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De Gooijer, Jan G.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,050 |
Total
Citations
9 |
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1.
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De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE) Hyndman, Rob J.
Monash University - Department of Econometrics & Business Statistics
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352
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Time-Series Models, Index Numbers and Aggregation
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2.
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Brannas, Kurt
University of Umea - Department of Economics De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE)
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207
(72,226)
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4
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Time series, finance, nonlinearity, estimation, testing, forecasting, NYSE
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3.
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De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE) Diks, Cees G. H.
University of Amsterdam - Faculty of Economics and Business (FEB) Gatarek, Lukasz T.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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127
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Close-to-open gap forecasting, Functional data analysis, International stock markets, Nonparametric modeling
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4.
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Cheng, Yebin
Tinbergen Institute - Tinbergen Institute Amsterdam (TIA) De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE)
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97
(138,029)
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Asymptotic representation; Kernel function; Robust estimator; Strongly-mixing
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5.
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De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE) Zerom, Dawit
University of Alberta - School of Business
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87
(148,380)
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3
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Alpha-mixing, asymptotic properties, negativity, nonparametric, re-weighted Nadaraya-Watson
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6.
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Yuan, Ao
Howard University De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE)
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69
(170,691)
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1
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information bound, kernel density estimator, maximum likelihood estimate, nonlinear regression, semiparametric model, U-statistic, Wilks property
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7.
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De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE) Yuan, Ao
Howard University
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31
(240,579)
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Kernel density estimator, Maximum likelihood estimator, Minimum description length, Nonlinear regression, Semiparametric model
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8.
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Cheng, Yebin
Tinbergen Institute - Tinbergen Institute Amsterdam (TIA) De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE)
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26
(254,976)
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Asymptotic normality, Bahadur representation, geometric conditional quantile, confidence ellipsoids, kernel function
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9.
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Cheng, Yebin
Tinbergen Institute - Tinbergen Institute Amsterdam (TIA) De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE) Zerom, Dawit
affiliation not provided to SSRN
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23
(264,861)
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Additive models, Asymptotic properties, Dependent data, Internalized kernel smoother, Local polynomial, Oracle efficiency
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10.
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De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE) Yuan, Ao
Howard University
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13
(300,084)
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Binning, Bootstrap, Confidence interval, Jittering, Nonparametric
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11.
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De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE) Yuan, Ao
Howard University
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11
(307,057)
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Conditional distribution, Exact test, Monte Carlo, Markov chain Monte Carlo
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12.
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Yuan, Ao
Howard University De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE)
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7
(319,611)
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asymptotically informative prior, asymptotic efficiency, Bayes estimator, information bound, maximum likelihood estimator
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13.
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Brannas, Kurt
University of Umea - Department of Economics De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE) Lönnbark, Carl
Swedbank Soultanaeva, Albina
University of Umea - Department of Economics
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Time series, nonlinear, multivariate, finance, value at risk, portfolio allocation
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14.
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Brannas, Kurt
University of Umea - Department of Economics De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE) Teräsvirta, Timo
Stockholm School of Economics - Department of Economics
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