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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 empirical finance"
~person:"Baillie, Richard"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~person:"Strachan, Rodney W."
~person:"Taylor, Robert"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Time varying parameters
Volatility
Theorie
79
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79
Time series analysis
30
Volatilität
17
Schätztheorie
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Newbold, Paul
Baillie, Richard
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Schmidt, Peter
Strachan, Rodney W.
Taylor, Robert
Steel, Mark F. J.
19
Franses, Philip Hans
16
Werker, Bas J. M.
15
Chan, Joshua
14
Drost, Feike C.
10
Giles, David E. A.
9
Koop, Gary
9
Nijman, Theodore E.
9
Krämer, Walter
8
Li, Qi
8
Osiewalski, Jacek
8
Verbeek, Marno
8
Hassler, Uwe
7
Kleijnen, Jack P. C.
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Lee, Junsoo
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Magnus, Jan R.
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Soest, Arthur van
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Spanos, Aris
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Ullah, Aman
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Fernández, Carmen
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Hecq, Alain W. J.
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King, Maxwell L.
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Peel, David
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Pesaran, M. Hashem
6
An, Sungbae
5
Andreou, Elena
5
Baltagi, Badi H.
5
Bera, Anil K.
5
Bierens, Herman J.
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Godfrey, L. G.
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ECONIS (ZBW)
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1
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
2
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
3
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
4
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:
5
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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
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
Invariant inference and efficient computation in the static factor model
Chan, Joshua C. C.
;
Leon-Gonzalez, Roberto
;
Strachan, …
-
2013
Persistent link: https://www.econbiz.de/10009750016
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
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
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