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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:"Ashley, Richard A."
~person:"Bernardi, Mauro"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Spanos, Aris"
~person:"Ullah, Aman"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Autokorrelation
Bayes-Statistik
Economic forecast
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Theorie
31
Theory
31
Time series analysis
18
Estimation theory
8
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24
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Newbold, Paul
Ashley, Richard A.
Bernardi, Mauro
Ghose, Devajyoti
Kapetanios, George
Spanos, Aris
Ullah, Aman
Chan, Joshua
17
Phillips, Peter C. B.
8
Taylor, Robert
8
Koop, Gary
7
Harvey, David I.
6
Leybourne, Stephen James
6
Pagan, Adrian R.
6
Schorfheide, Frank
6
Wong, Benjamin
6
An, Sungbae
5
Castelnuovo, Efrem
5
Haque, Qazi
5
Li, Kai
5
Lillo, Fabrizio
5
Lioui, Abraham
5
Maasoumi, Esfandiar
5
Munk, Claus
5
Psaradakis, Zacharias G.
5
Strachan, Rodney W.
5
Andreou, Elena
4
Branger, Nicole
4
Canova, Fabio
4
Gouriéroux, Christian
4
Hendry, David F.
4
Herwartz, Helmut
4
Kilian, Lutz
4
McAleer, Michael
4
Paccagnini, Alessia
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Tzavalis, Elias
4
Aguiar-Conraria, Luís
3
Caggiano, Giovanni
3
Dagum, Estela Bee
3
Dijk, Dick van
3
Dijk, Herman K. van
3
Eisenstat, Eric
3
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3
Granger, C. W. J.
3
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CAMA working paper series
CESifo Working Paper
Econometric reviews
Journal of economic dynamics & control
Journal of empirical finance
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
7
Journal of econometrics
6
Economics letters
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4
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International statistical review : a journal of the International Statistical Institute and its associations
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Journal of monetary economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Journal of risk and financial management : JRFM
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Journal of the Royal Statistical Society
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Research report / Department of Economics, Social Science Centre, The University of Western Ontario
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ECONIS (ZBW)
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 905-918
Persistent link: https://www.econbiz.de/10012624564
Saved in:
3
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:
4
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:
5
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:
6
Forecasting in the presence of recent structural change
Eklund, Jana
;
Kapetanios, George
;
Price, Simon
-
2011
Persistent link: https://www.econbiz.de/10009405772
Saved in:
7
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:
8
Testing additive separability of error term in nonparametric structural models
Su, Liangjun
;
Tu, Yundong
;
Ullah, Aman
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1057-1088
Persistent link: https://www.econbiz.de/10011483450
Saved in:
9
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:
10
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
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