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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:"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"
~subject:"Ökonometrisches Modell"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Kaufkraftparität
Purchasing power parity
Time varying parameters
Volatility
Ökonometrisches Modell
Theorie
105
Theory
105
Time series analysis
38
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Franses, Philip Hans
36
Phillips, Peter C. B.
24
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
Park, Joon Y.
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
26
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17
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10
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7
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5
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3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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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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Contributions to financial econometrics : theoretical and practical issues
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Discussion papers / National Institute of Economic and Social Research
2
Journal of macroeconomics
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Testing integration and cointegration
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The review of economics and statistics
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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
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
Management science, economics and finance : a connection
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing Keung
-
2016
Persistent link: https://www.econbiz.de/10011541142
Saved in:
5
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
Saved in:
6
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:
7
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:
8
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:
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
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
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