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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Institute of Social and Economic Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of economic surveys"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Choi, In"
~person:"Fernández, Carmen"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Magnus, Jan R."
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Econometrics"
~subject:"Estimation theory"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
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Maximum-Likelihood-Schätzung
Time varying parameters
Volatility
Theorie
157
Theory
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Time series analysis
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Newbold, Paul
Choi, In
Fernández, Carmen
Ghose, Devajyoti
Kapetanios, George
Magnus, Jan R.
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Franses, Philip Hans
19
Steel, Mark F. J.
19
Chan, Joshua
15
Drost, Feike C.
10
Giles, David E. A.
10
Koop, Gary
10
Nijman, Theodore E.
9
Phillips, Peter C. B.
9
Taylor, Robert
9
Krämer, Walter
8
Li, Qi
8
Maasoumi, Esfandiar
8
Osiewalski, Jacek
8
Pagan, Adrian R.
8
Pesaran, M. Hashem
8
Ullah, Aman
8
Verbeek, Marno
8
Akker, Ramon van den
7
Hassler, Uwe
7
Kleijnen, Jack P. C.
7
Koopman, Siem Jan
7
Lee, Junsoo
7
Phillips, Garry D. A.
7
Soest, Arthur van
7
Spanos, Aris
7
Wooldridge, Jeffrey M.
7
Baillie, Richard
6
Bera, Anil K.
6
Geweke, John
6
Godfrey, L. G.
6
Hecq, Alain W. J.
6
King, Maxwell L.
6
Kuan, Chung-ming
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Shakai-Keizai-Kenkyūsho <Osaka>
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Institute of Social and Economic Research
Econometric reviews
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Journal of empirical finance
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29
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Econometric theory
10
Journal of applied econometrics
7
The econometrics journal
7
Applied economics
6
Oxford bulletin of economics and statistics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
International economic review
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Journal of economic dynamics & control
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic research paper / Loughborough University, Department of Economics
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Working papers in economics and econometrics
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Contributions to financial econometrics : theoretical and practical issues
2
DAE working paper
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion papers / Institute of Social and Economic Research
2
Discussion papers / National Institute of Economic and Social Research
2
Journal of macroeconomics
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Testing integration and cointegration
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
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
Model selection for factor analysis : some new criteria and performance comparisons
Choi, In
;
Jeong, Hanbat
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 577-596
Persistent link: https://www.econbiz.de/10012181337
Saved in:
4
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:
5
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
Saved in:
6
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:
7
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:
8
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:
9
Meritocracy voting : measuring the unmeasurable
Schmidt, Peter
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 41-43
Persistent link: https://www.econbiz.de/10011549855
Saved in:
10
Weighted-average least squares prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1040-1074
Persistent link: https://www.econbiz.de/10011591015
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