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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"CESifo Working Paper"
~isPartOf:"Computational economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~person:"An, Sungbae"
~person:"Ashley, Richard A."
~person:"Bernardi, Mauro"
~person:"Franses, Philip Hans"
~person:"Ghose, Devajyoti"
~person:"Granger, C. W. J."
~person:"Kapetanios, George"
~person:"Pesaran, M. Hashem"
~person:"Spanos, Aris"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Dynamic equilibrium"
~subject:"Economic forecast"
~subject:"Heteroscedasticity"
~subject:"Modellierung"
~subject:"Portfolio-Management"
~subject:"Time varying parameters"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Autokorrelation
Bayes-Statistik
Dynamic equilibrium
Economic forecast
Heteroscedasticity
Modellierung
Portfolio-Management
Time varying parameters
Theorie
39
Theory
39
Time series analysis
20
Estimation theory
8
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8
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7
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Newbold, Paul
An, Sungbae
Ashley, Richard A.
Bernardi, Mauro
Franses, Philip Hans
Ghose, Devajyoti
Granger, C. W. J.
Kapetanios, George
Pesaran, M. Hashem
Spanos, Aris
Phillips, Peter C. B.
8
Taylor, Robert
7
Kilian, Lutz
5
Schorfheide, Frank
5
Andreou, Elena
4
Gouriéroux, Christian
4
Jawadi, Fredj
4
Li, Yong
4
Maasoumi, Esfandiar
4
Cavaliere, Giuseppe
3
Dagum, Estela Bee
3
Dijk, Herman K. van
3
Harvey, David I.
3
Hendry, David F.
3
Koop, Gary
3
Lee, Tae-hwy
3
Leybourne, Stephen James
3
Lopes, Hedibert Freitas
3
Pollock, David Stephen G.
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Soofi, Ehsan S.
3
Adolfson, Malin
2
Anatolyev, Stanislav
2
Asai, Manabu
2
Astill, Sam
2
Audrino, Francesco
2
Avdoulas, Christos
2
Barrio Castro, Tomás del
2
Bekiros, Stelios
2
Boubaker, Heni
2
Brown, Sarah
2
Caner, Mehmet
2
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CAMA working paper series
CESifo Working Paper
Computational economics
Econometric reviews
Journal of empirical finance
Economics letters
16
Journal of econometrics
14
Journal of applied econometrics
9
Oxford bulletin of economics and statistics
9
International journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of forecasting
6
Applied economics
5
Journal of economic surveys
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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3
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3
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3
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2
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1
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Dynamique des marchés financiers et prévisions
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Insurance / Mathematics & economics
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International economic review
1
International journal of computational economics and econometrics
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International statistical review : a journal of the International Statistical Institute and its associations
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Jingji-lunwen
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ECONIS (ZBW)
29
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1
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
- In:
Computational economics
56
(
2020
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10012272016
Saved in:
2
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
3
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
4
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:
5
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
6
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
7
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
8
Frequency dependence in regression model coefficients : an alternative approach for modeling nonlinear dynamic relationships in time series
Ashley, Richard A.
;
Verbrugge, Randal
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 4-20
Persistent link: https://www.econbiz.de/10003800646
Saved in:
9
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
10
Bayesian analysis of DSGE models
An, Sungbae
;
Schorfheide, Frank
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 113-172
Persistent link: https://www.econbiz.de/10003509078
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