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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"
~subject:"Bayes-Statistik"
~subject:"Bewertung"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"United Kingdom"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
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United Kingdom
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Theorie
37
Theory
37
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1972-1996
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Newbold, Paul
Dungey, Mardi H.
Kapetanios, George
Karanasos, Menelaos
Leybourne, Stephen James
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
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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
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Schmidt, Peter
5
Shin, Yongcheol
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Strachan, Rodney W.
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Attanasio, Orazio P.
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Bahmani-Oskooee, Mohsen
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Brown, Sarah
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Busetti, Fabio
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Caggiano, Giovanni
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Caporale, Guglielmo Maria
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Castelnuovo, Efrem
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Green, Christopher J.
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Kollmann, Robert
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Kuan, Chung-ming
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Lee, Junsoo
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Paccagnini, Alessia
4
Seaton, Jonathan S.
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Economics letters
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7
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ECONIS (ZBW)
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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
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:
5
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:
6
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:
7
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:
8
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:
9
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
10
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
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