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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:"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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Zeitreihenanalyse
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Economic forecast
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Time varying parameters
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Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Granger, C. W. J.
Kapetanios, George
Paccagnini, Alessia
Pesaran, M. Hashem
Spanos, Aris
Wong, Benjamin
Taylor, Robert
9
Phillips, Peter C. B.
8
Harvey, David I.
6
Leybourne, Stephen James
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An, Sungbae
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Maasoumi, Esfandiar
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Kilian, Lutz
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Psaradakis, Zacharias G.
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Ullah, Aman
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Westerlund, Joakim
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Chang, Yoosoon
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2
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2
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9
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6
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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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Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
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ECONIS (ZBW)
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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
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:
10
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
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