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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:"Zustandsraummodell"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Bayes-Statistik
Estimation
Time varying parameters
Zustandsraummodell
Theorie
11
Theory
11
Time series analysis
6
Estimation theory
3
Forecasting model
3
Prognoseverfahren
3
Schätztheorie
3
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3
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2
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2
1972-1996
1
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G7 countries
1
G7-Staaten
1
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Großbritannien
1
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1
Kapitaleinkommen
1
Kointegration
1
Korrelation
1
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1
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1
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Graue Literatur
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7
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6
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6
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English
7
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Newbold, Paul
Dungey, Mardi H.
Ghose, Devajyoti
Kapetanios, George
Karanasos, Menelaos
Chan, Joshua
12
Pesaran, M. Hashem
11
Harvey, Andrew C.
9
Pagan, Adrian R.
6
Wong, Benjamin
6
Haque, Qazi
5
Linton, Oliver
5
Mills, Terence C.
5
Strachan, Rodney W.
5
Castelnuovo, Efrem
4
Koop, Gary
4
Paccagnini, Alessia
4
Timmermann, Allan
4
Attanasio, Orazio P.
3
Busetti, Fabio
3
Caggiano, Giovanni
3
Chan, Joshua C. C.
3
Chudik, Alexander
3
Harvey, David I.
3
Kollmann, Robert
3
Leon-Gonzalez, Roberto
3
Levell, Peter
3
Low, Hamish
3
Morley, James C.
3
Pick, Andreas
3
Robinson, Tim
3
Seaton, Jonathan S.
3
Sánchez Marcos, Virginia
3
Bailey, Natalia
2
Bhatta, Guna Raj
2
Breunig, Robert
2
Buncic, Daniel
2
Choi, Sangyup
2
Corsetti, Giancarlo
2
Cross, Jamie L.
2
Ding, Yashuang
2
Drake, Leigh M.
2
Eisenstat, Eric
2
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1
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1
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CAMA working paper series
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
4
Working paper series / European Central Bank ; Eurosystem
3
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2
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2
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2
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ECONIS (ZBW)
7
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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
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
5
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:
6
Tests for multiple forecasting encompassing
Harvey, David I.
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000996877
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:
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