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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:"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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75
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75
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22
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Newbold, Paul
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
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Krämer, Walter
8
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8
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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
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6
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6
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Maasoumi, Esfandiar
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5
McDonald, James B.
5
Ohtani, Kazuhiro
5
Orme, Chris D.
5
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5
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5
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Econometric reviews
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27
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Journal of consumer policy : consumer issues in law, economics and behavioural sciences
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
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