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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Park, Joon Y."
~person:"Peel, David"
~person:"Schmidt, Peter"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Kaufkraftparität"
~subject:"Purchasing power parity"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Kaufkraftparität
Purchasing power parity
Time varying parameters
Volatility
Theorie
116
Theory
116
Time series analysis
43
Schätztheorie
24
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3
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Park, Joon Y.
Peel, David
Schmidt, Peter
Franses, Philip Hans
34
Phillips, Peter C. B.
23
Steel, Mark F. J.
20
Werker, Bas J. M.
15
Chan, Joshua
14
Li, Qi
14
Dijk, Herman K. van
13
Saikkonen, Pentti
13
Lütkepohl, Helmut
12
Taylor, Robert
12
Wooldridge, Jeffrey M.
12
Linton, Oliver
11
Drost, Feike C.
10
Bierens, Herman J.
9
Giles, David E. A.
9
Hassler, Uwe
9
Jong, Robert M. de
9
Koop, Gary
9
Krämer, Walter
9
Lee, Lung-fei
9
Nijman, Theodore E.
9
Chambers, Marcus J.
8
Davidson, James E. H.
8
Dijk, Dick van
8
Hahn, Jinyong
8
Knight, John L.
8
Kuan, Chung-ming
8
Magnus, Jan R.
8
Osiewalski, Jacek
8
Spanos, Aris
8
Strachan, Rodney W.
8
Ullah, Aman
8
Verbeek, Marno
8
White, Halbert
8
Baltagi, Badi H.
7
Fan, Yanqin
7
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CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Econometric Institute research papers
Econometric reviews
Econometric theory
Economics letters
Journal of empirical finance
Working paper
25
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22
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9
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7
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Oxford bulletin of economics and statistics
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5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of economic dynamics & control
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
International economic review
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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Journal of productivity analysis
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The econometrics journal
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Bank of England Working Paper
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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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DAE working paper
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Discussion papers / Institute of Social and Economic Research
2
Discussion papers / National Institute of Economic and Social Research
2
Journal of macroeconomics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Testing integration and cointegration
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
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ECONIS (ZBW)
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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
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2
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
3
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:
4
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
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
Discussion of "principal volatility component analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359780
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
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:
9
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:
10
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
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