Numerically stable cointegration analysis. - Jurgen A. Doornik; R. J. O'Brien (Comput. Stat. Data Anal., 2002)

Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. - Jurgen A. Doornik; Marius Ooms (Comput. Stat. Data Anal., 2003)

Conversion of high-period random numbers to floating point. - Jurgen A. Doornik (ACM Trans. Model. Comput. Simul., 2007)

Numerical evaluation of the Gauss hypergeometric function by power summations. - Jurgen A. Doornik (Math. Comput., 2015)