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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:"Testing integration and cointegration"
~isPartOf:"Working papers / Bank of England"
~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
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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.
Yoshida, Atsushi
7
Kollmann, Robert
5
Wong, Benjamin
4
Chan, Joshua
3
Bianchi, Marco
2
Dungey, Mardi H.
2
Eickmeier, Sandra
2
Ellison, Martin
2
Grant, Angelia L.
2
Harding, Don
2
Millard, Stephen Patrick
2
Mumtaz, Haroon
2
Ogawa, Kazuo
2
Pagan, Adrian R.
2
Price, Simon
2
Prieto, Esteban
2
Scott, Andrew
2
Tian, Jing
2
Yates, Anthony
2
Abbate, Angela
1
Anderson, Nicola
1
Astley, Mark S.
1
Bakhshi, Hasan
1
Barnett, Alina
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Barrdear, John
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Bartels, Robert
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Benati, Luca
1
Berka, Martin
1
Blake, Andrew P.
1
Bliss, Robert R.
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Breunig, Robert
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Carlstrom, Charles T.
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Chan, Joshua C. C.
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Chin, Michael
1
Chiu, Ching Wai Jeremy
1
De Paoli, Bianca
1
Devereux, Michael B.
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CAMA working paper series
Discussion papers / Institute of Social and Economic Research
Econometric reviews
Economics letters
Journal of economic surveys
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Journal of macroeconomics
Testing integration and cointegration
Working papers / Bank of England
Working paper
23
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9
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5
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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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Staff working papers / Bank of England
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1
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Working papers / University of Tokyo, Graduate School of Arts and Sciences, Department of Advanced Social and International Studies
1
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Import prices and exchange rate pass-through : theory and evidence from the United Kingdom
Herzberg, Valerie
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001775675
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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
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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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