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Information about:
Jan G. De Gooijer

Personal Details | Affiliation | Works
This is information that was supplied by Jan G. Gooijer in registering through RePEc. If you are Jan G. De Gooijer , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Jan G.
Middle Name: De
Last Name: Gooijer
Suffix:

RePEc Short-ID: pgo185

Email:
Homepage: http://www.fee.uva.nl/ke/jandeg
Postal Address:
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jan G. De Gooijer & Ao Yuan, 2008. "MDL Mean Function Selection in Semiparametric Kernel Regression Models," Tinbergen Institute Discussion Papers 08-046/4, Tinbergen Institute. [Downloadable!]

  2. Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007. "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," UmeÃ¥ Economic Studies 725, Umeå University, Department of Economics. [Downloadable!]

  3. Yebin Cheng & Jan G. de Gooijer, 2005. "Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence," Tinbergen Institute Discussion Papers 05-067/4, Tinbergen Institute. [Downloadable!]

  4. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute. [Downloadable!]
    Other versions:

  5. Yebin Cheng & Jan G. de Gooijer, 2004. "On the u-th Geometric Conditional Quantile," Tinbergen Institute Discussion Papers 04-072/4, Tinbergen Institute. [Downloadable!]

  6. Jan G. de Gooijer & Dawit Zerom, 2002. "On Conditional Density Estimation," Tinbergen Institute Discussion Papers 02-032/4, Tinbergen Institute. [Downloadable!]
    Published as:

  7. Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," UmeÃ¥ Economic Studies 535, Umeå University, Department of Economics.
    Other versions:
    Published as:

  8. Jan G. de Gooijer & Antoni Vidiella-i-Anguera, 2000. "Modelling Seasonalities in Nonlinear Inflation Rates using SEASETARs," Tinbergen Institute Discussion Papers 00-098/4, Tinbergen Institute. [Downloadable!]

  9. Jan G. de Gooijer & Ali Gannoun, 1999. "Nonparametric Regression with Serially Correlated Errors," Tinbergen Institute Discussion Papers 99-063/4, Tinbergen Institute. [Downloadable!]

  10. Jan G. de Gooijer & Dawit Zerom, 1999. "Kernel-based Multistep-ahead Predictions of the US Short-term Interest Rate," Tinbergen Institute Discussion Papers 99-015/4, Tinbergen Institute.

  11. Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo, 1996. "Testing Linearity against Nonlinear Moving Average Models," Working Paper Series in Economics and Finance 95, Stockholm School of Economics.
    Other versions:

  12. Ao Yuan & Jan G. De Gooijer, . "Semiparametric Regression with Kernel Error Model," Tinbergen Institute Discussion Papers 06-058/4, Tinbergen Institute. [Downloadable!]
    Published as:

Articles

  1. Ao Yuan & Jan G. De Gooijer, 2007. "Semiparametric Regression with Kernel Error Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 34(4), pages 841-869. [Downloadable!] (restricted)
    Other versions:

  2. Jan G. De Gooijer, 2007. "Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities," Journal of Applied Statistics, Taylor and Francis Journals, vol. 34(4), pages 371-381. [Downloadable!] (restricted)

  3. De Gooijer, Jan G., 2006. "Detecting change-points in multidimensional stochastic processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1892-1903, December. [Downloadable!] (restricted)

  4. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473. [Downloadable!] (restricted)

  5. Jan G. De Gooijer & Antoni Vidiella-i-Anguera, 2005. "Estimating threshold cointegrated systems," Economics Bulletin, Economics Bulletin, vol. 3(8), pages 1-7. [Downloadable!]

  6. Garcia-Ferrer, Antonio & De Gooijer, Jan G. & Poncela, Pilar & Ruiz, Esther, 2005. "Introduction to nonlinearities, business cycles, and forecasting," International Journal of Forecasting, Elsevier, vol. 21(4), pages 623-625. [Downloadable!] (restricted)

  7. De Gooijer, Jan G. & Vidiella-i-Anguera, Antoni, 2004. "Forecasting threshold cointegrated systems," International Journal of Forecasting, Elsevier, vol. 20(2), pages 237-253. [Downloadable!] (restricted)

  8. Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171. [Downloadable!]
    Other versions:

  9. De Gooijer, Jan G., 2004. "Editorial Announcement," International Journal of Forecasting, Elsevier, vol. 20(4), pages 523-524. [Downloadable!] (restricted)

  10. De Gooijer, Jan G. & Vidiella-i-Anguera, Antoni, 2003. "Nonlinear stochastic inflation modelling using SEASETARs," Insurance: Mathematics and Economics, Elsevier, vol. 32(1), pages 3-18, February. [Downloadable!] (restricted)

  11. De Gooijer J.G. & Zerom D., 2003. "On Additive Conditional Quantiles With High Dimensional Covariates," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 135-146, January. [Downloadable!] (restricted)

  12. Jan G. De Gooijer & Dawit Zerom, 2003. "On Conditional Density Estimation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 57(2), pages 159-176. [Downloadable!] (restricted)
    Other versions:

  13. De Gooijer, Jan G. & Ray, Bonnie K., 2003. "Modeling vector nonlinear time series using POLYMARS," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 73-90, February. [Downloadable!] (restricted)

  14. De Gooijer, Jan G., 2002. "Introduction to forecasting decisions in conflict situations," International Journal of Forecasting, Elsevier, vol. 18(3), pages 319-320. [Downloadable!] (restricted)

  15. De Gooijer, Jan G. & Gannoun, Ali & Zerom, Dawit, 2002. "Mean squared error properties of the kernel-based multi-stage median predictor for time series," Statistics & Probability Letters, Elsevier, vol. 56(1), pages 51-56, January. [Downloadable!] (restricted)

  16. Gooijer, Jan G. De & Gannoun, Ali, 2000. "Nonparametric conditional predictive regions for time series," Computational Statistics & Data Analysis, Elsevier, vol. 33(3), pages 259-275, May. [Downloadable!] (restricted)

  17. De Gooijer, Jan G & MacNeill, Ian B, 1999. "Lagged Regression Residuals and Serial-Correlation Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(2), pages 236-47, April.

  18. De Gooijer, Jan G. & De Bruin, Paul T., 1998. "On forecasting SETAR processes," Statistics & Probability Letters, Elsevier, vol. 37(1), pages 7-14, January. [Downloadable!] (restricted)

  19. De Gooijer, Jan G. & Ray, Bonnie K. & Krager, Horst, 1998. "Forecasting exchange rates using TSMARS," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 513-534, June. [Downloadable!] (restricted)

  20. De Gooijer, Jan G. & Franses, Philip Hans, 1997. "Forecasting and seasonality," International Journal of Forecasting, Elsevier, vol. 13(3), pages 303-305, September. [Downloadable!] (restricted)

  21. Akman, Ibrahim & De Gooijer, Jan G., 1996. "Component extraction analysis of multivariate time series," Computational Statistics & Data Analysis, Elsevier, vol. 21(5), pages 487-499, May. [Downloadable!] (restricted)

  22. De Gooijer, Jan G., 1995. "Oliver Duncan Anderson: 1940-1995," International Journal of Forecasting, Elsevier, vol. 11(1), pages 195-196, March. [Downloadable!] (restricted)

  23. de Gooijer, Jan G., 1993. "Nonlinear dynamics, chaos, and instability : William A. Brock, David A. Hsieh and Blake LeBaron, 1991, (MIT Press, Cambridge) 328, pp. [UK pound]29.25. ISBN 0-262-02329-6," International Journal of Forecasting, Elsevier, vol. 9(1), pages 134-135, April. [Downloadable!] (restricted)

  24. De Gooijer, Jan G., 1993. "On predictive least squares principles : C.Z. Wei, The Annals of Statistics 20 (1992), 1-42," International Journal of Forecasting, Elsevier, vol. 9(1), pages 138-139, April. [Downloadable!] (restricted)

  25. Peter Molenaar & Jan Gooijer & Bernhard Schmitz, 1992. "Dynamic factor analysis of nonstationary multivariate time series," Psychometrika, Springer, vol. 57(3), pages 333-349, September. [Downloadable!] (restricted)

  26. De Gooijer, Jan G. & Kumar, Kuldeep, 1992. "Some recent developments in non-linear time series modelling, testing, and forecasting," International Journal of Forecasting, Elsevier, vol. 8(2), pages 135-156, October. [Downloadable!] (restricted)

  27. de Gooijer, Jan G. & Klein, Andre, 1992. "On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes," International Journal of Forecasting, Elsevier, vol. 7(4), pages 501-513, March. [Downloadable!] (restricted)

  28. de Gooijer, Jap G., 1990. "The role of time series analysis in forecasting: A personal view," International Journal of Forecasting, Elsevier, vol. 6(4), pages 449-451, December. [Downloadable!] (restricted)

  29. De Gooijer, Jan G., 1989. "Testing non-linearities in world stock market prices," Economics Letters, Elsevier, vol. 31(1), pages 31-35. [Downloadable!] (restricted)

  30. De Gooijer, Jan G., 1980. "Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1," Journal of Econometrics, Elsevier, vol. 14(3), pages 365-379, December. [Downloadable!] (restricted)

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (8) 1999-09-21 2000-05-22 2000-07-27 2002-04-25 2004-08-30 2005-05-23 2006-09-11 2008-06-21 Author is listed
  2. NEP-ETS: Econometric Time Series (5) 1999-09-21 2000-05-22 2000-07-27 2002-04-25 2005-05-23 Author is listed
  3. NEP-FIN: Finance (2) 2000-05-22 2000-07-27
  4. NEP-FMK: Financial Markets (2) 2000-05-22 2000-07-27
  5. NEP-HIS: Business, Economic & Financial History (1) 2005-05-23
  6. NEP-HPE: History & Philosophy of Economics (1) 2005-05-23
  7. NEP-ORE: Operations Research (1) 2008-06-21
  8. NEP-RMG: Risk Management (1) 2007-11-24
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This page was last updated on 2009-10-31.

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