9 results: page 1 of 1
Jan 2025
How the Bank of England could have avoided mis-forecasting UK inflation during 2021–24
Jennifer L. Castle , Jurgen Doornik , David F. Hendry
Jennifer L. Castle , Jurgen Doornik , David F. Hendry
Oct 2024
David Hendry: Forecasting UK Inflation during 2021-24
David Hendry , Jennifer Castle , Jurgen Doornik
David Hendry , Jennifer Castle , Jurgen Doornik
Nov 2018
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
in Econometrics
Jurgen Doornik , Rocco Mosconi , Paolo Paruolo
Jun 2018
Accelerated estimation of switching algorithms: The cointegrated VAR Model and other applications
in Scandinavian Journal of Statistics
Jurgen Doornik
in Scandinavian Journal of Statistics
Jurgen Doornik
Aug 2017
Maximum likelihood estimation of the I(2) Model under linear restrictions
in Econometrics
Jurgen Doornik
in Econometrics
Jurgen Doornik
Dec 2015
Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen'
David Hendry , Jurgen Doornik
David Hendry , Jurgen Doornik
Dec 2015
Aug 2013
Mis-specification testing: Non-Invariance of expectations models of inflation
David Hendry , Jennifer Castle , Jurgen Doornik , Ragnar Nymoen
David Hendry , Jennifer Castle , Jurgen Doornik , Ragnar Nymoen