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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 papers / Institute of Social and Economic Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of economic surveys"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Testing integration and cointegration"
~person:"Choi, In"
~person:"Dolado, Juan J."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~source:"econis"
~subject:"Autocorrelation"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Autocorrelation
Bayesian inference
Estimation theory
Portfolio selection
Schätzung
Theory
Time varying parameters
Volatility
Theorie
118
Time series analysis
40
Schätztheorie
33
Volatilität
15
Cointegration
12
Einheitswurzeltest
12
Estimation
12
Kointegration
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Unit root test
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Stochastic process
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10
ARCH model
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ARCH-Modell
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Börsenkurs
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Share price
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Statistical theory
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Statistische Methodenlehre
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Bubbles
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Nonlinear regression
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Autokorrelation
4
Econometrics
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Ökonometrie
4
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8
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English
118
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Newbold, Paul
Choi, In
Dolado, Juan J.
Ghose, Devajyoti
Kapetanios, George
Leybourne, Stephen James
McAleer, Michael
Peel, David
Schmidt, Peter
Kleijnen, Jack P. C.
73
Tijs, Stef
70
Borm, Peter
67
Talman, Dolf
65
Phillips, Peter C. B.
44
Brânzei, Rodica
37
Hertog, Dirk den
37
Hamers, Herbert
34
Kort, Peter M.
34
Herings, Peter Jean-Jacques
30
Steel, Mark F. J.
30
Bovenberg, Ary Lans
29
Boone, Jan
28
Franses, Philip Hans
26
Hendrickx, Ruud L. P.
26
Ploeg, Frederick van der
26
Laan, Gerard van der
25
Nijman, Theodore E.
25
Ono, Yoshiyasu
25
Soest, Arthur van
25
Werker, Bas J. M.
25
Yang, Zaifu
25
Engwerda, Jacob Christiaan
24
Damme, Eric E. C. van
23
De Waegenaere, Anja
23
Eijffinger, Sylvester C. W.
23
Melenberg, Bertrand
23
Taylor, Robert
22
Beetsma, Roel
21
Güth, Werner
21
Huizinga, Harry
21
Potters, Jan
21
Li, Qi
20
Matsumura, Toshihiro
20
Meijdam, Lex
20
Saikkonen, Pentti
20
Xiao, Zhijie
20
Magnus, Jan R.
19
Norde, Henk
19
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CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Discussion papers / Institute of Social and Economic Research
Econometric reviews
Econometric theory
Economics letters
Journal of economic surveys
Journal of empirical finance
Journal of macroeconomics
Testing integration and cointegration
Journal of econometrics
39
Working paper
39
Econometric Institute research papers
25
Discussion paper / Tinbergen Institute
18
Oxford bulletin of economics and statistics
15
Discussion paper / Centre for Economic Policy Research
13
Working papers in quantitative economics and econometrics
13
Journal of applied econometrics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
The econometrics journal
11
Applied economics
10
Discussion paper / Institute of Social and Economic Research
10
Discussion paper series / IZA
9
Discussion papers / National Institute of Economic and Social Research
9
Journal of productivity analysis
9
Documentos de trabajo / Banco de España, Servicio de Estudios
8
Journal of forecasting
8
Working papers in economics and econometrics
8
Applied economics letters
7
The economic journal : the journal of the Royal Economic Society
7
CESifo working papers
6
International journal of forecasting
6
Bank of England Working Paper
5
Journal of economic dynamics & control
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Applied financial economics
4
Cambridge working papers in economics
4
Discussion papers / CEPR
4
Economic research paper / Loughborough University, Department of Economics
4
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
4
International economic review
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
The Manchester School
4
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ECONIS (ZBW)
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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
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
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
4
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
5
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:
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
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
8
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:
9
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
10
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
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