Jurgen A. Doornik
Economics and Econometrics · 2001–2015
A researcher in the Science corpus: 6 papers; trusts 8 researchers and is trusted by 25 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 14 citations into it; #12,076 of 23,481 by trust here, #10,609 by citations
- Statistics and Probability — 12 citations into it; #2,389 of 12,932 by trust here, #3,703 by citations
- Finance — 5 citations into it; #9,621 of 10,518 by trust here, #9,371 by citations
Whom Jurgen A. Doornik trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Tim Bollerslev
- F. Windmeijer
- Søren Johansen
- David F. Hendry
- Robert Tibshirani
- Carlos Santos
- R. Oaxaca
- Jennifer L. Castle
- Bent Nielsen
Who trusts Jurgen A. Doornik overall
- Abdulnasser Hatemi-J
- Tommaso Proietti
- Khaled H. Hamed
- Petri Rouvinen
- Mark B. Stewart
- Hossein Hassani
- J. Mencía
- M. Bun
- H. Hansen
- M. Piva
Papers from Jurgen A. Doornik's perspective
Ordered by how strongly the researchers Jurgen A. Doornik trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Estimating the Dimension of a Model
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Regression Shrinkage and Selection via the Lasso
- An analysis of the indicator saturation estimator as a robust regression
- A Reality Check for Data Snooping
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Econometric Theory)
- Truth and Robustness in Cross-Country Growth Regressions
- Automatic selection of indicators in a fully saturated regression (Computational statistics (Zeitschrift))
- Consistent Model Selection by an Automatic "Gets" Approach
Their papers
- Model selection when there are multiple breaks (2012) — 165 citations
- Detecting Location Shifts during Model Selection by Step-Indicator Saturation (2015) — 153 citations
- An Omnibus Test for Univariate and Multivariate Normality (2008) — 1,057 citations
- Constructing Historical Euro-Zone Data (2001) — 182 citations
- Outlier detection in GARCH models (2005) — 61 citations
- Panel Data estimation using DPD for Ox (2001) — 197 citations