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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:"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:"Schätzung"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Autocorrelation
Bayesian inference
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Schätzung
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Theorie
119
Theory
119
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44
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Newbold, Paul
Choi, In
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
Chan, Joshua
16
Drost, Feike C.
10
Giles, David E. A.
10
Ullah, Aman
10
Koop, Gary
9
Nijman, Theodore E.
9
Phillips, Peter C. B.
9
Soest, Arthur van
9
Taylor, Robert
9
Verbeek, Marno
9
Krämer, Walter
8
Kuan, Chung-ming
8
Li, Qi
8
Magnus, Jan R.
8
Osiewalski, Jacek
8
Bera, Anil K.
7
Hassler, Uwe
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Hecq, Alain W. J.
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Kleijnen, Jack P. C.
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Koopman, Siem Jan
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Lee, Junsoo
7
Melenberg, Bertrand
7
Pagan, Adrian R.
7
Pesaran, M. Hashem
7
Shin, Yongcheol
7
Spanos, Aris
7
Wooldridge, Jeffrey M.
7
Yoshida, Atsushi
7
Akker, Ramon van den
6
Baillie, Richard
6
Baltagi, Badi H.
6
Dolado, Juan J.
6
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of empirical finance
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Testing integration and cointegration
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CESifo working papers
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Cambridge working papers in economics
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Contributions to financial econometrics : theoretical and practical issues
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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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