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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion papers / Institute of Social and Economic Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of economic surveys"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Testing integration and cointegration"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Autocorrelation"
~subject:"Estimation theory"
~subject:"Schätzung"
~subject:"Time varying parameters"
~subject:"Volatility"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Autocorrelation
Estimation theory
Schätzung
Time varying parameters
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Leybourne, Stephen James
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Franses, Philip Hans
29
Yoshida, Atsushi
7
Dijk, Dick van
5
Kleibergen, Frank
5
Kollmann, Robert
5
Ooms, Marius
5
Paap, Richard
5
Dijk, Herman K. van
4
Haan, Laurens de
4
Heij, Christiaan
4
Hobijn, Bart
4
Wong, Benjamin
4
Chan, Joshua
3
Drees, Holger
3
Hazewinkel, Michiel
3
Dungey, Mardi H.
2
Eickmeier, Sandra
2
Grant, Angelia L.
2
Harding, Don
2
Hoek, Henk
2
Huang, Xin
2
Lucas, André
2
Ogawa, Kazuo
2
Pagan, Adrian R.
2
Prieto, Esteban
2
Scherrer, Wolfgang
2
Tian, Jing
2
Abbate, Angela
1
Ariño, Miguel A.
1
Bartels, Robert
1
Berka, Martin
1
Boer, Paul M. C. de
1
Breunig, Robert
1
Bruin, P. T. de
1
Carsoule, Frédéric
1
Chan, Joshua C. C.
1
Cheng, Shihong
1
Devereux, Michael B.
1
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CAMA working paper series
Discussion papers / Institute of Social and Economic Research
Econometric reviews
Economics letters
Journal of economic surveys
Journal of empirical finance
Journal of macroeconomics
Report / Econometric Institute, Erasmus University Rotterdam
Testing integration and cointegration
Working paper
23
Discussion paper / Center for Economic Research, Tilburg University
16
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
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Discussion paper / Institute of Social and Economic Research
6
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5
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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Discussion papers of interdisciplinary research project 373
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Economics discussion paper series / Loughborough University, Department of Economics
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KDI working paper / Korea Development Institute
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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School of Accounting, Finance and Economics & FEMARC working paper series
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Working paper series / European Central Bank
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ECONIS (ZBW)
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1
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
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2
The Rao-Zyskind condition and the efficiency of some least squares estimators
McAleer, Michael
-
1989
Persistent link: https://www.econbiz.de/10000777412
Saved in:
3
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1989
Persistent link: https://www.econbiz.de/10000780129
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