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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"CAMA working paper series"
~isPartOf:"CESifo Working Paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Ghose, Devajyoti"
~person:"Spanos, Aris"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Multiple conditional expected shortfall"
~subject:"Scientific modelling"
~subject:"Time varying parameters"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Autokorrelation
Bayes-Statistik
Economic forecast
Estimation
Heteroscedasticity
Multiple conditional expected shortfall
Scientific modelling
Time varying parameters
Theorie
13
Theory
13
Time series analysis
11
Einheitswurzeltest
4
Heteroskedastizität
4
Modellierung
4
Unit root test
4
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3
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Kointegration
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Aufsatz in Zeitschrift
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Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Spanos, Aris
Leybourne, Stephen James
9
Harvey, David I.
8
Phillips, Peter C. B.
8
Taylor, Robert
8
Gil-Alaña, Luis A.
7
Moosa, Imad A.
7
An, Sungbae
5
Franses, Philip Hans
5
Kilian, Lutz
5
Maasoumi, Esfandiar
5
Schorfheide, Frank
5
Andreou, Elena
4
Bahmani-Oskooee, Mohsen
4
Kapetanios, George
4
Koop, Gary
4
Kumbhakar, Subal
4
McAleer, Michael
4
Psaradakis, Zacharias G.
4
Silvapulle, Paramsothy
4
Ullah, Aman
4
Caporale, Guglielmo Maria
3
Caporin, Massimiliano
3
Cavaliere, Giuseppe
3
Cho, Dooyeon
3
Dagum, Estela Bee
3
Dijk, Herman K. van
3
Granger, C. W. J.
3
Hendry, David F.
3
Herwartz, Helmut
3
Jawadi, Fredj
3
Johnson, Paul A.
3
Koopman, Siem Jan
3
Lee, Tae-hwy
3
Lopes, Hedibert Freitas
3
Löthgren, Mickael
3
Proietti, Tommaso
3
Soofi, Ehsan S.
3
Tawadros, George B.
3
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Applied economics
CAMA working paper series
CESifo Working Paper
Econometric reviews
Journal of empirical finance
Economics letters
3
Journal of econometrics
3
The journal of economic methodology
3
American journal of agricultural economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
Econometric theory
1
Insurance / Mathematics & economics
1
International journal of computational economics and econometrics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
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1
Journal of macroeconomics
1
Journal of monetary economics
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Journal of the Royal Statistical Society
1
Review of quantitative finance and accounting
1
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
1
The econometrics journal
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ECONIS (ZBW)
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1
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
2
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
3
Statistical adequacy and the testing of trend versus difference stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001786916
Saved in:
4
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
5
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 2)
Lumsdaine, Robin L.
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 247-252
Persistent link: https://www.econbiz.de/10001786919
Saved in:
6
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 3)
Nymoen, Ragnar
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10001786920
Saved in:
7
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
Saved in:
8
Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
9
,
pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
Saved in:
9
Drift in the relative price of primary commodities : a case where we care about unit roots
Newbold, Paul
- In:
Applied economics
28
(
1996
)
4
,
pp. 653-661
Persistent link: https://www.econbiz.de/10001202668
Saved in:
10
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
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