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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"CAMA working paper series"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper series / University of Heidelberg, Department of Economics"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Dungey, Mardi H."
~person:"Kapetanios, George"
~person:"Karanasos, Menelaos"
~person:"Leybourne, Stephen James"
~person:"Sibbertsen, Philipp"
~subject:"Bayes-Statistik"
~subject:"Bewertung"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"United Kingdom"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
Bayes-Statistik
Bewertung
Börsenkurs
Estimation
Time varying parameters
United Kingdom
Zustandsraummodell
Theorie
42
Theory
42
Time series analysis
22
Schätzung
13
Share price
8
Cointegration
6
Estimation theory
6
Kointegration
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Schätztheorie
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Volatilität
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3
Unit root test
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1972-1996
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2
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9
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English
31
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Newbold, Paul
Dungey, Mardi H.
Kapetanios, George
Karanasos, Menelaos
Leybourne, Stephen James
Sibbertsen, Philipp
Chan, Joshua
13
Pesaran, M. Hashem
13
Harvey, Andrew C.
12
Franses, Philip Hans
11
Mills, Terence C.
10
Harvey, David I.
9
Koop, Gary
8
Linton, Oliver
8
Moosa, Imad A.
8
Gil-Alaña, Luis A.
7
Timmermann, Allan
7
Chambers, Marcus J.
6
Hecq, Alain W. J.
6
Pagan, Adrian R.
6
Wong, Benjamin
6
Drake, Leigh M.
5
Haque, Qazi
5
Hassler, Uwe
5
Peel, David
5
Schmidt, Peter
5
Shin, Yongcheol
5
Strachan, Rodney W.
5
Attanasio, Orazio P.
4
Bahmani-Oskooee, Mohsen
4
Brown, Sarah
4
Busetti, Fabio
4
Caggiano, Giovanni
4
Caporale, Guglielmo Maria
4
Castelnuovo, Efrem
4
Green, Christopher J.
4
Kollmann, Robert
4
Kuan, Chung-ming
4
Lee, Junsoo
4
Paccagnini, Alessia
4
Seaton, Jonathan S.
4
Tsionas, Efthymios G.
4
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University of Cambridge / Department of Applied Economics
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1
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Applied economics
CAMA working paper series
Cambridge working papers in economics
Discussion paper series / University of Heidelberg, Department of Economics
Economic research paper / Loughborough University, Department of Economics
Economics letters
Journal of empirical finance
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
24
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Journal of econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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6
Econometric reviews
5
Journal of applied econometrics
4
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3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
International journal of forecasting
3
Journal of economic dynamics & control
3
Oxford bulletin of economics and statistics
3
Working paper series / European Central Bank ; Eurosystem
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Bank of England Working Paper
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2
Journal of forecasting
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Journal of macroeconomics
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
A companion to economic forecasting
1
Akademische Abhandlungen zur Mathematik
1
An Elgar reference collection
1
Applied economics letters
1
Applied financial economics
1
Bank of Italy Temi di Discussione (Working Paper)
1
CESifo Working Paper
1
CFAP working papers
1
CIRANO - Scientific Publications 2013s-23
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ECONIS (ZBW)
31
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
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
Distinguishing between breaks in the mean and breaks in persistence under long memory
Wingert, Simon
;
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509210
Saved in:
5
A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Saved in:
6
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
7
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
Saved in:
8
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:
9
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
Saved in:
10
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
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