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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:"Kumbhakar, Subal"
~person:"Spanos, Aris"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Theorie"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Autokorrelation
Bayes-Statistik
Economic forecast
Estimation
Heteroscedasticity
Theorie
Time varying parameters
Theory
15
Time series analysis
9
Einheitswurzeltest
4
Estimation theory
4
Heteroskedastizität
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4
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15
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Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Kumbhakar, Subal
Spanos, Aris
Pesaran, M. Hashem
15
Chan, Joshua
14
Castelnuovo, Efrem
13
Maasoumi, Esfandiar
13
Marjit, Sugata
13
McAleer, Michael
12
Taylor, Robert
11
Phillips, Peter C. B.
10
Baltagi, Badi H.
9
Koop, Gary
9
Pagan, Adrian R.
9
Franses, Philip Hans
8
Gouriéroux, Christian
8
Görtz, Christoph
8
Kapetanios, George
8
McKibbin, Warwick J.
8
Tyers, Rodney
8
Ueda, Kozo
8
Ullah, Aman
8
Caporale, Guglielmo Maria
7
Fujiwara, Ippei
7
Haque, Qazi
7
Kilian, Lutz
7
Kollmann, Robert
7
Larch, Mario
7
Strachan, Rodney W.
7
Van Long, Ngo
7
Wiskich, Anthony
7
Bastani, Spencer
6
Dennis, Richard J.
6
Geweke, John
6
Harvey, David I.
6
Leybourne, Stephen James
6
Li, Qi
6
Runkel, Marco
6
Wong, Benjamin
6
Zanetti, Francesco
6
Zhou, Yixiao
6
van der Ploeg, Rick
6
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CAMA working paper series
CESifo Working Paper
Econometric reviews
Journal of empirical finance
Journal of econometrics
14
Economics letters
11
Journal of productivity analysis
11
European journal of operational research : EJOR
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
American journal of agricultural economics
6
Applied economics
6
Oxford bulletin of economics and statistics
5
Econometric theory
4
Economic research paper / Loughborough University, Department of Economics
4
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
4
Applied economics letters
3
Discussion papers in economics / School of Economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
The energy journal
3
The journal of economic methodology
3
CEA_372Cass working paper series
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Ifo working papers
2
Journal of agricultural and applied economics : JAEE
2
Journal of macroeconomics
2
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Journal of regulatory economics
2
Memorandum / Department of Economics, School of Economics and Commercial Law, Göteborg University / Department of Economics, Gothenburg University, School of Economics and Legal Science
2
Memorandum / Department of Economics, University of Gothenburg
2
Oxford economic papers
2
A companion to economic forecasting
1
Acta agriculturae Scandinavica / C : an official journal of the Nordic Association of Agricultural Scientists (NJF)
1
An Elgar reference collection
1
Annals of operations research
1
Applied financial economics
1
CEIS Working Paper
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Discussion paper series / IZA
1
Econometric analysis of financial and economic time series ; part a
1
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ECONIS (ZBW)
15
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1
Heterogeneous credit union production technologies with endogenous switching and correlated effects
Malikov, Emir
;
Restrepo-Tobón, Diego A.
;
Kumbhakar, Subal
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1095-1119
Persistent link: https://www.econbiz.de/10012040539
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
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
Statistical adequacy and the testing of trend versus difference stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001786916
Saved in:
5
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
6
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 2)
Lumsdaine, Robin L.
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 247-252
Persistent link: https://www.econbiz.de/10001786919
Saved in:
7
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 3)
Nymoen, Ragnar
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10001786920
Saved in:
8
Estimation and decomposition of productivity change when production is not efficient : a panel data approach
Kumbhakar, Subal
- In:
Econometric reviews
19
(
2000
)
4
,
pp. 425-460
Persistent link: https://www.econbiz.de/10001521431
Saved in:
9
Estimation of firm-specific technological bias, technical change and total fctor productivity growth : a dual approach
Kumbhakar, Subal
;
Nakamura, Shinichiro
;
Heshmati, Almas
- In:
Econometric reviews
19
(
2000
)
4
,
pp. 493-515
Persistent link: https://www.econbiz.de/10001521439
Saved in:
10
Technical change and total factor productivity growth in Swedish manufacturing industries
Kumbhakar, Subal
- In:
Econometric reviews
15
(
1996
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10001212113
Saved in:
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