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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"DNB working paper"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Ghose, Devajyoti"
~person:"Granger, C. W. J."
~person:"Kapetanios, George"
~person:"Paccagnini, Alessia"
~person:"Pesaran, M. Hashem"
~person:"Spanos, Aris"
~person:"Wong, Benjamin"
~source:"econis"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Bruttoinlandsprodukt"
~subject:"Economic forecast"
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Panel study"
~subject:"Time series analysis"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Granger, C. W. J.
Kapetanios, George
Paccagnini, Alessia
Pesaran, M. Hashem
Spanos, Aris
Wong, Benjamin
Chan, Joshua
14
Taylor, Robert
10
Tzavalis, Elias
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Phillips, Peter C. B.
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Gylfi Zoega
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Koop, Gary
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Psaradakis, Zacharias G.
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Harvey, David I.
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Pagan, Adrian R.
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An, Sungbae
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Blundell, Richard W.
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Haque, Qazi
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Maasoumi, Esfandiar
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McAleer, Michael
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Park, Joon Y.
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4
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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11
Estimating and accounting for the output gap with large Bayesian vector autoregressions
Morley, James C.
;
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011747292
Saved in:
12
Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit
;
Wong, Benjamin
-
2014
Persistent link: https://www.econbiz.de/10011341994
Saved in:
13
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:
14
Exponential class of dynamic binary choice panel data models with fixed effects
Sadoon, Majid M. al-
;
Li, Tong
;
Pesaran, M. Hashem
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 898-927
Persistent link: https://www.econbiz.de/10011795531
Saved in:
15
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:
16
Forecasting in the presence of recent structural change
Eklund, Jana
;
Kapetanios, George
;
Price, Simon
-
2011
Persistent link: https://www.econbiz.de/10009405772
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17
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:
18
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003978514
Saved in:
19
Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1089-1117
Persistent link: https://www.econbiz.de/10011483451
Saved in:
20
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2009
Persistent link: https://www.econbiz.de/10003816240
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