Gooijer, Joannes Gerardus de
B0041441: Department of Economic Statistics, Faculty of Economics and Econometrics, University of Amsterdam, and Tinbergen Institute
| rdfs:label | "Gooijer, Joannes Gerardus de" |
| schema:name | "Joannes Gerardus de Gooijer" |
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"de Gooijer" |
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"Joannes Gerardus" |
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"De Gooijer, Jan G." |
| schema:description | "B0041441: Department of Economic Statistics, Faculty of Economics and Econometrics, University of Amsterdam, and Tinbergen Institute" |
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<https:/ |
| wd:Q102234575 | |
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Inverse relations
[ .. ] → schema:contributor → Gooijer, Joannes Gerardus de
Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH / Kurt Brännäs and Jan G. De Gooijerschema:ProductModel
Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH / Kurt Brännäs, Jan G. De Gooijerschema:ProductModel
Bahadur representation for the nonparametric M-estimator under 'α'-mixing dependence / Yebin Cheng, Jan G. de Gooijerschema:ProductModel
Bahadur representation for the nonparametric M-estimator under alpha-mixing dependence / Yebin Cheng, Jan G. de Gooijerschema:ProductModel
Component extraction analysis of multivariate time series / Ibrahim Akman, Jan G. de Gooijerschema:ProductModel
Cumulated prediction errors of multivariate time series models / André Klein, Jan G. de Gooijerschema:ProductModel
Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting / Oliver D. Anderson, Jan G. de Gooijerschema:ProductModel
Distinguishing certain stationary time series models from their nonstationary approximations and improved box-jenkins forecasting / by O.D. Anderson and J.G. de Gooijerschema:ProductModel
Economische statistiek: ontwikkelingen in het kwantitatief onderzoek / red. J.G. de Gooijer, M.J.T.J. van Nieuwburg, J.A.M. Wesselingschema:ProductModel
Economische statistiek: ontwikkelingen in het kwantitatief onderzoek / red. J.G. de Gooijer, M.J.T.J. van Nieuwburg, J.A.M. Wesselingschema:ProductModel
Efficient estimation of an additive quantile regression model / Yebin Cheng, Jan G. De Gooijer, Dawit Zeromschema:ProductModel
Efficient estimation of an additive quantile regression model / Yebin Cheng, Jan G. De Gooijer, Dawit Zeromschema:ProductModel
Formulae for the covariance structure of the sampled autocovariances from series generated by general autoregressive integrated moving average processes of order (p,d,q,) , d = 0 or 1 / by O.D. Anderson and J.G. de Gooijerschema:ProductModel
Model selection by maximum entropy / Pieter H.F.M. van Casteren, Jan G. de Gooijerschema:ProductModel
On the behaviour of dutch stock market prices and the random walk hypothesis / A.B. Dorsman and J.G. de Gooijerschema:ProductModel
On the u-th geometric conditional quantile / Yebin Cheng, Jan G. de Gooijerschema:ProductModel
On the u-th geometric conditional quantile / Yebin Cheng, Jan G. De Gooijerschema:ProductModel
Semiparametric regression with kernel error model / Ao Yuan, Jan G. de Gooijerschema:ProductModel
Semiparametric regression with kernel error model / Ao Yuan, Jan G. de Gooijerschema:ProductModel
Testing linearity against nonlinear moving average models / by Kurt Brännäs, Jan G. de Gooijer, Timo Teräsvirtaschema:ProductModel
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[ .. ] → schema:author → Gooijer, Joannes Gerardus de
25 years of IFF time series forecasting: a selective review / Jan G. de Gooijer, Rob J. Hyndmanschema:ProductModel
25 Years of IIF time series forecasting / Jan G. De Gooijer, Rob J. Hyndmanschema:ProductModel
A comparative study of some sample autocovariance and autocorrelation functions / by J.G. de Gooijerschema:ProductModel
A min-max optimal instrumental variable estimation method for multivariate linear time series systems / by Jan G. de Gooijer and Petre Stoicaschema:ProductModel
Contributions to univariate time series analysis with an application to Dutch stock market prices / door Joannes Gerardus de Gooijerschema:ProductModel
Exchange rate modelling using MARS / Jan G. de Gooijer, Horst Krägerschema:ProductModel
Forecasting the Antwerp maritime steel traffic flow : a case study / Jan G. de Gooijer and André Kleinschema:ProductModel
Higher order moments of bilinear time series processes with symmetrically distributed errors / Jan G. de Gooijer, Ruud M.J. Heutsschema:ProductModel
Indexcijfers en hun economische toepassingen / J.G. de Gooijer, M.J.T.J. van Nieuwburgschema:ProductModel
Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns / Jan G. De Gooijer, Cees G.H. Diks, Lukasz T. Gatarekschema:ProductModel
Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns / Jan G. De Gooijer, Cees G.H. Diks, Lukasz T. Gatarekschema:ProductModel
Invertibility of non-linear time series models / Jan G. de Gooijer, Kurt Brännässchema:ProductModel
Kernel-based multistep-ahead predictions of the U.S. short-term interest rate / Jan G. de Gooijer, Dawit Zeromschema:ProductModel
Kernel-smoothed conditional quantiles of correlated bivariate discrete data / Jan G. de Gooijer, Ao Yuanschema:ProductModel
Kernel-smoothed conditional quantiles of correlated bivariate discrete data / Jan G. de Gooijer, Ao Yuanschema:ProductModel
Lagged cross-products of regression residuals and a family of serial correlation tests / Jan G. de Gooijer, Ian B. MacNeillschema:ProductModel
Leugens, grote leugens en kwantitatieve voorspellingen / door Jan G. de Gooijerschema:ProductModel
MDL mean function selection in semiparametric kernel regression models / Jan G. de Gooijer, Ao Yuanschema:ProductModel
MDL mean function selection in semiparametric kernel regression models / Jan G. de Gooijer, Ao Yuanschema:ProductModel
Modelling seasonalities in nonlinear inflation rates using SEASETARs / Jan G. De Gooijer, Antoni Vidiella-i-Angueraschema:ProductModel
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