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Jan G. De Gooijer

Global rank #4087 95%

Institution: Universiteit van Amsterdam

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.jandegooijer.nl

First Publication: 1980

Most Recent: 2019

RePEc ID: pgo185 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 1.01 0.00 1.01
All Time 0.00 2.01 19.27 0.00 24.30

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 23.39

Publications (16)

Year Article Journal Tier Authors
2019 Semiparametric quantile averaging in the presence of high-dimensional predictors International Journal of Forecasting B 2
2006 25 years of time series forecasting International Journal of Forecasting B 2
2005 Introduction to nonlinearities, business cycles, and forecasting International Journal of Forecasting B 4
2004 Forecasting threshold cointegrated systems International Journal of Forecasting B 2
2004 Editorial Announcement International Journal of Forecasting B 1
2002 Introduction to forecasting decisions in conflict situations International Journal of Forecasting B 1
1998 Forecasting exchange rates using TSMARS Journal of International Money and Finance B 3
1997 Forecasting and seasonality International Journal of Forecasting B 2
1995 Oliver Duncan Anderson: 1940-1995 International Journal of Forecasting B 1
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 B 1
1993 On predictive least squares principles : C.Z. Wei, The Annals of Statistics 20 (1992), 1-42 International Journal of Forecasting B 1
1992 On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes International Journal of Forecasting B 2
1992 Some recent developments in non-linear time series modelling, testing, and forecasting International Journal of Forecasting B 2
1990 The role of time series analysis in forecasting: A personal view International Journal of Forecasting B 1
1989 Testing non-linearities in world stock market prices Economics Letters C 1
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 A 1