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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"
~language:"eng"
~person:"Chan, Joshua"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"Li, Qi"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"ARCH model"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
ARCH model
Bayesian inference
Estimation theory
Estimation
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Theorie
139
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139
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Newbold, Paul
Chan, Joshua
Choi, In
Ghose, Devajyoti
Kapetanios, George
Leybourne, Stephen James
Li, Qi
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Steel, Mark F. J.
19
Franses, Philip Hans
16
Einmahl, John H. J.
11
Drost, Feike C.
10
Magnus, Jan R.
10
Ullah, Aman
10
Giles, David E. A.
9
Koop, Gary
9
Nijman, Theodore E.
9
Soest, Arthur van
9
Taylor, Robert
9
Verbeek, Marno
9
Kleijnen, Jack P. C.
8
Krämer, Walter
8
Osiewalski, Jacek
8
Hassler, Uwe
7
King, Maxwell L.
7
Koopman, Siem Jan
7
Kuan, Chung-ming
7
Lee, Junsoo
7
Melenberg, Bertrand
7
Phillips, Garry D. A.
7
Phillips, Peter C. B.
7
Spanos, Aris
7
Wooldridge, Jeffrey M.
7
Akker, Ramon van den
6
Baillie, Richard
6
Bera, Anil K.
6
Fernández, Carmen
6
Hahn, Jinyong
6
Harvey, David I.
6
Hecq, Alain W. J.
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Shakai-Keizai-Kenkyūsho <Osaka>
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Institute of Social and Economic Research
Econometric reviews
Economics letters
Journal of empirical finance
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31
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25
Econometric theory
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13
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Working papers in quantitative economics and econometrics
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International economic review
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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Journal of the Royal Statistical Society
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Japanese economic review : the journal of the Japanese Economic Association
3
The Manchester School
3
Working paper series / European Central Bank ; Eurosystem
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Working papers in economics and econometrics
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Applied financial economics
2
Bank of England Working Paper
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ECONIS (ZBW)
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
3
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
4
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
5
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012224001
Saved in:
6
Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224053
Saved in:
7
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
8
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
9
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
10
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
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