Publications
Filtered Results: 7 found
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Nov 2018 |
Selecting a Model for Forecasting
in Econometrics David Hendry, Jennifer Castle, Jurgen Doornik |
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Jun 2018 |
Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) VAR Models
in Econometrics Jurgen Doornik, Rocco Mosconi, Paolo Paruolo |
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Jun 2018 |
Accelerated estimation of switching algorithms: The cointegrated VAR Model and other applications
in Scandinavian Journal of Statistics Jurgen Doornik |
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Aug 2017 |
Maximum likelihood estimation of the I(2) Model under linear restrictions
in Econometrics Jurgen Doornik |
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Dec 2015 |
Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen'
David Hendry, Jurgen Doornik |
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Dec 2015 |
An example of instability: Discussion of the paper by Søren Johansen and Bent Nielsen
Jurgen Doornik |
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Aug 2013 |
Mis-specification testing: Non-Invariance of expectations models of inflation
David Hendry, Jennifer Castle, Jurgen Doornik, Ragnar Nymoen |