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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 / Loughborough University, Department of Economics"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Karanasos, Menelaos"
~subject:"Bayes-Statistik"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Volatility"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
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Time varying parameters
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Theorie
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17
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9
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Newbold, Paul
Dungey, Mardi H.
Ghose, Devajyoti
Kapetanios, George
Karanasos, Menelaos
Chan, Joshua
12
Pesaran, M. Hashem
12
Harvey, Andrew C.
10
Koop, Gary
7
Linton, Oliver
7
Harvey, David I.
6
Pagan, Adrian R.
6
Wong, Benjamin
6
Castelnuovo, Efrem
5
Haque, Qazi
5
Kollmann, Robert
5
Mills, Terence C.
5
Strachan, Rodney W.
5
Timmermann, Allan
5
Corsetti, Giancarlo
4
Leybourne, Stephen James
4
Paccagnini, Alessia
4
Attanasio, Orazio P.
3
Baillie, Richard
3
Busetti, Fabio
3
Caggiano, Giovanni
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Chan, Joshua C. C.
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Chudik, Alexander
3
Ding, Yashuang
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Kim, Dongcheol
3
Leon-Gonzalez, Roberto
3
Levell, Peter
3
Low, Hamish
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Morley, James C.
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Onatski, Alexei
3
Pick, Andreas
3
Robinson, Tim
3
Seaton, Jonathan S.
3
Sánchez Marcos, Virginia
3
Trung Duc Tran
3
Wang, Yudong
3
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2
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2
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Cambridge working papers in economics
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Working paper
8
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5
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4
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ECONIS (ZBW)
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
3
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:
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
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
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
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:
8
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
Saved in:
9
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
10
Tests for multiple forecasting encompassing
Harvey, David I.
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000996877
Saved in:
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