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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:"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
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Volatility
Theorie
126
Theory
126
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Newbold, Paul
Choi, In
Dolado, Juan J.
Ghose, Devajyoti
Kapetanios, George
Leybourne, Stephen James
McAleer, Michael
Peel, David
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
Pesaran, M. Hashem
8
Roon, Frans de
8
Spanos, Aris
8
Bera, Anil K.
7
Gouriéroux, Christian
7
Hassler, Uwe
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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
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Discussion paper / Center for Economic Research, Tilburg University
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Testing integration and cointegration
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81
Effects of data aggregation on the power of tests for a unit root : a simulation study
Choi, In
- In:
Economics letters
40
(
1992
)
4
,
pp. 397-401
Persistent link: https://www.econbiz.de/10001151310
Saved in:
82
Recursive estimation and generated regressors
McAleer, Michael
- In:
Economics letters
39
(
1992
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
Saved in:
83
When are two step estimators efficient?
McAleer, Michael
- In:
Econometric reviews
10
(
1991
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
Saved in:
84
A modification of the Schmidt-Phillips unit root test
Schmidt, Peter
- In:
Economics letters
36
(
1991
)
3
,
pp. 285-289
Persistent link: https://www.econbiz.de/10001107893
Saved in:
85
Cointegration and unit roots
Dolado, Juan J.
- In:
Journal of economic surveys
4
(
1990
)
3
,
pp. 249-273
Persistent link: https://www.econbiz.de/10001117994
Saved in:
86
The Rao-Zyskind condition and the efficiency of some least squares estimators
McAleer, Michael
-
1989
Persistent link: https://www.econbiz.de/10000777412
Saved in:
87
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1989
Persistent link: https://www.econbiz.de/10000780129
Saved in:
88
Extended tabulations for Dickey-Fuller tests
Guilkey, David K.
- In:
Economics letters
31
(
1989
)
4
,
pp. 355-357
Persistent link: https://www.econbiz.de/10001080238
Saved in:
89
Critical bounds for MA(2) and MA(3) processes
Lane, J. A.
- In:
Economics letters
2
(
1988
),
pp. 133-140
Persistent link: https://www.econbiz.de/10001051289
Saved in:
90
A sequential testing procedure for outliers and structural change
McAleer, Michael
- In:
Econometric reviews
7
(
1988
)
1
,
pp. 103-111
Persistent link: https://www.econbiz.de/10001054258
Saved in:
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