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Numerically stable cointegration analysisJurgen A. Doornik; R.J. O'Brien · 2002
MODELLING LINEAR DYNAMIC ECONOMETRIC SYSTEMSDavid F. Hendry; Jurgen A. Doornik · 1994
Encompassing and Automatic Model SelectionJurgen A. Doornik · 2008
Multimodality in GARCH regression modelsJurgen A. Doornik; Marius Ooms · 2008
Evaluating Automatic Model SelectionCastle, Jennifer L.; Doornik, Jurgen A; Hendry, David F. · Journal of Time Series Econometrics · 2011
Card forecasts for M4Doornik, Jurgen A.; Castle, Jennifer L.; Hendry, David F. · International Journal of Forecasting · 2019
Constructing Historical Euro-zone DataAndreas Beyer; Jurgen A. Doornik; David F. Hendry · 2001
Reconstructing Aggregate Euro-zone DataAndreas Beyer; Jurgen A. Doornik; David F. Hendry · 2000
Semiparametric Efficiency BoundsWhitney K. Newey · Journal of Applied Econometrics · 1990
Modeling a Multivariate Transaction ProcessNolte, I. · Journal of Financial Econometrics · 2007
Heavy tails of OLSMikosch, Thomas; de Vries, Casper G. · Journal of Econometrics · 2013
The method of simulated quantilesDominicy, Yves; Veredas, David · Journal of Econometrics · 2013
Autoregressive Conditional KurtosisBrooks, C. · Journal of Financial Econometrics · 2005
Microfit 5.0McKenzie, C. R.; Takaoka, Sumiko · Journal of Applied Econometrics · 2013
ErratumThe Econometrics Journal · 2012
Modelling volatility by variance decompositionAmado, Cristina; Teräsvirta, Timo · Journal of Econometrics · 2013