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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:"Magnus, Jan R."
~person:"McAleer, Michael"
~person:"Nijman, Theodore E."
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
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Estimation theory
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Time varying parameters
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Theorie
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Magnus, Jan R.
McAleer, Michael
Nijman, Theodore E.
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Steel, Mark F. J.
19
Franses, Philip Hans
16
Chan, Joshua
14
Drost, Feike C.
10
Giles, David E. A.
9
Koop, Gary
9
Taylor, Robert
9
Krämer, Walter
8
Li, Qi
8
Osiewalski, Jacek
8
Soest, Arthur van
8
Verbeek, Marno
8
Akker, Ramon van den
7
Hassler, Uwe
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Kleijnen, Jack P. C.
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Koopman, Siem Jan
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Lee, Junsoo
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Phillips, Garry D. A.
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Phillips, Peter C. B.
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Spanos, Aris
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Ullah, Aman
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Wooldridge, Jeffrey M.
7
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Hecq, Alain W. J.
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King, Maxwell L.
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Leybourne, Stephen James
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Maasoumi, Esfandiar
6
Pesaran, M. Hashem
6
An, Sungbae
5
Andreou, Elena
5
Baillie, Richard
5
Baltagi, Badi H.
5
Bera, Anil K.
5
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Shakai-Keizai-Kenkyūsho <Osaka>
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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)
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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
Saved in:
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
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
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