Publications

Filtered Results: 7 found

Nov 2018
Paper
Selecting a Model for Forecasting
David Hendry, Jennifer Castle, Jurgen Doornik
Jun 2018
Journal
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
Jun 2018
Journal
Accelerated estimation of switching algorithms: The cointegrated VAR Model and other applications
in Scandinavian Journal of Statistics
Jurgen Doornik
Aug 2017
Journal
Maximum likelihood estimation of the I(2) Model under linear restrictions
in Econometrics
Jurgen Doornik
Dec 2015
Paper
Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen'
David Hendry, Jurgen Doornik
Dec 2015
Paper
An example of instability: Discussion of the paper by Søren Johansen and Bent Nielsen
Jurgen Doornik
Aug 2013
Journal
Mis-specification testing: Non-Invariance of expectations models of inflation
David Hendry, Jennifer Castle, Jurgen Doornik, Ragnar Nymoen