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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"CESifo Working Paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~person:"An, Sungbae"
~person:"Ashley, Richard A."
~person:"Bernardi, Mauro"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Pesaran, M. Hashem"
~person:"Spanos, Aris"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Time varying parameters"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Autokorrelation
Bayes-Statistik
Economic forecast
Estimation
Heteroscedasticity
Time varying parameters
Theorie
38
Theory
38
Time series analysis
17
Estimation theory
8
Schätztheorie
8
Bayesian inference
7
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Strukturbruch
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Börsenkurs
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25
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Newbold, Paul
An, Sungbae
Ashley, Richard A.
Bernardi, Mauro
Ghose, Devajyoti
Kapetanios, George
Pesaran, M. Hashem
Spanos, Aris
Phillips, Peter C. B.
8
Taylor, Robert
8
Harvey, David I.
6
Leybourne, Stephen James
6
Schorfheide, Frank
6
Chan, Joshua
5
Kilian, Lutz
5
Maasoumi, Esfandiar
5
Psaradakis, Zacharias G.
5
Andreou, Elena
4
Canova, Fabio
4
Hendry, David F.
4
Herwartz, Helmut
4
Koop, Gary
4
McAleer, Michael
4
Tzavalis, Elias
4
Ullah, Aman
4
Aguiar-Conraria, Luís
3
Cavaliere, Giuseppe
3
Dagum, Estela Bee
3
Dijk, Herman K. van
3
Franses, Philip Hans
3
Granger, C. W. J.
3
Hautsch, Nikolaus
3
Ireland, Peter N.
3
Jawadi, Fredj
3
Kumbhakar, Subal
3
Lee, Tae-hwy
3
Li, Kai
3
Lopes, Hedibert Freitas
3
Lütkepohl, Helmut
3
Malley, James R.
3
Martins, Manuel Mota Freitas
3
Proietti, Tommaso
3
Serletis, Apostolos
3
Soares, Maria Joana
3
Soofi, Ehsan S.
3
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CAMA working paper series
CESifo Working Paper
Econometric reviews
Journal of economic dynamics & control
Journal of empirical finance
Journal of econometrics
11
Journal of applied econometrics
7
Economics letters
5
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Applied economics
3
Journal of macroeconomics
2
Oxford bulletin of economics and statistics
2
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1
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1
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1
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1
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1
International economic review
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic growth
1
Journal of economic surveys
1
Journal of monetary economics
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
Journal of the Royal Statistical Society
1
Practical issues in cointegration analysis
1
Review of quantitative finance and accounting
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
The econometrics journal
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ECONIS (ZBW)
25
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1
A time-varying parameter structural model of the UK economy
Kapetanios, George
;
Masolo, Riccardo M.
;
Petrova, Katerina
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012131985
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
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
6
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:
7
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:
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
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:
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