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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:"Peel, David"
~person:"Schmidt, Peter"
~person:"Taylor, Robert"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Kaufkraftparität"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Estimation
Kaufkraftparität
Time varying parameters
Volatility
Theorie
133
Theory
133
Time series analysis
45
Schätztheorie
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Magnus, Jan R.
McAleer, Michael
Peel, David
Schmidt, Peter
Taylor, Robert
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
Li, Qi
9
Nijman, Theodore E.
9
Soest, Arthur van
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>
5
Shakai-Keizai-Kenkyūsho <Osaka>
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Institute of Social and Economic Research
Econometric reviews
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Journal of empirical finance
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28
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25
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12
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9
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9
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Oxford bulletin of economics and statistics
9
The econometrics journal
9
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8
Applied economics
7
Journal of economic surveys
6
Working papers in quantitative economics and econometrics
6
International economic review
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4
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4
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Bank of England Working Paper
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CAMA Working Paper
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CESifo working papers
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Cambridge working papers in economics
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Contributions to financial econometrics : theoretical and practical issues
2
Discussion paper / Centre for Economic Policy Research
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
3
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
4
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:
5
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
6
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:
7
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:
8
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
Saved in:
9
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:
10
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
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