Jurgen A. Doornik

Jurgen A. Doornik publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Jurgen A. Doornik sits on this spectrum.

Jurgen A. Doornik D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Jurgen A. Doornik sits on this spectrum.

Best Publications

• An Omnibus Test for Univariate and Multivariate Normality

  Jurgen A. Doornik;Henrik Hansen

  1550
  Citations

• Statistical algorithms for models in state space using SsfPack 2.2

  Siem Jan Koopman;Neil Shephard;Jurgen A. Doornik

  685
  Citations

• Inference in Cointegrating Models: UK M1 Revisited

  Jurgen A. Doornik;David F. Hendry;Bent Nielsen

  310
  Citations

• Structural Time Series Analyser, Modeller and Predictor: STAMP 8.2.

  Siem Jan Koopman;Andrew C. Harvey;Jurgen A. Doornik;Neil Shephard

  291
  Citations

• APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS

  Unknown

  254
  Citations

• MODELLING LINEAR DYNAMIC ECONOMETRIC SYSTEMS

  David F. Hendry;Jurgen A. Doornik

  207
  Citations

• Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models

  Jurgen A. Doornik;Marius Ooms

  206
  Citations

• CONSTRUCTING HISTORICAL EURO-ZONE DATA*

  Andreas Beyer;Jurgen A. Doornik;David F. Hendry

  190
  Citations

• Model selection when there are multiple breaks

  Jennifer L. Castle;Jurgen A. Doornik;David F. Hendry

  187
  Citations

• A Package for Estimating, Forecasting and Simulating Arfima Models: Arfima package 1.0 for Ox

  Jurgen A. Doornik;Marius Ooms

  182
  Citations

• Evaluating Automatic Model Selection

  Jennifer L. Castle;Jurgen A Doornik;David F. Hendry

  181
  Citations

• Detecting Location Shifts during Model Selection by Step-Indicator Saturation

  Jennifer L. Castle;Jurgen A. Doornik;David F. Hendry;Felix Pretis

  173
  Citations

• Modelling Dynamic Systems Using PcGive

  Jurgen A. Doornik;David Forbes Hendry

  135
  Citations

• PcFiml 8.0 : interactive econometric modelling of dynamic systems

  Jurgen A. Doornik;David F. Hendry

  135
  Citations

• Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation

  M. Ooms;J.A. Doornik

  134
  Citations

• The Implications for Econometric Modelling of Forecast Failure

  David F. Hendry;Jurgen A. Doornik

  118
  Citations

• Give win : an interface to empirical modelling

  Jurgen A. Doornik;David F. Hendry

  97
  Citations

• Statistical algorithms for models in state space form: SsfPack 3.0

  Siem Jan Koopman;Neil Shephard;Jurgen A. Doornik

  91
  Citations

• Introduction to Ox

  Jurgen A. Doornik;Marius Ooms

  77
  Citations

• Stamp 5.0 : structural time series analyser, modeller and predictor

  Siem Jan Koopman

  75
  Citations