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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:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Ullah, Aman"
~person:"Werker, Bas J. M."
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Estimation
Time varying parameters
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Theorie
128
Theory
128
Time series analysis
40
Schätztheorie
38
Nichtparametrisches Verfahren
16
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Li, Qi
McAleer, Michael
Peel, David
Schmidt, Peter
Ullah, Aman
Werker, Bas J. M.
Steel, Mark F. J.
19
Franses, Philip Hans
16
Chan, Joshua
15
Drost, Feike C.
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
Magnus, Jan R.
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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Shakai-Keizai-Kenkyūsho <Osaka>
5
Center for Economic Research <Tilburg>
3
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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
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29
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24
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13
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11
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9
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8
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8
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7
Oxford bulletin of economics and statistics
7
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6
Journal of economic surveys
6
Working papers in quantitative economics and econometrics
6
International economic review
5
The econometrics journal
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4
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4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
International journal of forecasting
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The Japanese economic review : the journal of the Japanese Economic Association
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Cambridge working papers in economics
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Contributions to financial econometrics : theoretical and practical issues
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2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / Institute of Social and Economic Research
2
Discussion papers / National Institute of Economic and Social Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
81
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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
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 905-918
Persistent link: https://www.econbiz.de/10012624564
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
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:
5
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:
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
Testing additive separability of error term in nonparametric structural models
Su, Liangjun
;
Tu, Yundong
;
Ullah, Aman
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1057-1088
Persistent link: https://www.econbiz.de/10011483450
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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