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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~person:"Akker, Ramon van den"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~person:"Ōgaki, Masao"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Kaufkraftparität"
~subject:"Maximum likelihood estimation"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Kaufkraftparität
Maximum likelihood estimation
Time varying parameters
Volatility
Theorie
82
Theory
82
Time series analysis
35
Schätztheorie
21
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52
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Newbold, Paul
Akker, Ramon van den
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Ōgaki, Masao
Steel, Mark F. J.
16
Chan, Joshua
12
Franses, Philip Hans
11
Drost, Feike C.
10
Giles, David E. A.
8
Koop, Gary
8
Nijman, Theodore E.
8
Osiewalski, Jacek
8
Hassler, Uwe
7
Kleijnen, Jack P. C.
7
Kollmann, Robert
7
Krämer, Walter
7
Li, Qi
7
Medeiros, Marcelo C.
7
Soest, Arthur van
7
Verbeek, Marno
7
Fernández, Carmen
6
Hecq, Alain W. J.
6
Koopman, Siem Jan
6
Lee, Junsoo
6
Magnus, Jan R.
6
Wong, Benjamin
6
Baillie, Richard
5
Einmahl, John H. J.
5
Groenendaal, Willem J. van
5
Lee, Myoung-jae
5
Melenberg, Bertrand
5
Moors, Johannes J. A.
5
Phillips, Garry D. A.
5
Tran-van-Hoa
5
Wooldridge, Jeffrey M.
5
Camba-Méndez, Gonzalo
4
Croux, Christophe
4
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Center for Economic Research <Tilburg>
3
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CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Economics letters
Journal of empirical finance
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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26
Journal of econometrics
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10
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Oxford bulletin of economics and statistics
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Econometric theory
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Economic research paper / Loughborough University, Department of Economics
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Discussion papers / Institute of Social and Economic Research
2
Discussion papers / National Institute of Economic and Social Research
2
International review of economics & finance : IREF
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Journal of international money and finance
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Journal of political economy
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31
A note on some properties of the ESTAR model
Chappell, David
- In:
Economics letters
60
(
1998
)
3
,
pp. 311-315
Persistent link: https://www.econbiz.de/10001251673
Saved in:
32
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Agiakloglou, Christos N.
- In:
Economics letters
52
(
1996
)
3
,
pp. 229-234
Persistent link: https://www.econbiz.de/10001212517
Saved in:
33
Spurious number of breaks
Nunes, Luis C.
- In:
Economics letters
50
(
1996
)
2
,
pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
Saved in:
34
On the pricing of options in incomplete markets
Melenberg, Bertrand
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000932780
Saved in:
35
Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000944513
Saved in:
36
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
37
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
38
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
39
Adaptive estimation in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
40
A note on Robinson's test of independence
Drost, Feike C.
;
Werker, Bas J. M.
-
1993
Persistent link: https://www.econbiz.de/10000855021
Saved in:
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