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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 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:"Pesaran, M. Hashem"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Autocorrelation"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Spekulationsblase"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Autocorrelation
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Time varying parameters
Volatility
Theorie
140
Theory
140
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Newbold, Paul
Choi, In
Dolado, Juan J.
Ghose, Devajyoti
Kapetanios, George
Leybourne, Stephen James
McAleer, Michael
Peel, David
Pesaran, M. Hashem
Schmidt, Peter
Werker, Bas J. M.
Franses, Philip Hans
21
Steel, Mark F. J.
20
Nijman, Theodore E.
17
Chan, Joshua
16
Drost, Feike C.
10
Giles, David E. A.
10
Soest, Arthur van
10
Ullah, Aman
10
Koop, Gary
9
Krämer, Walter
9
Melenberg, Bertrand
9
Phillips, Peter C. B.
9
Taylor, Robert
9
Verbeek, Marno
9
Kuan, Chung-ming
8
Li, Qi
8
Magnus, Jan R.
8
Osiewalski, Jacek
8
Roon, Frans de
8
Spanos, Aris
8
Bera, Anil K.
7
Gouriéroux, Christian
7
Hassler, Uwe
7
Hecq, Alain W. J.
7
Kleijnen, Jack P. C.
7
Koopman, Siem Jan
7
Lee, Junsoo
7
Pagan, Adrian R.
7
Psaradakis, Zacharias G.
7
Shin, Yongcheol
7
Wooldridge, Jeffrey M.
7
Yoshida, Atsushi
7
Akker, Ramon van den
6
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Center for Economic Research <Tilburg>
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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
Economics letters
Journal of economic surveys
Journal of empirical finance
Journal of macroeconomics
Testing integration and cointegration
Journal of econometrics
28
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25
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25
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17
Oxford bulletin of economics and statistics
14
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Discussion paper / Tinbergen Institute
10
Econometric theory
10
Journal of applied econometrics
10
CESifo Working Paper Series
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
8
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Applied economics
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Discussion paper / Institute of Social and Economic Research
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International journal of forecasting
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Journal of economic dynamics & control
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Working papers in quantitative economics and econometrics
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The econometrics journal
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International economic review
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Journal of productivity analysis
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Working papers in economics and econometrics
4
CESifo Working Paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
IZA Discussion Paper
3
Journal of international money and finance
3
Journal of the Royal Statistical Society
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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
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:
4
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:
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
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:
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
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:
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
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
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