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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Contributions to financial econometrics : theoretical and practical issues"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Hassler, Uwe"
~person:"Kapetanios, George"
~person:"Krämer, Walter"
~person:"McAleer, Michael"
~subject:"Estimation theory"
~subject:"Financial market"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Estimation theory
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Schätzung
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Time varying parameters
Theorie
99
Theory
99
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32
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Hassler, Uwe
Kapetanios, George
Krämer, Walter
McAleer, Michael
Phillips, Peter C. B.
26
Kleijnen, Jack P. C.
19
Steel, Mark F. J.
18
Franses, Philip Hans
17
Chan, Joshua
15
Werker, Bas J. M.
14
Li, Qi
13
Saikkonen, Pentti
13
Lütkepohl, Helmut
12
Schmidt, Peter
12
Taylor, Robert
12
Wooldridge, Jeffrey M.
12
Linton, Oliver
11
Nijman, Theodore E.
11
Park, Joon Y.
11
Ullah, Aman
11
Davidson, James E. H.
10
Drost, Feike C.
10
Kuan, Chung-ming
10
Bierens, Herman J.
9
Chambers, Marcus J.
9
Giles, David E. A.
9
Jong, Robert M. de
9
Lee, Lung-fei
9
Soest, Arthur van
9
Verbeek, Marno
9
Fan, Yanqin
8
Hahn, Jinyong
8
Knight, John L.
8
Leybourne, Stephen James
8
Osiewalski, Jacek
8
Pesaran, M. Hashem
8
Spanos, Aris
8
White, Halbert
8
Baltagi, Badi H.
7
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7
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Contributions to financial econometrics : theoretical and practical issues
Discussion paper / Center for Economic Research, Tilburg University
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8
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4
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3
Darmstadt discussion papers in economics : applied research in economics
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Jahrbücher für Nationalökonomie und Statistik
3
The Japanese economic review : the journal of the Japanese Economic Association
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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
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
3
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
4
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
5
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
6
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:
7
Persistence under temporal aggregation and differencing
Hassler, Uwe
- In:
Economics letters
124
(
2014
)
2
,
pp. 318-322
Persistent link: https://www.econbiz.de/10010494135
Saved in:
8
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:
9
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
Saved in:
10
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
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