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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"CESifo Working Paper"
~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:"Kapetanios, George"
~person:"Pesaran, M. Hashem"
~person:"Spanos, Aris"
~person:"Ullah, Aman"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Dynamic equilibrium"
~subject:"Economic forecast"
~subject:"Estimation"
~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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Time varying parameters
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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
Ullah, Aman
Phillips, Peter C. B.
8
Taylor, Robert
8
Harvey, David I.
6
Leybourne, Stephen James
6
Kilian, Lutz
5
Maasoumi, Esfandiar
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4
Gouriéroux, Christian
4
Koop, Gary
4
McAleer, Michael
4
Psaradakis, Zacharias G.
4
Westerlund, Joakim
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3
Cavaliere, Giuseppe
3
Dagum, Estela Bee
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Dijk, Herman K. van
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Gao, Jiti
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Hendry, David F.
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3
Adolfson, Malin
2
Anatolyev, Stanislav
2
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2
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2
Asai, Manabu
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Econometric reviews
Journal of empirical finance
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15
International journal of forecasting
9
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9
Oxford bulletin of economics and statistics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
32
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1
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:
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Robustify financial time series forecasting with bagging
Jin, Sainan
;
Su, Liangjun
;
Ullah, Aman
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 575-605
Persistent link: https://www.econbiz.de/10010360787
Saved in:
10
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
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