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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Hong, Yongmiao"
~person:"Kapetanios, George"
~person:"Krämer, Walter"
~person:"Li, Qi"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~person:"Steel, Mark F. J."
~subject:"Estimation theory"
~subject:"Schätzung"
~subject:"Time varying parameters"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Estimation theory
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Time varying parameters
United Kingdom
Theorie
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Theory
118
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39
Time series analysis
35
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12
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Hong, Yongmiao
Kapetanios, George
Krämer, Walter
Li, Qi
McAleer, Michael
Schmidt, Peter
Steel, Mark F. J.
Phillips, Peter C. B.
22
Franses, Philip Hans
18
Saikkonen, Pentti
13
Lütkepohl, Helmut
12
Wooldridge, Jeffrey M.
12
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11
Linton, Oliver
11
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10
Ullah, Aman
10
Giles, David E. A.
9
Hassler, Uwe
9
Kuan, Chung-ming
9
Lee, Lung-fei
9
Leybourne, Stephen James
9
Taylor, Robert
9
Baltagi, Badi H.
8
Fan, Yanqin
8
Hahn, Jinyong
8
Jong, Robert M. de
8
Knight, John L.
8
Spanos, Aris
8
White, Halbert
8
Gil-Alaña, Luis A.
7
Lee, Junsoo
7
Moosa, Imad A.
7
Peel, David
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Perron, Pierre
7
Pesaran, M. Hashem
7
Abadir, Karim Maher
6
Bierens, Herman J.
6
Breitung, Jörg
6
Davidson, James E. H.
6
Han, Chirok
6
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6
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Applied economics
Discussion paper / Center for Economic Research, Tilburg University
Discussion papers / National Institute of Economic and Social Research
Econometric reviews
Econometric theory
Economics letters
Working papers in quantitative economics and econometrics
Journal of econometrics
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Oxford bulletin of economics and statistics
6
The review of economics and statistics
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International economic review
5
Journal of applied econometrics
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5
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5
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4
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4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Annales d'économie et de statistique
2
Journal of macroeconomics
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Journal of quantitative economics : official journal of the Indian Econometric Society
2
Statistical papers
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Testing integration and cointegration
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The review of economic studies
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Journal of consumer policy : consumer issues in law, economics and behavioural sciences
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ECONIS (ZBW)
72
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1
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:
2
Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan
;
Long, Wei
;
Zhang, Xinyu
;
Li, Qi
- In:
Econometric theory
35
(
2019
)
4
,
pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
Saved in:
3
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
4
Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia
;
Hong, Yongmiao
- In:
Econometric theory
34
(
2018
)
4
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
Saved in:
5
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
6
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
7
Detecting for smooth structural changes in GARCH models
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
32
(
2016
)
3
,
pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
Saved in:
8
Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
9
Testing for the Markov property in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
28
(
2012
)
1
,
pp. 130-178
Persistent link: https://www.econbiz.de/10009520968
Saved in:
10
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
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