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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the Royal Statistical Society"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"González-Rivera, Gloria"
~person:"Horváth, Lajos"
~person:"Paccagnini, Alessia"
~person:"Ruiz, Esther"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Bootstrap approach"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Bootstrap approach
Estimation
Markov chain
Markov-Kette
Time varying parameters
Theorie
35
Theory
35
Time series analysis
24
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2
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
González-Rivera, Gloria
Horváth, Lajos
Paccagnini, Alessia
Ruiz, Esther
Spanos, Aris
Taylor, Robert
13
Franses, Philip Hans
12
Koopman, Siem Jan
12
Leybourne, Stephen James
12
Hyndman, Rob J.
10
Koop, Gary
10
Makridakis, Spyros G.
10
Marcellino, Massimiliano
10
Assimakopoulos, V.
8
Dijk, Herman K. van
8
Harvey, David I.
8
Hendry, David F.
8
Lucas, André
8
Perron, Pierre
8
Spiliotis, Evangelos
8
Ghysels, Eric
7
Kapetanios, George
7
Phillips, Peter C. B.
7
Proietti, Tommaso
7
Bauwens, Luc
6
Chan, Joshua
6
Clements, Michael P.
6
Herwartz, Helmut
6
Koehler, Anne B.
6
Maasoumi, Esfandiar
6
McCabe, Brendan Peter Martin
6
Peña, Daniel
6
Schorfheide, Frank
6
Steel, Mark F. J.
6
Swanson, Norman R.
6
Timmermann, Allan
6
An, Sungbae
5
Dijk, Dick van
5
Fiebig, Denzil G.
5
Kang, Yanfei
5
Kilian, Lutz
5
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Bank of Finland research discussion papers
CAMA working paper series
Econometric reviews
International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Journal of the Royal Statistical Society
Economics letters
5
Journal of econometrics
5
Applied economics
3
Oxford bulletin of economics and statistics
3
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic dynamics & control
2
Journal of macroeconomics
2
The econometrics journal
2
A companion to economic forecasting
1
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1
Contributions to financial econometrics : theoretical and practical issues
1
Handbook of empirical economics and finance
1
Información comercial española / Cuadernos económicos
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
Journal of applied econometrics
1
Journal of commodity markets
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
1
Review of quantitative finance and accounting
1
SERIEs : Journal of the Spanish Economic Association
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economic studies
1
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ECONIS (ZBW)
29
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1
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
2
Testing stability in functional event observations with an application to IPO performance
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1262-1273
Persistent link: https://www.econbiz.de/10014448630
Saved in:
3
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
4
Factor extraction using Kalman filter and smoothing : this is not just another survey
Poncela, Pilar
;
Ruiz, Esther
;
Miranda, Karen
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1399-1425
Persistent link: https://www.econbiz.de/10013274284
Saved in:
5
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
Saved in:
6
A new class of change point test statistics of Rényi type
Horváth, Lajos
;
Miller, Curtis
;
Rice, Gregory
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 570-579
Persistent link: https://www.econbiz.de/10012262495
Saved in:
7
A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
;
González-Rivera, Gloria
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
Saved in:
8
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
9
Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromír
;
Hanousek, Jan
;
Horváth, Lajos
; …
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 828-855
Persistent link: https://www.econbiz.de/10012181361
Saved in:
10
MGARCH models: trade-off between feasibility and flexibility
Almeida, Daniel de
;
Hotta, Luiz K.
;
Ruiz, Esther
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012030840
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