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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 reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of economic surveys"
~isPartOf:"Journal of empirical finance"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Hecq, Alain W. J."
~person:"Kapetanios, George"
~person:"Magnus, Jan R."
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Maximum-Likelihood-Schätzung
Time varying parameters
Volatility
Theorie
129
Theory
129
Time series analysis
45
Schätztheorie
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Hecq, Alain W. J.
Kapetanios, George
Magnus, Jan R.
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Franses, Philip Hans
19
Steel, Mark F. J.
19
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
Taylor, Robert
8
Verbeek, Marno
8
Akker, Ramon van den
7
Hassler, Uwe
7
Kleijnen, Jack P. C.
7
Koopman, Siem Jan
7
Lee, Junsoo
7
Pesaran, M. Hashem
7
Phillips, Garry D. A.
7
Phillips, Peter C. B.
7
Soest, Arthur van
7
Spanos, Aris
7
Ullah, Aman
7
Wooldridge, Jeffrey M.
7
Bera, Anil K.
6
Fernández, Carmen
6
King, Maxwell L.
6
Strachan, Rodney W.
6
An, Sungbae
5
Andreou, Elena
5
Baillie, Richard
5
Baltagi, Badi H.
5
Bierens, Herman J.
5
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Center for Economic Research <Tilburg>
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Journal of empirical finance
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13
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10
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Research memorandum / METEOR
5
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
4
International economic review
4
Journal of economic dynamics & control
4
CESifo working papers
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Journal of productivity analysis
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration / METEOR, University of Limburg, Faculty of Economics and Business Administration
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Working paper series / European Central Bank ; Eurosystem
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Working papers in economics and econometrics
3
Annales d'économie et de statistique
2
Bank of England Working Paper
2
CAMA Working Paper
2
Cambridge working papers in economics
2
Contributions to financial econometrics : theoretical and practical issues
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DAE working paper
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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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
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
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
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4
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:
5
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
Saved in:
6
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:
7
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:
8
Testing for deterministic seasonality in mixed-frequency VARs
Barrio Castro, Tomás del
;
Hecq, Alain W. J.
- In:
Economics letters
149
(
2016
),
pp. 20-24
Persistent link: https://www.econbiz.de/10011620030
Saved in:
9
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:
10
Weighted-average least squares prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1040-1074
Persistent link: https://www.econbiz.de/10011591015
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