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Jan De Gooijer
Jan De Gooijer
Professor of Economic Statistics
Verified email at contact.uva.nl - Homepage
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25 years of time series forecasting
JG De Gooijer, RJ Hyndman
International journal of forecasting 22 (3), 443-473, 2006
15682006
Some recent developments in non-linear time series modelling, testing, and forecasting
JG De Gooijer, K Kumar
International Journal of Forecasting 8 (2), 135-156, 1992
3231992
Methods for determining the order of an autoregressive-moving average process: A survey
JG de Gooijer, B Abraham, A Gould, L Robinson
International Statistical Review/Revue Internationale de Statistique, 301-329, 1985
2001985
Dynamic factor analysis of nonstationary multivariate time series
PCM Molenaar, JG De Gooijer, B Schmitz
Psychometrika 57, 333-349, 1992
1871992
On additive conditional quantiles with high-dimensional covariates
JG De Gooijer, D Zerom
Journal of the American Statistical Association 98 (461), 135-146, 2003
1052003
On conditional density estimation
JG De Gooijer, D Zerom
Statistica Neerlandica 57 (2), 159-176, 2003
982003
Elements of nonlinear time series analysis and forecasting
JG De Gooijer
Springer, 2017
762017
Parametric and nonparametric Granger causality testing: Linkages between international stock markets
JG De Gooijer, S Sivarajasingham
Physica A: Statistical Mechanics and its Applications 387 (11), 2547-2560, 2008
572008
Testing non-linearities in world stock market prices
JG De Gooijer
Economics Letters 31 (1), 31-35, 1989
571989
Autoregressive‐asymmetric moving average models for business cycle data
K Brånnås, JG De Gooijer
Journal of Forecasting 13 (6), 529-544, 1994
541994
Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p, d, q), d= 0 or 1
JG De Gooijer
Journal of Econometrics 14 (3), 365-379, 1980
541980
Forecasting threshold cointegrated systems
JG De Gooijer, A Vidiella-i-Anguera
International Journal of Forecasting 20 (2), 237-253, 2004
472004
TARSO modeling of water table depths
M Knotters, JG De Gooijer
Water Resources Research 35 (3), 695-705, 1999
471999
Nonparametric forecasting: a comparison of three kernel-based methods
E Matzner-Løfber, A Gannoun, JG De Gooijer
Communications in Statistics-Theory and Methods 27 (7), 1593-1617, 1998
451998
Forecasting exchange rates using TSMARS
JG De Gooijer, BK Ray, H Kräger
Journal of International Money and Finance 17 (3), 513-534, 1998
431998
On the uth geometric conditional quantile
Y Cheng, JG De Gooijer
Journal of statistical planning and inference 137 (6), 1914-1930, 2007
382007
Nonparametric conditional predictive regions for time series
JG De Gooijer, A Gannoun
Computational Statistics & Data Analysis 33 (3), 259-275, 2000
372000
On forecasting SETAR processes
JG De Gooijer, PT De Bruin
Statistics & probability letters 37 (1), 7-14, 1998
371998
Forecasting the Antwerp maritime steel traffic flow: a case study
JG de Gooijer, A Klein
Journal of Forecasting 8 (4), 381-398, 1989
361989
A multivariate quantile predictor
JG De Gooijer, A Gannoun, D Zerom
Communications in Statistics—Theory and Methods 35 (1), 133-147, 2006
302006
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