Welcome
Jan G. De Gooijer
Welcome at my homepage. I am Emeritus Professor of Economic Statistics at the University of Amsterdam. I completed an M.Sc. degree in mathematical statistics at Delft Technical University and a Ph.D. in economics at the Vrije Universiteit (“Free University”) Amsterdam. My reseach interests include linear and nonlinear time series analysis, semi- and nonparametric models and methods, forecasting, and change-point analysis with over 100 (co-)authored publications on these topics.
I served as Associate Editor, Editor, and Editor-in-Chief of The International Journal of Forecasting, Associate Editor of the Journal of Forecasting, and I was on the editorial board of Empirical Economics. I am an elected member of the International Statistical Institute, and an Honorary Fellow of the International Institute of Forecasters. I held visiting professor positions at the Universities of Umeå (Sweden), British Columbia (Canada) and Montpellier II (France), as well as Royal Holloway College (London, UK).
I served as Associate Editor, Editor, and Editor-in-Chief of The International Journal of Forecasting, Associate Editor of the Journal of Forecasting, and I was on the editorial board of Empirical Economics. I am an elected member of the International Statistical Institute, and an Honorary Fellow of the International Institute of Forecasters. I held visiting professor positions at the Universities of Umeå (Sweden), British Columbia (Canada) and Montpellier II (France), as well as Royal Holloway College (London, UK).
Downloads
- My Curriculum Vitae (PDF format) is available here.
- Some recent papers are available in the PUBLICATIONS section. The Digital Object Identifier (DOI) will lead to the abstract of a paper. The complete set of published papers is available from here.
- The posted materials in the section SPRINGER-BOOK augment the book entitled "Elements of Nonlinear Time Series Analysis and Forecasting" (ISBN 978-3-319-43251-9). The section contains data sets, figures of exercises, computer codes, and other information about the book. No endorsement or warranty, express or implied, should be drawn from the available computer codes and data sets. The computer codes are distributed under the GNU General Public License 3.0 agreement.
- Note, some Winzip files contain renamed executable and dll files; this to avoid security warnings from web browsers (e.g. Google Chrome) about potentially unsafe content. If available, please consult the readme.txt files.
- If you use any data set or computer code from this website in a publication or research paper, please give full credit and citation to the source/author(s) of the data/code. No commercial use may be made of the computer codes without permission from its owner.
Some guidelines for working with external programs inside your favorite application (accessed June 2022)
- S-Plus allows you to embed software written in either C or in FORTRAN; see, e.g., the paper "Writing Functions in Splus" (P. Spector).
- The R.matlab package is for reading and writing MAT files in R.
- At MATLAB Central there are many examples of writing a MEX (short for, M executable) wrapper for F and C/C++ functions. See also f2matlab, which converts basic F90 source code to M source code, and matlab2fmex.m, which converts numerical M-files to F90 mex.
- Application connectors for MS Office (RExcel and SWord) and OpenOffice.org (ROOo) are available, free of charge, at Statconn. Assuming R and Excel are already installed, an easy way to install the RExcel add-in is to run the RAndFriendsSetup (an exe file).
- MATLAB to Scilab (free and open source) conversion tips are available at the Scilab Help. See also the R/Scilab website at Statconn. Some other free alternatives to MATLAB are listed here.
- The paper "Creating FORTRAN 77 DLLs for R on a Windows PC" (J.L. Harvill and H.J. Newton) provides information on how to compile F77 DLLs for R. Some other related webpages:
- Calling C and Fortran from R (C. Geyer)
- Fortran and R - Speed things up (S. Pittard) and Three ways to call C/C++ from R (B. Ogorek)
- How to use Fortran95 code in R (Avi)