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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA Working Paper"
~isPartOf:"CAMA working paper series"
~isPartOf:"CESifo working papers"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~person:"Strachan, Rodney W."
~person:"Taylor, Robert"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Time varying parameters
Volatility
Theorie
81
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81
Time series analysis
33
Schätztheorie
15
Volatilität
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Schmidt, Peter
Strachan, Rodney W.
Taylor, Robert
Pesaran, M. Hashem
23
Caporale, Guglielmo Maria
20
Steel, Mark F. J.
19
Gil-Alaña, Luis A.
17
Chan, Joshua
16
Franses, Philip Hans
16
Werker, Bas J. M.
15
Koop, Gary
11
Drost, Feike C.
10
Chan, Joshua C. C.
9
Egger, Peter
9
Giles, David E. A.
9
Lütkepohl, Helmut
9
Nijman, Theodore E.
9
Krämer, Walter
8
Li, Qi
8
Osiewalski, Jacek
8
Verbeek, Marno
8
Baltagi, Badi H.
7
Hassler, Uwe
7
Hecq, Alain W. J.
7
Kleijnen, Jack P. C.
7
Koopman, Siem Jan
7
Lahiri, Kajal
7
Lee, Junsoo
7
Magnus, Jan R.
7
Phillips, Peter C. B.
7
Soest, Arthur van
7
Spanos, Aris
7
Ullah, Aman
7
Wooldridge, Jeffrey M.
7
Akker, Ramon van den
6
Eisenstat, Eric
6
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6
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6
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of empirical finance
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24
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23
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13
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11
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9
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International journal of forecasting
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Bank of England Working Paper
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Cambridge working papers in economics
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2
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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41
Spurious number of breaks
Nunes, Luis C.
- In:
Economics letters
50
(
1996
)
2
,
pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
Saved in:
42
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
43
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:
44
Sampling frequency and the power of tests for a unit root : a simulation study
Choi, In
- In:
Economics letters
49
(
1995
)
2
,
pp. 131-136
Persistent link: https://www.econbiz.de/10001188278
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45
A separability result for GMM estimation, with applications to GLS prediction and conditional moment tests
Ahn, Seung Chan
- In:
Econometric reviews
14
(
1995
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10001177160
Saved in:
46
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
Saved in:
47
Some results on testing for stationarity using data detrended in differences
Schmidt, Peter
- In:
Economics letters
41
(
1993
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10001144028
Saved in:
48
On the power of point optimal tests of the trend stationarity hypothesis
Hwang, Jaeyoun
- In:
Economics letters
43
(
1993
)
2
,
pp. 143-147
Persistent link: https://www.econbiz.de/10001153574
Saved in:
49
A generalized method of moments estimator for long-memory processes
Tieslau, Margie A.
;
Schmidt, Peter
;
Baillie, Richard
-
1992
Persistent link: https://www.econbiz.de/10000848787
Saved in:
50
Asymptotic normality of the instrumental variable estimates for ARIMA (p, m, q) processes
Choi, In
- In:
Economics letters
40
(
1992
)
2
,
pp. 147-153
Persistent link: https://www.econbiz.de/10001138447
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