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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:"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:"Deb, Partha"
~person:"Ghose, Devajyoti"
~person:"Gospodinov, Nikolaj"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Börsenkurs
Estimation theory
Financial frictions
Kapitaleinkommen
Stochastischer Prozess
Time varying parameters
Theorie
44
Theory
44
Time series analysis
22
Einheitswurzeltest
13
Unit root test
13
Share price
10
Estimation
9
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32
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Newbold, Paul
Andreou, Panayiotis C.
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Deb, Partha
Ghose, Devajyoti
Gospodinov, Nikolaj
Kapetanios, George
Leybourne, Stephen James
Chan, Joshua
13
McAleer, Michael
10
Franses, Philip Hans
9
Koop, Gary
9
Taylor, Robert
9
Pesaran, M. Hashem
8
Phillips, Peter C. B.
8
Pagan, Adrian R.
7
Psaradakis, Zacharias G.
7
Spanos, Aris
7
Maasoumi, Esfandiar
6
Andreou, Elena
5
Hafner, Christian M.
5
Harvey, David I.
5
Koopman, Siem Jan
5
Lucas, André
5
Wong, Benjamin
5
Asai, Manabu
4
Bera, Anil K.
4
Kilian, Lutz
4
Liesenfeld, Roman
4
Osborn, Denise R.
4
Proietti, Tommaso
4
Schmidt, Peter
4
Sola, Martin
4
Strachan, Rodney W.
4
Ullah, Aman
4
Baillie, Richard
3
Baltagi, Badi H.
3
Boswijk, Herman Peter
3
Clark, Todd E.
3
Dagum, Estela Bee
3
Dijk, Herman K. van
3
Eisenstat, Eric
3
Fiebig, Denzil G.
3
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Advances in mathematical programming and financial planning : a research annual
CAMA working paper series
Econometric reviews
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
9
Journal of econometrics
9
Economics letters
8
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
8
Working paper
7
Econometric theory
6
Oxford bulletin of economics and statistics
5
Applied economics
4
Department of Economics discussion paper / Department of Economics, The University of Birmingham
4
Journal of economic dynamics & control
4
Working papers / Federal Reserve Bank of Atlanta
4
Bank of England Working Paper
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of the Royal Statistical Society
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Working paper series / European Central Bank ; Eurosystem
3
CAMA Working Paper
2
CESifo working papers
2
CREATES research paper
2
Cambridge working papers in economics
2
Discussion papers / National Institute of Economic and Social Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of time series econometrics
2
The econometrics journal
2
A Chapman & Hall book
1
A companion to economic forecasting
1
An Elgar reference collection
1
British journal of management
1
CEFIR and NES working papers
1
CESifo Working Paper
1
CREATES Research Paper
1
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ECONIS (ZBW)
32
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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
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014432242
Saved in:
4
Discovering stars : problems in recovering latent variables from models
Buncic, Daniel
;
Pagan, Adrian R.
-
2022
Persistent link: https://www.econbiz.de/10013478646
Saved in:
5
Long-horizon stock valuation and return forecasts based on demographic projections
Chen, Chaoyi
;
Gospodinov, Nikolaj
;
Maynard, Alex
; …
- In:
Journal of empirical finance
68
(
2022
),
pp. 190-215
Persistent link: https://www.econbiz.de/10013464486
Saved in:
6
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
7
Multivariate return decomposition : theory and implications
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
Saved in:
8
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:
9
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:
10
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
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