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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 empirical finance"
~isPartOf:"The econometrics journal"
~person:"Choi, In"
~person:"Kapetanios, George"
~person:"Li, Qi"
~person:"Lütkepohl, Helmut"
~person:"Maasoumi, Esfandiar"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Monte Carlo simulation"
~subject:"Time varying parameters"
~subject:"Volatility"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Estimation
Großbritannien
Monte Carlo simulation
Time varying parameters
Volatility
Theorie
112
Theory
112
Time series analysis
33
Schätztheorie
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Newbold, Paul
Choi, In
Kapetanios, George
Li, Qi
Lütkepohl, Helmut
Maasoumi, Esfandiar
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Franses, Philip Hans
16
Taylor, Robert
12
Giles, David E. A.
9
Leybourne, Stephen James
9
Phillips, Peter C. B.
9
Ullah, Aman
9
Koop, Gary
8
Krämer, Walter
8
Kuan, Chung-ming
8
Baltagi, Badi H.
7
Hahn, Jinyong
7
Harvey, David I.
7
Hassler, Uwe
7
Lee, Junsoo
7
Spanos, Aris
7
Wooldridge, Jeffrey M.
7
Godfrey, L. G.
6
Hecq, Alain W. J.
6
Herwartz, Helmut
6
King, Maxwell L.
6
Pesaran, M. Hashem
6
Shin, Yongcheol
6
Ōgaki, Masao
6
An, Sungbae
5
Asai, Manabu
5
Koopman, Siem Jan
5
Kumbhakar, Subal
5
McDonald, James B.
5
Nawata, Kazumitsu
5
Ohtani, Kazuhiro
5
Orme, Chris D.
5
Perron, Pierre
5
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CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Institute of Social and Economic Research
Econometric reviews
Economics letters
Journal of empirical finance
The econometrics journal
Journal of econometrics
31
Econometric theory
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Oxford bulletin of economics and statistics
9
Applied economics
6
Journal of applied econometrics
6
Journal of economic dynamics & control
6
Journal of economic surveys
6
International economic review
5
International journal of forecasting
4
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4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Journal of international money and finance
3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
The Japanese economic review : the journal of the Japanese Economic Association
3
The review of economics and statistics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics : open access journal
2
Economica
2
International statistical review : a journal of the International Statistical Institute and its associations
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Journal of forecasting
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Journal of macroeconomics
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Testing integration and cointegration
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The Manchester School
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Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
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Annales d'économie et de statistique
1
Annals of economics and finance
1
Applied financial economics
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Economic modelling
1
Economies : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Finance research letters
1
International journal of economic theory
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
2
Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang
;
Maasoumi, Esfandiar
;
Xiao, Zhijie
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
Saved in:
3
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:
4
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
5
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:
6
Separating different individual effects in a panel data model
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10012166716
Saved in:
7
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:
8
Peter Schmidt : econometrician and consummate professional
Maasoumi, Esfandiar
;
Sickles, Robin C.
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011794533
Saved in:
9
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:
10
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
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