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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 / National Institute of Economic and Social Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Krämer, Walter"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~subject:"Estimation theory"
~subject:"Financial market"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätzung"
~subject:"Time varying parameters"
~subject:"Volatilität"
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Zeitreihenanalyse
Estimation theory
Financial market
Monte-Carlo-Simulation
Schätzung
Time varying parameters
Volatilität
Theorie
112
Theory
112
Schätztheorie
31
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10
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69
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Krämer, Walter
McAleer, Michael
Schmidt, Peter
Phillips, Peter C. B.
24
Steel, Mark F. J.
22
Franses, Philip Hans
20
Chan, Joshua
17
Taylor, Robert
17
Werker, Bas J. M.
17
Li, Qi
15
Leybourne, Stephen James
14
Lütkepohl, Helmut
14
Nijman, Theodore E.
14
Kleijnen, Jack P. C.
13
Saikkonen, Pentti
13
Drost, Feike C.
12
Ullah, Aman
12
Wooldridge, Jeffrey M.
12
Ghysels, Eric
11
Linton, Oliver
11
Park, Joon Y.
11
Perron, Pierre
11
Bierens, Herman J.
10
Hahn, Jinyong
10
Hassler, Uwe
10
Koop, Gary
10
Koopman, Siem Jan
10
Kuan, Chung-ming
10
Verbeek, Marno
10
Bera, Anil K.
9
Chambers, Marcus J.
9
Fan, Yanqin
9
Giles, David E. A.
9
Harvey, David I.
9
Jong, Robert M. de
9
Knight, John L.
9
Lee, Lung-fei
9
Lucas, André
9
Osiewalski, Jacek
9
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Discussion paper / Center for Economic Research, Tilburg University
Discussion papers / National Institute of Economic and Social Research
Econometric reviews
Econometric theory
Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Working papers in quantitative economics and econometrics
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25
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21
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11
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9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
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7
Oxford bulletin of economics and statistics
6
Applied economics
5
Discussion paper / Institute of Social and Economic Research
5
Journal of applied econometrics
5
CESifo working papers
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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Journal of productivity analysis
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The econometrics journal
4
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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
The Japanese economic review : the journal of the Japanese Economic Association
3
The review of economics and statistics
3
Working paper series / European Central Bank ; Eurosystem
3
Working papers in economics and econometrics
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Bank of England Working Paper
2
CAMA Working Paper
2
Contributions to financial econometrics : theoretical and practical issues
2
DAE working paper
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Discussion papers / Institute of Social and Economic Research
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International economic review
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ECONIS (ZBW)
69
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
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:
3
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:
4
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:
5
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
6
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
7
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
8
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
Saved in:
9
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
10
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
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