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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper series"
~language:"eng"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Karanasos, Menelaos"
~person:"Low, Hamish"
~subject:"Bayes-Statistik"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Bayes-Statistik
Estimation
Time varying parameters
Zustandsraummodell
Theorie
11
Theory
11
Time series analysis
5
Forecasting model
4
Lebensverlauf
4
Life course
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4
Aggregation
3
Arbeitsangebot
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Elasticity
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Elastizität
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1980-2003
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1972-1996
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Estimation theory
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G7 countries
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G7-Staaten
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GARCH-in Mean
1
In flation persistence
1
Incentives
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Optimal forecasts
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Spillover-Effekt
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Newbold, Paul
Dungey, Mardi H.
Ghose, Devajyoti
Karanasos, Menelaos
Low, Hamish
Pesaran, M. Hashem
10
Harvey, Andrew C.
8
Kohn, Robert
8
Mills, Terence C.
5
Canepa, Alessandra
4
Carter, Chris K.
4
Strachan, Rodney W.
4
Wong, Benjamin
4
Attanasio, Orazio P.
3
Bonham, Carl Stanley
3
Busetti, Fabio
3
Chan, Joshua
3
Chan, Joshua C. C.
3
Harvey, David I.
3
Kollmann, Robert
3
Koop, Gary
3
Leon-Gonzalez, Roberto
3
Levell, Peter
3
Paccagnini, Alessia
3
Seaton, Jonathan S.
3
Sánchez Marcos, Virginia
3
Timmermann, Allan
3
Walker, Greg
3
Abbott, Malcolm J.
2
Alqaralleh, Huthaifa
2
Bailey, Natalia
2
Bergman, U. Michael
2
Cardani, Roberta
2
Chudik, Alexander
2
Curry, David J.
2
Doucouliagos, Chris
2
Drake, Leigh M.
2
Fuleky, Peter
2
Gourlay, Adrian R.
2
Grant, Angelia L.
2
Green, Christopher J.
2
Harding, Don
2
Horioka, Charles
2
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CAMA working paper series
Cambridge working papers in economics
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Working paper series
Cambridge-INET working papers
2
Discussion paper / UTAS, School of Economics and Finance
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
CFAP working papers
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Discussion papers in economics / School of Economics
1
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1
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1
Forecasting ination : a GARCH-in-mean-level model with time varying predictability
Canepa, Alessandra
;
Karanasos, Menelaos
; …
-
2022
Persistent link: https://www.econbiz.de/10013366358
Saved in:
2
Aggregating elasticities : intensive and extensive margins of female labour supply
Attanasio, Orazio P.
;
Levell, Peter
;
Low, Hamish
; …
-
2017
Persistent link: https://www.econbiz.de/10011631034
Saved in:
3
Aggregating elasticities : intensive and extensive margins of female labour supply
Attanasio, Orazio P.
;
Levell, Peter
;
Low, Hamish
; …
-
2015
Persistent link: https://www.econbiz.de/10011455556
Saved in:
4
Aggregating elasticities : intensive and extensive margins of female labour supply
Attanasio, Orazio P.
;
Levell, Peter
;
Low, Hamish
; …
-
2015
Persistent link: https://www.econbiz.de/10011312236
Saved in:
5
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
Saved in:
6
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
7
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000987502
Saved in:
8
Tests for multiple forecasting encompassing
Harvey, David I.
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000996877
Saved in:
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