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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Advances in mathematical programming and financial planning : a research annual"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België"
~isPartOf:"The Manchester School"
~person:"Andreou, Panayiotis C."
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"Lucas, André"
~subject:"Estimation theory"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Estimation theory
Financial frictions
Kapitaleinkommen
Stochastischer Prozess
Time varying parameters
Theorie
54
Theory
54
Time series analysis
25
Einheitswurzeltest
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33
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Newbold, Paul
Andreou, Panayiotis C.
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Kapetanios, George
Leybourne, Stephen James
Lucas, André
Franses, Philip Hans
19
McAleer, Michael
12
Pesaran, M. Hashem
11
Schmidt, Peter
11
Giles, David E. A.
9
Krämer, Walter
9
Phillips, Peter C. B.
9
Taylor, Robert
9
Koop, Gary
8
Li, Qi
8
Wooldridge, Jeffrey M.
8
Hassler, Uwe
7
Kuan, Chung-ming
7
Lee, Junsoo
7
Peel, David
7
Psaradakis, Zacharias G.
7
Spanos, Aris
7
Ullah, Aman
7
Baltagi, Badi H.
6
Godfrey, L. G.
6
Hafner, Christian M.
6
Hecq, Alain W. J.
6
King, Maxwell L.
6
Maasoumi, Esfandiar
6
Ōgaki, Masao
6
Andreou, Elena
5
Deb, Partha
5
Fornari, Fabio
5
Hahn, Jinyong
5
Koopman, Siem Jan
5
Lee, Myoung-jae
5
Lütkepohl, Helmut
5
McDonald, James B.
5
Mele, Antonio
5
Ohtani, Kazuhiro
5
Shin, Yongcheol
5
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Advances in mathematical programming and financial planning : a research annual
CAMA working paper series
Econometric reviews
Economics letters
Journal of applied econometrics
Journal of empirical finance
Journal of monetary economics
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
The Manchester School
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of econometrics
11
Econometric theory
7
Oxford bulletin of economics and statistics
5
Applied economics
4
International journal of forecasting
4
Journal of economic dynamics & control
4
Journal of the Royal Statistical Society
3
International economic review
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of time series econometrics
2
The econometrics journal
2
A companion to economic forecasting
1
Bank strategies and challenges in the new Europe
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
International review of economics & finance : IREF
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The review of economics and statistics
1
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ECONIS (ZBW)
33
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
4
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
5
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
6
Managerial overconfidence and the buyback anomaly
Andreou, Panayiotis C.
;
Cooper, Ilan
;
Olalla Lopez, …
- In:
Journal of empirical finance
49
(
2018
),
pp. 142-156
Persistent link: https://www.econbiz.de/10012117732
Saved in:
7
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
8
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
9
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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