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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 growth"
~isPartOf:"Journal of empirical finance"
~person:"An, Sungbae"
~person:"Ashley, Richard A."
~person:"Bernardi, Mauro"
~person:"Franses, Philip Hans"
~person:"Ghose, Devajyoti"
~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:"Panel"
~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
Panel
Portfolio-Management
Time varying parameters
Theorie
36
Theory
36
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Newbold, Paul
An, Sungbae
Ashley, Richard A.
Bernardi, Mauro
Franses, Philip Hans
Ghose, Devajyoti
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
Maasoumi, Esfandiar
4
Westerlund, Joakim
4
Baltagi, Badi H.
3
Cavaliere, Giuseppe
3
Dagum, Estela Bee
3
Dijk, Herman K. van
3
Gao, Jiti
3
Granger, C. W. J.
3
Harvey, David I.
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Hendry, David F.
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Koop, Gary
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Lee, Tae-hwy
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Leybourne, Stephen James
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Lopes, Hedibert Freitas
3
Proietti, Tommaso
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Psaradakis, Zacharias G.
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Soofi, Ehsan S.
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Anatolyev, Stanislav
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Astill, Sam
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Audrino, Francesco
2
Brown, Sarah
2
Caner, Mehmet
2
Canova, Fabio
2
Chan, Joshua
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2
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CAMA working paper series
CESifo Working Paper
Econometric reviews
Journal of economic growth
Journal of empirical finance
Economics letters
17
Journal of econometrics
17
Journal of applied econometrics
11
International journal of forecasting
8
Oxford bulletin of economics and statistics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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4
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ECONIS (ZBW)
29
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1
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:
2
Exponential class of dynamic binary choice panel data models with fixed effects
Sadoon, Majid M. al-
;
Li, Tong
;
Pesaran, M. Hashem
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 898-927
Persistent link: https://www.econbiz.de/10011795531
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
Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1089-1117
Persistent link: https://www.econbiz.de/10011483451
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
Econometric analysis of high dimensional VARS featuring a dominant unit
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Econometric reviews
32
(
2013
)
5/6
,
pp. 592-649
Persistent link: https://www.econbiz.de/10009758630
Saved in:
8
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:
9
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:
10
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
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