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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:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Panel study"
~subject:"Time varying parameters"
~subject:"Volatility"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Bayesian inference
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Estimation
Panel study
Time varying parameters
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Theorie
79
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79
Time series analysis
25
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Li, Qi
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Franses, Philip Hans
14
Pesaran, M. Hashem
10
Giles, David E. A.
9
Taylor, Robert
9
Ullah, Aman
9
Krämer, Walter
8
Phillips, Peter C. B.
8
Wooldridge, Jeffrey M.
8
Baltagi, Badi H.
7
Hassler, Uwe
7
Hecq, Alain W. J.
7
Kuan, Chung-ming
7
Lee, Junsoo
7
Leybourne, Stephen James
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Spanos, Aris
7
Harvey, David I.
6
King, Maxwell L.
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Kumbhakar, Subal
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Maasoumi, Esfandiar
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Shin, Yongcheol
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Urbain, Jean-Pierre
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Westerlund, Joakim
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Ōgaki, Masao
6
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5
Godfrey, L. G.
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Hahn, Jinyong
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Koop, Gary
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Lee, Myoung-jae
5
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5
McDonald, James B.
5
Ohtani, Kazuhiro
5
Orme, Chris D.
5
Psaradakis, Zacharias G.
5
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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
Journal of econometrics
30
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9
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Testing integration and cointegration
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The Manchester School
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The review of economics and statistics
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International statistical review : a journal of the International Statistical Institute and its associations
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Journal of consumer policy : consumer issues in law, economics and behavioural sciences
1
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
9
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
10
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
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