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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:"Bernardi, Mauro"
~person:"Ghose, Devajyoti"
~person:"Granger, C. W. J."
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"Paccagnini, Alessia"
~person:"Pesaran, M. Hashem"
~person:"Spanos, Aris"
~person:"Wong, Benjamin"
~source:"econis"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Panel study"
~subject:"Time series analysis"
~subject:"Time varying parameters"
~type_genre:"Article in journal"
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Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Granger, C. W. J.
Kapetanios, George
Leybourne, Stephen James
Paccagnini, Alessia
Pesaran, M. Hashem
Spanos, Aris
Wong, Benjamin
Taylor, Robert
9
Phillips, Peter C. B.
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6
An, Sungbae
5
Maasoumi, Esfandiar
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McAleer, Michael
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Schorfheide, Frank
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Cavaliere, Giuseppe
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Kilian, Lutz
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Koop, Gary
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Psaradakis, Zacharias G.
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Tzavalis, Elias
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Ullah, Aman
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Westerlund, Joakim
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Adolfson, Malin
2
Ando, Tomohiro
2
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2
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2
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Journal of the American Statistical Association : JASA
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Macroeconomic dynamics
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On modelling the long run in applied economics
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Population : édition française : revue publiée par l'Institut national d'études démographiques
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ECONIS (ZBW)
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
3
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
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
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
6
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
7
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:
8
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:
9
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
10
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
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