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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:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
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112
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40
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Franses, Philip Hans
21
Steel, Mark F. J.
20
Chan, Joshua
15
Drost, Feike C.
10
Giles, David E. A.
10
Koop, Gary
9
Nijman, Theodore E.
9
Krämer, Walter
8
Li, Qi
8
Osiewalski, Jacek
8
Phillips, Peter C. B.
8
Taylor, Robert
8
Verbeek, Marno
8
Hassler, Uwe
7
Hecq, Alain W. J.
7
Kleijnen, Jack P. C.
7
Koopman, Siem Jan
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Lee, Junsoo
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Magnus, Jan R.
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Pesaran, M. Hashem
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Spanos, Aris
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6
Strachan, Rodney W.
6
An, Sungbae
5
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5
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5
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21
Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
- In:
Economics letters
108
(
2010
)
1
,
pp. 36-39
Persistent link: https://www.econbiz.de/10008662294
Saved in:
22
A class of simple distribution-free rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2010
Persistent link: https://www.econbiz.de/10003992222
Saved in:
23
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
24
Semiparametric duration models
Drost, Feike C.
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
Saved in:
25
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
26
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
27
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
28
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
29
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Saved in:
30
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Payá, Ivan
;
Peel, David
- In:
Economics letters
90
(
2006
)
2
,
pp. 272-277
Persistent link: https://www.econbiz.de/10003276066
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