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Results: 84
Number of items: 84
  • de Gooijer, J. G., & de Bruin, P. T. (1998). On forecasting SETAR processes. Statistics & Probability Letters, 37, 7-14. https://doi.org/10.1016/S0167-7152(97)00092-8
  • de Gooijer, J. G., & Franses, P. H. (1997). Forecasting and seasonality. International Journal of Forecasting, 13, 303-305. https://doi.org/10.1016/S0169-2070(97)00018-6
  • van Casteren, P. H. F. M., & de Gooijer, J. G. (1997). Model selection by maximum entropy. Advances in Econometrics, 12, 135-161.
  • Brannas, K., de Gooijer, J. G., & Terasvirta, T. (1996). Testing linearity against nonlinear moving average models. Report AE, 96(8).
  • Akman, I., & de Gooijer, J. G. (1996). Component extraction analysis of multivariate time series. Computational Statistics and Data Analysis, 21, 487-499. https://doi.org/10.1016/0167-9473(95)00031-3
  • Klein, A. A. B., & de Gooijer, J. G. (1996). Cumulated prediction errors of multivariate time series models. Random Operators and Stochastic Equations, 4, 111-117.
  • van Casteren, P. H. F. M., & de Gooijer, J. G. (1996). Model selection by maximum entropy. (TI discussion paper; No. 96-160/7). Tinbergen Institute.
  • Klein, A. A. B., & de Gooijer, J. G. (1996). Cumulated prediction errors of multivariate time series. (TI discussion paper; No. 96-34/7). Tinbergen Institute.
  • de Vilder, R. G. (1995). Endogenous business cycles. [Thesis, fully internal, Universiteit van Amsterdam].
  • de Gooijer, J. G. (1995). Cross-validation criteria for covariance structures. Communications in Statistics: Simulation and Computation, 24, 1-16. https://doi.org/10.1080/03610919508813226
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