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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"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Maximum-Likelihood-Schätzung
Stochastischer Prozess
Time varying parameters
Volatility
Theorie
113
Theory
113
Time series analysis
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Franses, Philip Hans
19
Kleijnen, Jack P. C.
19
Steel, Mark F. J.
19
Chan, Joshua
15
Drost, Feike C.
10
Giles, David E. A.
10
Koop, Gary
9
Nijman, Theodore E.
9
Krämer, Walter
8
Li, Qi
8
Osiewalski, Jacek
8
Phillips, Peter C. B.
8
Taylor, Robert
8
Verbeek, Marno
8
Akker, Ramon van den
7
Hassler, Uwe
7
Koopman, Siem Jan
7
Lee, Junsoo
7
Magnus, Jan R.
7
Pesaran, M. Hashem
7
Phillips, Garry D. A.
7
Soest, Arthur van
7
Spanos, Aris
7
Strachan, Rodney W.
7
Ullah, Aman
7
Wooldridge, Jeffrey M.
7
Bera, Anil K.
6
Einmahl, John H. J.
6
Fernández, Carmen
6
Hecq, Alain W. J.
6
King, Maxwell L.
6
Mehdad, Ehsan
6
Melenberg, Bertrand
6
An, Sungbae
5
Andreou, Elena
5
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Shakai-Keizai-Kenkyūsho <Osaka>
7
Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of empirical finance
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10
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6
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5
Journal of economic dynamics & control
4
Bank of England Working Paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Contributions to financial econometrics : theoretical and practical issues
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Discussion papers / National Institute of Economic and Social Research
2
Journal of macroeconomics
2
Testing integration and cointegration
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The review of economics and statistics
2
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11
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:
12
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
- In:
Journal of economic surveys
28
(
2014
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10011293027
Saved in:
13
Using copulas to model time dependence in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 497-522
Persistent link: https://www.econbiz.de/10010360796
Saved in:
14
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
15
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
16
Elusive persistence : wage and price rigidities, the New Keynesian Phillips curve and inflation dynamics
Tsoukis, Christopher
;
Kapetanios, George
;
Pearlman, Joseph
- In:
Journal of economic surveys
25
(
2011
)
4
,
pp. 737-768
Persistent link: https://www.econbiz.de/10009301155
Saved in:
17
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
18
A class of simple distribution-free rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2011
-
rev.
Persistent link: https://www.econbiz.de/10008807395
Saved in:
19
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 185-188
Persistent link: https://www.econbiz.de/10009127801
Saved in:
20
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
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