Jurgen A. Doornik
Names
| first: |
Jurgen |
| middle: |
A. |
| last: |
Doornik |
Identifer
Contact
Affiliations
-
Oxford University
/ Department of Economics
Research profile
author of:
- Reconstructing Aggregate Euro‐zone Data (RePEc:bla:jcmkts:v:38:y:2000:i:4:p:613-624)
by Andreas Beyer & Jurgen A. Doornik & David F. Hendry - Inference in Cointegrating Models: UK M1 Revisited (RePEc:bla:jecsur:v:12:y:1998:i:5:p:533-572)
by Jurgen A. Doornik & David F. Hendry & Bent Nielsen - Approximations To The Asymptotic Distributions Of Cointegration Tests (RePEc:bla:jecsur:v:12:y:1998:i:5:p:573-593)
by Jurgen A. Doornik - Encompassing and Automatic Model Selection (RePEc:bla:obuest:v:70:y:2008:i:s1:p:915-925)
by Jurgen A. Doornik - An Omnibus Test for Univariate and Multivariate Normality (RePEc:bla:obuest:v:70:y:2008:i:s1:p:927-939)
by Jurgen A. Doornik & Henrik Hansen - Model Selection in Equations with Many ‘Small’ Effects (RePEc:bla:obuest:v:75:y:2013:i:1:p:6-22)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Wage Formation and Bargaining Power during the Great Depression (RePEc:bla:scandj:v:112:y:2010:i:1:p:211-233)
by Gunnar Bårdsen & Jurgen A. Doornik & Jan Tore Klovland - An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen (RePEc:bla:scjsta:v:43:y:2016:i:2:p:357-359)
by Jurgen A. Doornik - Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen (RePEc:bla:scjsta:v:43:y:2016:i:2:p:360-365)
by Jurgen A. Doornik & David F. Hendry - Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications (RePEc:bla:scjsta:v:45:y:2018:i:2:p:283-300)
by Jurgen A. Doornik - Modelling Linear Dynamic Econometric Systems (RePEc:bla:scotjp:v:41:y:1994:i:1:p:1-33)
by Hendry, David F & Doornik, Jurgen A - The Implications for Econometric Modelling of Forecast Failure (RePEc:bla:scotjp:v:44:y:1997:i:4:p:437-461)
by David F. Hendry & Jurgen A. Doornik - Modeling and forecasting the COVID‐19 pandemic time‐series data (RePEc:bla:socsci:v:102:y:2021:i:5:p:2070-2087)
by Jurgen A. Doornik & Jennifer L. Castle & David F. Hendry - Identifying, estimating and testing restricted cointegrated systems: An overview (RePEc:bla:stanee:v:58:y:2004:i:4:p:440-465)
by H. Peter Boswijk & Jurgen A. Doornik - Econometric software development: past, present and future (RePEc:bla:stanee:v:60:y:2006:i:2:p:206-224)
by Marius Ooms & Jurgen A. Doornik - A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s (RePEc:bno:worpap:2004_04)
by Gunnar Bårdsen & Jurgen Doornik & Jan Tore Klovland - A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s (RePEc:bno:worpap:2004_08)
by Gunnar Bårdsen & Jurgen Doornik & Jan Tore Klovland - Beyer-Doornik-Hendry (RePEc:boc:bocins:bdh)
by Beyer, Andreas & Doornik, Jurgen A. & Hendry, David F. - Daily DJIA (RePEc:boc:bocins:ddjia)
by Doornik, Jurgen A. - Iris (RePEc:boc:bocins:iris)
by Doornik, Jurgen A. - Evaluating Automatic Model Selection (RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8)
by Castle Jennifer L. & Doornik Jurgen A & Hendry David F. - Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (RePEc:bpj:sndecm:v:8:y:2004:i:2:n:14)
by Doornik Jurgen A & Ooms Marius - The Value Of Robust Statistical Forecasts In The Covid-19 Pandemic (RePEc:cup:nierev:v:256:y:2021:i::p:19-43_3)
by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F. - Constructing Historical Euro-Zone Data (RePEc:ecj:econjl:v:111:y:2001:i:469:p:f102-21)
by Beyer, Andreas & Doornik, Jurgen A & Hendry, David F - The Influence of Var Dimensions on Estimator Biases: Comment (RePEc:ecm:emetrp:v:71:y:2003:i:1:p:377-383)
by Jurgen A. Doornik & Bent Nielsen & Thomas J. Rothenberg - Multimodality and the GARCH Likelihood (RePEc:ecm:wc2000:0798)
by Jurgen A. Doornik & Marius Ooms - Statistical algorithms for models in state space using SsfPack 2.2 (RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160)
by Siem Jan Koopman & Neil Shephard & Jurgen A. Doornik - Numerically stable cointegration analysis (RePEc:eee:csdana:v:41:y:2002:i:1:p:185-193)
by Doornik, Jurgen A. & O'Brien, R. J. - Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348)
by Doornik, Jurgen A. & Ooms, Marius - A Markov-switching model with component structure for US GNP (RePEc:eee:ecolet:v:118:y:2013:i:2:p:265-268)
by Doornik, Jurgen A. - Model selection when there are multiple breaks (RePEc:eee:econom:v:169:y:2012:i:2:p:239-246)
by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F. - Robust Discovery of Regression Models (RePEc:eee:ecosta:v:26:y:2023:i:c:p:31-51)
by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F. - Multimodality in GARCH regression models (RePEc:eee:intfor:v:24:y:2008:i:3:p:432-448)
by Doornik, Jurgen A. & Ooms, Marius - Card forecasts for M4 (RePEc:eee:intfor:v:36:y:2020:i:1:p:129-134)
by Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F. - Modelling non-stationary ‘Big Data’ (RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575)
by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F. - Short-term forecasting of the coronavirus pandemic (RePEc:eee:intfor:v:38:y:2022:i:2:p:453-466)
by Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F. - Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation (RePEc:ems:eureir:1619)
by Ooms, M. & Doornik, J.A. - Constructing Historical Euro-Zone Data (RePEc:eui:euiwps:eco2000/10)
by Beyer, A. & Doornik, J.A. & Hendry, D.F. - Wage Behaviour During the Interwar Years: Are there any Puzzles left? Evidence from a Panel of Norwegian Manufacturing Industries (RePEc:fth:norgee:5/00)
by Bardsen, G. & Doornik, J. & Klovland, J.T. - Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics (RePEc:gam:jecnmx:v:10:y:2021:i:1:p:2-:d:708476)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Detecting Location Shifts during Model Selection by Step-Indicator Saturation (RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis - Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions (RePEc:gam:jecnmx:v:5:y:2017:i:2:p:19-:d:98597)
by Jurgen A. Doornik - Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models (RePEc:gam:jecnmx:v:5:y:2017:i:4:p:49-:d:119536)
by Jurgen A. Doornik & Rocco Mosconi & Paolo Paruolo - Selecting a Model for Forecasting (RePEc:gam:jecnmx:v:9:y:2021:i:3:p:26-:d:582011)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Forecasting Principles from Experience with Forecasting Competitions (RePEc:gam:jforec:v:3:y:2021:i:1:p:10-165:d:504406)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Testing the Invariance of Expectations Models of Inflation (RePEc:hhs:osloec:2010_021)
by Nymoen, Ragnar & L. Castle, Jennifer & A. Doornik, Jurgen & F. Hendry, David - Distribution approximations for cointegration tests with stationary exogenous regressors (RePEc:jae:japmet:v:20:y:2005:i:6:p:797-810)
by Jurgen A. Doornik & H. Peter Boswijk - A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries (RePEc:nst:samfok:1802)
by Gunnar Bårdsen & Jurgen Doornik & Jan Tore Klovland - Computationally-intensive Econometrics using a Distributed Matrix-programming Language (RePEc:nuf:econwp:0122)
by Jurgen A. Doornik & David F. Hendry & Neil Shephard - Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models (RePEc:nuf:econwp:0127)
by Jurgen A. Doornik & Marius Ooms - Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview (RePEc:nuf:econwp:0310)
by H. Peter Boswijk & Jurgen Doornik - Multimodality in the GARCH Regression Model (RePEc:nuf:econwp:0320)
by Jurgen A. Doornik & Marius Ooms - Parallel Computation in Econometrics: A Simplified Approach (RePEc:nuf:econwp:0416)
by Jurgen A. Doornik & Neil Shephard & David F. Hendry - Outlier Detection in GARCH Models (RePEc:nuf:econwp:0524)
by Jurgen A. Doornik & Marius Ooms - Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications (RePEc:nuf:econwp:1705)
by Jurgen A. Doornik - Some forecasting principles from the M4 competition (RePEc:nuf:econwp:1901)
by Jennifer L. Castle & Jurgen A. Doornik & David Hendry - Robust Discovery of Regression Models (RePEc:nuf:econwp:2004)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 (RePEc:nuf:econwp:2006)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - An omnibus test for univariate and multivariate normalit (RePEc:nuf:econwp:9604)
by Jurgen A Doornik & Henrik Hansen - Constructing Historical Euro-Zone Data (RePEc:oxf:wpaper:4)
by David Hendry & Jurgen Doornik - Model Selection when there are Multiple Breaks (RePEc:oxf:wpaper:407)
by Jennifer Castle & David Hendry & Jurgen A. Doornik - Evaluating Automatic Model Selection (RePEc:oxf:wpaper:474)
by Jennifer Castle & David Hendry & Jurgen A. Doornik - Testing the Invariance of Expectations Models of Inflation (RePEc:oxf:wpaper:510)
by David Hendry & Jennifer L. Castle & Jurgen A. Doornik - Model Selection in Equations with Many 'Small' Effects (RePEc:oxf:wpaper:528)
by Jennifer Castle & David Hendry - Step-indicator Saturation (RePEc:oxf:wpaper:658)
by David Hendry & Jurgen A. Doornik & Felix Pretis - Statistical Model Selection with 'Big Data' (RePEc:oxf:wpaper:735)
by David Hendry & Jurgen A. Doornik - Selecting a Model for Forecasting (RePEc:oxf:wpaper:861)
by Jennifer Castle & Jurgen Doornik & David Hendry - Modelling Non-stationary 'Big Data' (RePEc:oxf:wpaper:905)
by Jennifer Castle & Jurgen Doornik & David Hendry - Mis-specification Testing: Non-Invariance of Expectations Models of Inflation (RePEc:rim:rimwps:50_12)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen - Model Selection in Equations with Many 'Small' Effects (RePEc:rim:rimwps:53_12)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Multimodality and the GARCH Likelihood (RePEc:sce:scecf1:76)
by Jurgen A. Doornik and Marius Ooms - Misspecification Testing: Non-Invariance of Expectations Models of Inflation (RePEc:taf:emetrv:v:33:y:2014:i:5-6:p:553-574)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen - Statistical model selection with “Big Data” (RePEc:taf:oaefxx:v:3:y:2015:i:1:p:1045216)
by Jurgen A. Doornik & David F. Hendry & Steve Cook - Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors (RePEc:tin:wpaper:19990013)
by H. Peter Boswijk & Jurgen A. Doornik - Outlier Detection in GARCH Models (RePEc:tin:wpaper:20050092)
by Jurgen A. Doornik & Marius Ooms - Statistical Algorithms for Models in State Space Using SsfPack 2.2 (RePEc:tiu:tiucen:8fe36759-6517-4c66-86fa-e8cb6bc2b624)
by Koopman, S.J.M. & Shephard, N. & Doornik, J.A. - Statistical Algorithms for Models in State Space Using SsfPack 2.2 (RePEc:tiu:tiutis:8fe36759-6517-4c66-86fa-e8cb6bc2b624)
by Koopman, S.J.M. & Shephard, N. & Doornik, J.A.