Jurgen Doornik

  • Card forecasts for M4

  • Modelling non-stationary ‘Big Data’

  • Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications

  • Maximum likelihood estimation of the I(2) model under linear restrictions

  • An Example of Instability: Discussion of the Paper by Soren Johansen and Bent Nielsen

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  • Department of Economics Discussion Paper Series

    Modelling Non-stationary 'Big Data'

  • Department of Economics Discussion Paper Series

    Step-indicator Saturation

  • Department of Economics Discussion Paper Series

    Constructing Historical Euro-Zone Data.

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