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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:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Li, Qi"
~person:"Magnus, Jan R."
~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:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
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Theorie
137
Theory
137
Time series analysis
39
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38
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Li, Qi
Magnus, Jan R.
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Steel, Mark F. J.
19
Franses, Philip Hans
16
Chan, Joshua
15
Drost, Feike C.
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
Krämer, Walter
8
Osiewalski, Jacek
8
Hassler, Uwe
7
Kleijnen, Jack P. C.
7
Koopman, Siem Jan
7
Kuan, Chung-ming
7
Lee, Junsoo
7
Leybourne, Stephen James
7
Melenberg, Bertrand
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
Einmahl, John H. J.
6
Fernández, Carmen
6
Harvey, David I.
6
Hecq, Alain W. J.
6
King, Maxwell L.
6
Kollmann, Robert
6
Maasoumi, Esfandiar
6
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Center for Economic Research <Tilburg>
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Shakai-Keizai-Kenkyūsho <Osaka>
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Discussion paper / Center for Economic Research, Tilburg University
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Econometric reviews
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ECONIS (ZBW)
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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
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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
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
Saved in:
10
Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
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