Jurgen A. Doornik
Names
first: 
Jurgen 
middle: 
A. 
last: 
Doornik 
Contact
Affiliations

Oxford University
→ Department of Economics
 website
 location: Oxford, United Kingdom
Research profile
author of:

An omnibus test for univariate and multivariate normalit
by Jurgen A. Doornik & Henrik Hansen

The Influence of Var Dimensions on Estimator Biases: Comment
by Jurgen A. Doornik & Bent Nielsen & Thomas J. Rothenberg

A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries
by Gunnar Bårdsen & Jurgen Doornik & Jan Tore Klovland

Computationallyintensive Econometrics using a Distributed Matrixprogramming Language
by Jurgen A. Doornik & David F. Hendry & Neil Shephard

Wage Behaviour During the Interwar Years: Are there any Puzzles left? Evidence from a Panel of Norwegian Manufacturing Industries.
by Bardsen, G. & Doornik, J. & Klovland, J. T.

Statistical algorithms for models in state space using SsfPack 2.2
by SIEM JAN KOOPMAN & NEIL SHEPHARD & JURGEN A. DOORNIK

BeyerDoornikHendry
by Beyer, Andreas & Doornik, Jurgen A. & Hendry, David F.

Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview
by H. Peter Boswijk & Jurgen Doornik

Multimodality in the GARCH Regression Model
by Jurgen A. Doornik & Marius Ooms

Multimodality and the GARCH Likelihood
by Jurgen A. Doornik & Marius Ooms

Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models
by Jurgen A. Doornik & Marius Ooms

Constructing Historical EuroZone Data.
by Beyer, Andreas & Doornik, Jurgen A. & Hendry, David F.

Modelling Linear Dynamic Econometric Systems.
by Hendry, David F. & Doornik, Jurgen A.

Iris
by Doornik, Jurgen A.

Daily DJIA
by Doornik, Jurgen A.

A Europeantype wage equation from an Americanstyle labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s
by Gunnar Bårdsen & Jurgen Doornik & Jan Tore Klovland

Multimodality and the GARCH Likelihood
by Jurgen A. Doornik and Marius Ooms

A Europeantype wage equation from an Americanstyle labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s
by Gunnar Bårdsen & Jurgen Doornik & Jan Tore Klovland

Constructing Historical EuroZone Data.
by Beyer, A. & Doornik, J. A. & Hendry, D. F.

Distribution approximations for cointegration tests with stationary exogenous regressors
by Jurgen A. Doornik & H. Peter Boswijk

Outlier Detection in GARCH Models
by Jurgen A. Doornik & Marius Ooms

Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models
by Doornik, Jurgen A. & Ooms, Marius

Reconstructing Aggregate Euro‐zone Data
by Andreas Beyer & Jurgen A. Doornik & David F. Hendry

Numerically stable cointegration analysis
by Doornik, Jurgen A. & O'Brien, R. J.

Identifying, estimating and testing restricted cointegrated systems: An overview
by H. Peter Boswijk & Jurgen A. Doornik

Econometric software development: past, present and future
by Marius Ooms & Jurgen A. Doornik

Multimodality in GARCH regression models
by Doornik, Jurgen A. & Ooms, Marius

An Omnibus Test for Univariate and Multivariate Normality*
by Jurgen A. Doornik & Henrik Hansen

Encompassing and Automatic Model Selection*
by Jurgen A. Doornik

Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation
by Doornik Jurgen A. & Ooms Marius

Wage Formation and Bargaining Power during the Great Depression*
by Gunnar Bårdsen & Jurgen A. Doornik & Jan Tore Klovland

Testing the Invariance of Expectations Models of Inflation
by David Hendry & Jennifer L. Castle & Jurgen A. Doornik

Model Selection in Equations with Many 'Small' Effects
by Jennifer Castle & David Hendry

Evaluating Automatic Model Selection
by Castle Jennifer L. & Doornik Jurgen A. & Hendry David F.

Parallel Computation in Econometrics: A Simplified Approach
by Jurgen A. Doornik & Neil Shephard & David F. Hendry

Testing the Invariance of Expectations Models of Inflation
by Nymoen, Ragnar & L. Castle, Jennifer & A. Doornik, Jurgen & F. Hendry, David

Model Selection in Equations with Many 'Small' Effects
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry

Misspecification Testing: NonInvariance of Expectations Models of Inflation
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen

A Markovswitching model with component structure for US GNP
by Doornik, Jurgen A.

Model selection when there are multiple breaks
by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.

Model Selection when there are Multiple Breaks
by Jennifer Castle & David Hendry & Jurgen A. Doornik

Model Selection in Equations with Many ‘Small’ Effects
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry

Evaluating Automatic Model Selection
by Jennifer Castle & David Hendry & Jurgen A. Doornik

Stepindicator Saturation
by David Hendry & Jurgen A. Doornik & Felix Pretis

APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS
by Jurgen A. Doornik

Inference in Cointegrating Models: UK M1 Revisited
by Jurgen A. Doornik & David F. Hendry & Bent Nielsen

Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation
by Ooms, M. & Doornik, J. A.

Misspecification Testing: NonInvariance of Expectations Models of Inflation
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen

Outlier Detection in GARCH Models
by Jurgen A. Doornik & Marius Ooms

Detecting Location Shifts during Model Selection by StepIndicator Saturation
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis

Statistical Model Selection with 'Big Data'
by David Hendry & Jurgen A. Doornik

Statistical Algorithms for Models in State Space Using SsfPack 2.2
by Koopman, S. J. M. & Shephard, N. & Doornik, J. A.

Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors
by H. Peter Boswijk & Jurgen A. Doornik

An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen
by Jurgen A. Doornik

Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen
by Jurgen A. Doornik & David F. Hendry

Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models
by Jurgen A. Doornik & Rocco Mosconi & Paolo Paruolo

Statistical model selection with “Big Data”
by Jurgen A. Doornik & David F. Hendry & Steve Cook

Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions
by Jurgen A. Doornik

Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications
by Jurgen A. Doornik

Selecting a Model for Forecasting
by Jennifer Castle & Jurgen Doornik & David Hendry

Card forecasts for M4
by Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F.

Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications
by Jurgen A. Doornik

Some forecasting principles from the M4 competition
by Jennifer L. Castle & Jurgen A. Doornik & David Hendry

Robust Discovery of Regression Models
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry

Modelling Nonstationary 'Big Data'
by Jennifer Castle & Jurgen Doornik & David Hendry

The Implications for Econometric Modelling of Forecast Failure
by David F. Hendry & Jurgen A. Doornik

Shortterm forecasting of the Coronavirus Pandemic  20200427
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry

Statistical Algorithms for Models in State Space Using SsfPack 2.2
by Koopman, S. J. M. & Shephard, N. & Doornik, J. A.

Forecasting Principles from Experience with Forecasting Competitions
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry