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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"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Portfolio-Management"
~subject:"Time varying parameters"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Autokorrelation
Bayes-Statistik
Economic forecast
Estimation theory
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Heteroscedasticity
Portfolio-Management
Time varying parameters
Theorie
35
Theory
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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
8
Harvey, David I.
6
Leybourne, Stephen James
6
Maasoumi, Esfandiar
6
McAleer, Michael
6
Ullah, Aman
6
Kilian, Lutz
5
Schorfheide, Frank
5
Andreou, Elena
4
Bera, Anil K.
4
Gouriéroux, Christian
4
Koop, Gary
4
Kumbhakar, Subal
4
Nijman, Theodore E.
4
Psaradakis, Zacharias G.
4
Baillie, Richard
3
Cavaliere, Giuseppe
3
Dagum, Estela Bee
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Dijk, Herman K. van
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Fiebig, Denzil G.
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Granger, C. W. J.
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Hendry, David F.
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King, Maxwell L.
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Lee, Tae-hwy
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Lopes, Hedibert Freitas
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Lucas, André
3
Orme, Chris D.
3
Proietti, Tommaso
3
Soofi, Ehsan S.
3
Steel, Mark F. J.
3
Tzavalis, Elias
3
Verbeek, Marno
3
Wang, Yudong
3
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CAMA working paper series
CESifo Working Paper
Econometric reviews
Journal of empirical finance
Economics letters
19
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17
Journal of applied econometrics
11
International journal of forecasting
9
Oxford bulletin of economics and statistics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
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7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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5
Journal of economic dynamics & control
5
Journal of economic surveys
5
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4
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3
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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 risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
Journal of the Royal Statistical Society
1
Macroeconomic dynamics
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
28
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Bayesian analysis of DSGE models
An, Sungbae
;
Schorfheide, Frank
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 113-172
Persistent link: https://www.econbiz.de/10003509078
Saved in:
10
Bayesian analysis of DSGE models : some comments
Adolfson, Malin
;
Lindé, Jesper
;
Villani, Mattias
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 173-185
Persistent link: https://www.econbiz.de/10003509082
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