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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:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Deb, Partha"
~person:"Ghose, Devajyoti"
~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
34
Theory
34
Time series analysis
18
Einheitswurzeltest
12
Unit root test
12
Estimation
8
Schätzung
8
Share price
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Volatility
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Volatilität
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Schätztheorie
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Bubbles
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Explosive autoregression
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State space model
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Zustandsraummodell
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Autokorrelation
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Bootstrap approach
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Bootstrap-Verfahren
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Financial market
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Finanzmarkt
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Kaufkraftparität
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Schock
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Shock
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Statistical test
3
Statistischer Test
3
Break date estimation
2
Cointegration
2
DSGE model
2
DSGE-Modell
2
Factor analysis
2
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2
Forecasting model
2
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22
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3
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1
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English
25
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Newbold, Paul
Andreou, Panayiotis C.
Buncic, Daniel
Cavaliere, Giuseppe
Deb, Partha
Ghose, Devajyoti
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
Gospodinov, Nikolaj
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
Ashley, Richard A.
3
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
Economics letters
8
Journal of econometrics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
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
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 economic dynamics & control
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
Journal of forecasting
2
Journal of time series econometrics
2
The econometrics journal
2
A companion to economic forecasting
1
An Elgar reference collection
1
British journal of management
1
CESifo Working Paper
1
CREATES Research Paper
1
DAE working paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper series / IZA
1
Discussion papers in economics / School of Economics
1
Econometric models of event counts
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
25
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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
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
6
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:
7
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:
8
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:
9
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
10
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:
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