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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:"Journal of empirical finance"
~person:"Choi, In"
~person:"Einmahl, John H. J."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Kollmann, Robert"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
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Newbold, Paul
Choi, In
Einmahl, John H. J.
Ghose, Devajyoti
Kapetanios, George
Kollmann, Robert
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Steel, Mark F. J.
17
Chan, Joshua
13
Drost, Feike C.
10
Nijman, Theodore E.
9
Koop, Gary
8
Taylor, Robert
8
Akker, Ramon van den
7
Kleijnen, Jack P. C.
7
Magnus, Jan R.
7
Phillips, Peter C. B.
7
Soest, Arthur van
7
Spanos, Aris
7
Fernández, Carmen
6
Franses, Philip Hans
6
Koopman, Siem Jan
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Osiewalski, Jacek
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Verbeek, Marno
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An, Sungbae
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Andreou, Elena
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Baillie, Richard
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Bera, Anil K.
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Bierens, Herman J.
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Groenendaal, Willem J. van
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Maasoumi, Esfandiar
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Moors, Johannes J. A.
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Schorfheide, Frank
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Strachan, Rodney W.
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Wong, Benjamin
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Asai, Manabu
4
Croux, Christophe
4
Härdle, Wolfgang
4
Kilian, Lutz
4
Melenberg, Bertrand
4
Pagan, Adrian R.
4
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1
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
2
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
3
Tractable likelihood-based estimation of non-linear DSGE models
Kollmann, Robert
-
2017
Persistent link: https://www.econbiz.de/10011747097
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4
Risk sharing in a world wconomy with uncertainty shocks
Kollmann, Robert
-
2015
Persistent link: https://www.econbiz.de/10011758130
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5
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:
6
Exchange rates dynamics with long-run risk and recursive preferences
Kollmann, Robert
-
2014
Persistent link: https://www.econbiz.de/10011341969
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
Tractable latent state filtering for non-linear DSGE models using a second-order approximation
Kollmann, Robert
-
2013
Persistent link: https://www.econbiz.de/10009750030
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
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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