cheng, Yebin & De Gooijer, Jan & Zerom, Dawit - Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns (RePEc:psc:journl:v:4:y:2012:i:1:p:23-44)
by Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek - Asymmetric vector moving average models: estimation and testing (RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01056-1)
by Jan G. Gooijer - Dynamic factor analysis of nonstationary multivariate time series (RePEc:spr:psycho:v:57:y:1992:i:3:p:333-349)
by Peter Molenaar & Jan Gooijer & Bernhard Schmitz - Partial sums of lagged cross-products of AR residuals and a test for white noise (RePEc:spr:testjl:v:17:y:2008:i:3:p:567-584)
by Jan Gooijer - Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities (RePEc:taf:japsta:v:34:y:2007:i:4:p:371-381)
by Jan G. De Gooijer - Asymptotically Informative Prior for Bayesian Analysis (RePEc:taf:lstaxx:v:43:y:2014:i:14:p:3080-3094)
by Ao Yuan & Jan G. De Gooijer - Non parametric portmanteau tests for detecting non linearities in high dimensions (RePEc:taf:lstaxx:v:45:y:2016:i:2:p:385-399)
by Jan G. De Gooijer & Ao Yuan - Nonparametric Regression with Serially Correlated Errors (RePEc:tin:wpaper:19990063)
by Jan G. de Gooijer & Ali Gannoun - Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH (RePEc:tin:wpaper:20000049)
by Kurt Brännäs & Jan G. de Gooijer - Modelling Seasonalities in Nonlinear Inflation Rates using SEASETARs (RePEc:tin:wpaper:20000098)
by Jan G. de Gooijer & Antoni Vidiella-i-Anguera - On Conditional Density Estimation (RePEc:tin:wpaper:20020032)
by Jan G. de Gooijer & Dawit Zerom - On the u-th Geometric Conditional Quantile (RePEc:tin:wpaper:20040072)
by Yebin Cheng & Jan G. de Gooijer - Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence (RePEc:tin:wpaper:20050067)
by Yebin Cheng & Jan G. de Gooijer - 25 Years of IIF Time Series Forecasting: A Selective Review (RePEc:tin:wpaper:20050068)
by Jan G. de Gooijer & Rob J. Hyndman - Semiparametric Regression with Kernel Error Model (RePEc:tin:wpaper:20060058)
by Ao Yuan & Jan G. De Gooijer - MDL Mean Function Selection in Semiparametric Kernel Regression Models (RePEc:tin:wpaper:20080046)
by Jan G. De Gooijer & Ao Yuan - Efficient Estimation of an Additive Quantile Regression (RePEc:tin:wpaper:20090104)
by Yebin Cheng & Jan G. De Gooijer & Dawit Zerom - Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns (RePEc:tin:wpaper:20090107)
by Jan G. de Gooijer & Cees G.H. Diks & Lukasz T. Gatarek - Some Exact Tests for Manifest Properties of Latent Trait Models (RePEc:tin:wpaper:20100044)
by Jan G. de Gooijer & Ao Yuan - Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data (RePEc:tin:wpaper:20110011)
by Jan G. de Gooijer & Ao Yuan - Asymptotically Informative Prior for Bayesian Analysis (RePEc:tin:wpaper:20110130)
by Ao Yuan & Jan G. de Gooijer - Higher order moments of bilinear time series processes with symmetrically distributed errors (RePEc:tiu:tiurem:1460b746-722e-4dd9-b05e-0fd1a2c6e208)
by de Gooijer, J.G. & Heuts, R.M.J. - Higher order moments of bilinear time series processes with symmetrically distributed errors (RePEc:tiu:tiutis:1460b746-722e-4dd9-b05e-0fd1a2c6e208)
by de Gooijer, J.G. & Heuts, R.M.J.