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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:"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:"Stochastic process"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Kaufkraftparität
Stochastic process
Time varying parameters
Volatility
Theorie
67
Theory
67
Time series analysis
25
Schätztheorie
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Kleijnen, Jack P. C.
19
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
Li, Qi
9
Nijman, Theodore E.
9
Krämer, Walter
8
Osiewalski, Jacek
8
Phillips, Peter C. B.
8
Taylor, Robert
8
Verbeek, Marno
8
Hassler, Uwe
7
Koopman, Siem Jan
7
Lee, Junsoo
7
Magnus, Jan R.
7
Soest, Arthur van
7
Spanos, Aris
7
Ullah, Aman
7
Wooldridge, Jeffrey M.
7
Akker, Ramon van den
6
Einmahl, John H. J.
6
Fernández, Carmen
6
Hecq, Alain W. J.
6
King, Maxwell L.
6
Mehdad, Ehsan
6
Melenberg, Bertrand
6
Pesaran, M. Hashem
6
Strachan, Rodney W.
6
Wong, Benjamin
6
An, Sungbae
5
Andreou, Elena
5
Baillie, Richard
5
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CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Econometric reviews
Economics letters
Journal of empirical finance
Working paper
25
Journal of econometrics
19
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
9
Econometric theory
8
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7
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6
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6
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International economic review
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International journal of forecasting
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2
Journal of macroeconomics
2
Testing integration and cointegration
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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
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
Saved in:
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
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:
6
Stochastic metafrontiers
Amsler, Christine Elaine
;
O'Donnell, Christopher John
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1007-1020
Persistent link: https://www.econbiz.de/10011795559
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
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:
9
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
10
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
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