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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:"Werker, Bas J. M."
~person:"Wooldridge, Jeffrey M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Kaufkraftparität"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
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Kaufkraftparität
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110
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110
Time series analysis
40
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32
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Wooldridge, Jeffrey 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
Li, Qi
9
Nijman, Theodore E.
9
Krämer, Walter
8
Osiewalski, Jacek
8
Taylor, Robert
8
Verbeek, Marno
8
Hassler, Uwe
7
Kleijnen, Jack P. C.
7
Koopman, Siem Jan
7
Lee, Junsoo
7
Magnus, Jan R.
7
Phillips, Peter C. B.
7
Soest, Arthur van
7
Spanos, Aris
7
Ullah, Aman
7
Akker, Ramon van den
6
Fernández, Carmen
6
Hecq, Alain W. J.
6
King, Maxwell L.
6
Pesaran, M. Hashem
6
Wong, Benjamin
6
An, Sungbae
5
Andreou, Elena
5
Baillie, Richard
5
Baltagi, Badi H.
5
Bera, Anil K.
5
Bierens, Herman J.
5
Einmahl, John H. J.
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61
The KPSS stationarity test as a unit root test
Shin, Yongcheol
- In:
Economics letters
38
(
1992
)
4
,
pp. 387-392
Persistent link: https://www.econbiz.de/10001125470
Saved in:
62
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim
- In:
Econometric reviews
11
(
1992
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
Saved in:
63
Effects of data aggregation on the power of tests for a unit root : a simulation study
Choi, In
- In:
Economics letters
40
(
1992
)
4
,
pp. 397-401
Persistent link: https://www.econbiz.de/10001151310
Saved in:
64
Recursive estimation and generated regressors
McAleer, Michael
- In:
Economics letters
39
(
1992
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
Saved in:
65
A note on computing r-squared and adjusted r-squared for trending and seasonal data
Wooldridge, Jeffrey M.
- In:
Economics letters
36
(
1991
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001104842
Saved in:
66
When are two step estimators efficient?
McAleer, Michael
- In:
Econometric reviews
10
(
1991
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
Saved in:
67
A modification of the Schmidt-Phillips unit root test
Schmidt, Peter
- In:
Economics letters
36
(
1991
)
3
,
pp. 285-289
Persistent link: https://www.econbiz.de/10001107893
Saved in:
68
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
Wooldridge, Jeffrey M.
- In:
Economics letters
31
(
1989
)
3
,
pp. 239-243
Persistent link: https://www.econbiz.de/10001076302
Saved in:
69
Extended tabulations for Dickey-Fuller tests
Guilkey, David K.
- In:
Economics letters
31
(
1989
)
4
,
pp. 355-357
Persistent link: https://www.econbiz.de/10001080238
Saved in:
70
Critical bounds for MA(2) and MA(3) processes
Lane, J. A.
- In:
Economics letters
2
(
1988
),
pp. 133-140
Persistent link: https://www.econbiz.de/10001051289
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