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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:"Economics letters"
~isPartOf:"Journal of econometrics"
~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
140
Time series analysis
50
Schätztheorie
34
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English
140
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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.
50
Steel, Mark F. J.
40
Brânzei, Rodica
37
Hertog, Dirk den
37
Hamers, Herbert
34
Kort, Peter M.
34
Franses, Philip Hans
30
Herings, Peter Jean-Jacques
30
Koop, Gary
30
Bovenberg, Ary Lans
29
Pesaran, M. Hashem
29
Soest, Arthur van
29
Werker, Bas J. M.
29
Boone, Jan
28
Nijman, Theodore E.
27
Hendrickx, Ruud L. P.
26
Magnus, Jan R.
26
Ploeg, Frederick van der
26
Gouriéroux, Christian
25
Laan, Gerard van der
25
Melenberg, Bertrand
25
Ono, Yoshiyasu
25
Yang, Zaifu
25
Engwerda, Jacob Christiaan
24
Li, Qi
24
Damme, Eric E. C. van
23
De Waegenaere, Anja
23
Eijffinger, Sylvester C. W.
23
Swanson, Norman R.
22
Baltagi, Badi H.
21
Beetsma, Roel
21
Güth, Werner
21
Huizinga, Harry
21
Kumbhakar, Subal
21
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Discussion paper / Center for Economic Research, Tilburg University
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Econometric reviews
Economics letters
Journal of econometrics
Journal of economic surveys
Journal of empirical finance
Journal of macroeconomics
Testing integration and cointegration
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39
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25
Discussion paper / Tinbergen Institute
18
Econometric theory
17
Oxford bulletin of economics and statistics
15
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13
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8
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Applied economics letters
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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
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International economic review
4
Journal of international money and finance
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Journal of risk and financial management : JRFM
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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
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
3
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
4
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
5
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
6
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
7
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
8
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
9
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:
10
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
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