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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:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Taylor, Robert"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Kaufkraftparität"
~subject:"Time varying parameters"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Bayesian inference
Kaufkraftparität
Time varying parameters
Volatility
Volatilität
Theorie
75
Theory
75
Time series analysis
31
Estimation theory
14
Schätztheorie
14
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Taylor, Robert
Werker, Bas J. M.
Franses, Philip Hans
12
Phillips, Peter C. B.
7
Hecq, Alain W. J.
6
Spanos, Aris
6
An, Sungbae
5
Hassler, Uwe
5
Koop, Gary
5
Lee, Junsoo
5
Psaradakis, Zacharias G.
5
Schorfheide, Frank
5
Andreou, Elena
4
Asai, Manabu
4
Herwartz, Helmut
4
Kilian, Lutz
4
Leybourne, Stephen James
4
Maasoumi, Esfandiar
4
Shin, Yongcheol
4
Sibbertsen, Philipp
4
Swanson, Norman R.
4
Tsionas, Efthymios G.
4
Bewley, Ronald A.
3
Bordignon, Silvano
3
Caporin, Massimiliano
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Chen, Zhanshou
3
Dagum, Estela Bee
3
Dijk, Herman K. van
3
Dimitrakopoulos, Stefanos
3
Eroğlu, Burak Alparslan
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Harvey, David I.
3
Koopman, Siem Jan
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
Journal of econometrics
20
Econometric theory
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
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6
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5
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Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of political economy
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Journal of productivity analysis
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Journal of the Royal Statistical Society
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Journal of time series econometrics
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Practical issues in cointegration analysis
1
Review of quantitative finance and accounting
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Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Manchester School
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1
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:
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
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:
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
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
Saved in:
8
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:
9
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
10
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
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