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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"
~person:"Baillie, Richard"
~person:"Choi, In"
~person:"Einmahl, John H. J."
~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:"Time varying parameters"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Maximum-Likelihood-Schätzung
Time varying parameters
Volatility
Theorie
69
Theory
69
Time series analysis
24
Schätztheorie
15
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Estimation
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Statistical test
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Aufsatz in Zeitschrift
Article in journal
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45
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Newbold, Paul
Baillie, Richard
Choi, In
Einmahl, John H. J.
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Franses, Philip Hans
14
Giles, David E. A.
9
Krämer, Walter
8
Li, Qi
8
Taylor, Robert
8
Hassler, Uwe
7
Lee, Junsoo
7
Phillips, Garry D. A.
7
Phillips, Peter C. B.
7
Spanos, Aris
7
Wooldridge, Jeffrey M.
7
Hecq, Alain W. J.
6
King, Maxwell L.
6
Pesaran, M. Hashem
6
Ullah, Aman
6
An, Sungbae
5
Baltagi, Badi H.
5
Godfrey, L. G.
5
Hahn, Jinyong
5
Koop, Gary
5
Kuan, Chung-ming
5
Lütkepohl, Helmut
5
Maasoumi, Esfandiar
5
McDonald, James B.
5
Ohtani, Kazuhiro
5
Orme, Chris D.
5
Psaradakis, Zacharias G.
5
Schorfheide, Frank
5
Steel, Mark F. J.
5
Tran-van-Hoa
5
Ōgaki, Masao
5
Andreou, Elena
4
Asai, Manabu
4
Cribari-Neto, Francisco
4
Dolado, Juan J.
4
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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
Journal of econometrics
19
Journal of applied econometrics
8
Econometric theory
7
Applied economics
6
Journal of economic surveys
6
Oxford bulletin of economics and statistics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic dynamics & control
4
International economic review
3
International journal of forecasting
3
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3
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
Testing integration and cointegration
2
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2
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2
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2
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic modelling
1
Economica
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
International journal of economic theory
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of political economy
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the Royal Statistical Society
1
L' Actualité économique : revue trimest.
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ECONIS (ZBW)
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31
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
32
Sampling frequency and the power of tests for a unit root : a simulation study
Choi, In
- In:
Economics letters
49
(
1995
)
2
,
pp. 131-136
Persistent link: https://www.econbiz.de/10001188278
Saved in:
33
A separability result for GMM estimation, with applications to GLS prediction and conditional moment tests
Ahn, Seung Chan
- In:
Econometric reviews
14
(
1995
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10001177160
Saved in:
34
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
Saved in:
35
Some results on testing for stationarity using data detrended in differences
Schmidt, Peter
- In:
Economics letters
41
(
1993
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10001144028
Saved in:
36
On the power of point optimal tests of the trend stationarity hypothesis
Hwang, Jaeyoun
- In:
Economics letters
43
(
1993
)
2
,
pp. 143-147
Persistent link: https://www.econbiz.de/10001153574
Saved in:
37
Asymptotic normality of the instrumental variable estimates for ARIMA (p, m, q) processes
Choi, In
- In:
Economics letters
40
(
1992
)
2
,
pp. 147-153
Persistent link: https://www.econbiz.de/10001138447
Saved in:
38
The KPSS stationarity test as a unit root test
Shin, Yongcheol
- In:
Economics letters
38
(
1992
)
4
,
pp. 387-392
Persistent link: https://www.econbiz.de/10001125470
Saved in:
39
Effects of data aggregation on the power of tests for a unit root : a simulation study
Choi, In
- In:
Economics letters
40
(
1992
)
4
,
pp. 397-401
Persistent link: https://www.econbiz.de/10001151310
Saved in:
40
Recursive estimation and generated regressors
McAleer, Michael
- In:
Economics letters
39
(
1992
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
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