Search results
Results: 84
Number of items: 84
-
de Gooijer, J. G., & Sivarajasingham, S. (2008). Parametric and nonparametric Granger causality testing: Linkages between international stock markets. Physica A : Statistical Mechanics and its Applications, 387(11), 2547-2560. https://doi.org/10.1016/j.physa.2008.01.033
-
de Gooijer, J. G., & Yuan, A. (2008). MDL mean function selection in semiparametric kernel regression models. Communications in Statistics: Theory and Methods, 37(14), 2237-2248. https://doi.org/10.1080/03610920701875267
-
de Gooijer, J. G., & Sivarajasingham, S. (2008). Parametric and nonparametric Granger causality testing: linkages between international stock markets. In Proceedings of the 28th International Symposium on Forecasting (pp. 1-22). http://www.forecasters.org/isf/pdfs/ISF2008_Proceedings.pdf
-
de Gooijer, J. G. (2008). Partial sums of lagged cross-products of AR residuals and a test for white noise. Test, 17, 567-584. https://doi.org/10.1007/s11749-007-0058-6
-
de Gooijer, J. G., & Yuan, A. (2008). Exact tests for some latent traits. (UvA-Econometrics discussion papers; No. 2008/01). Afdeling Kwantitatieve Economie. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/E58FEE3DFC82F004C12573F7002F0560/$file/0801.pdf
-
Cheng, Y., & De Gooijer, J. G. (2007). On the uth geometric conditional quantile. Journal of Statistical Planning and Inference, 137(6), 1914-1930. https://doi.org/10.1016/j.jspi.2006.02.014
-
de Gooijer, J. G., Gannoun, A., & Zerom, D. (2006). A multivariate quantile predictor. Communications in Statistics: Theory and Methods, 35(1), 133-147. https://doi.org/10.1080/03610920500439570
-
de Gooijer, J. G. (2006). Detecting change-points in multidimensional stochatic processes. Computational Statistics and Data Analysis, 51(3), 1892-1903. https://doi.org/10.1016/j.csda.2005.12.004
-
de Gooijer, J. G., & Hyndman, R. J. (2006). 25 years of time series forecasting. International Journal of Forecasting, 22(3), 443-473. https://doi.org/10.1016/j.ijforecast.2006.01.001
Page 4 of 9