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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:"Dynamic equilibrium"
~subject:"Economic forecast"
~subject:"Heteroscedasticity"
~subject:"Modellierung"
~subject:"Panel"
~subject:"Portfolio-Management"
~subject:"Time varying parameters"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
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Portfolio-Management
Time varying parameters
Theorie
39
Theory
39
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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
Maasoumi, Esfandiar
4
Westerlund, Joakim
4
Baltagi, Badi H.
3
Cavaliere, Giuseppe
3
Dagum, Estela Bee
3
Gao, Jiti
3
Harvey, David I.
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Hendry, David F.
3
Lee, Tae-hwy
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Leybourne, Stephen James
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Li, Yushu
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Proietti, Tommaso
3
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2
Barrio Castro, Tomás del
2
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2
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2
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2
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12
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11
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8
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ECONIS (ZBW)
31
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21
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 2)
Lumsdaine, Robin L.
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 247-252
Persistent link: https://www.econbiz.de/10001786919
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22
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 3)
Nymoen, Ragnar
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10001786920
Saved in:
23
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
Saved in:
24
The effect of aggregation on nonlinearity
Granger, C. W. J.
;
Lee, Tae-hwy
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001404815
Saved in:
25
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
Saved in:
26
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:
27
A vector of quarters representation for bivariate time series
Franses, Philip Hans
- In:
Econometric reviews
14
(
1995
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10001177162
Saved in:
28
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:
29
Some comments on empirical investigations involving cointegrations
Granger, C. W. J.
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 345-350
Persistent link: https://www.econbiz.de/10001172760
Saved in:
30
Modeling exchange rate dynamics : non-linear dependence and thick tails
MacGuirk, Anya M.
;
Robertson, John C.
;
Spanos, Aris
- In:
Econometric reviews
12
(
1993
)
1
,
pp. 33-63
Persistent link: https://www.econbiz.de/10001141851
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