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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"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Kollmann, Robert"
~person:"Leybourne, Stephen James"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~person:"Yoshida, Atsushi"
~source:"econis"
~subject:"Autocorrelation"
~subject:"Estimation theory"
~subject:"Schätzung"
~subject:"Time varying parameters"
~subject:"Volatility"
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Kollmann, Robert
Leybourne, Stephen James
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Yoshida, Atsushi
Franses, Philip Hans
20
Chan, Joshua
16
Giles, David E. A.
10
Phillips, Peter C. B.
9
Taylor, Robert
9
Ullah, Aman
9
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8
Kuan, Chung-ming
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Li, Qi
8
Hassler, Uwe
7
Hecq, Alain W. J.
7
Lee, Junsoo
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Pagan, Adrian R.
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Spanos, Aris
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5
Engsted, Tom
5
Godfrey, L. G.
5
Hahn, Jinyong
5
Haque, Qazi
5
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5
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Testing integration and cointegration
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ECONIS (ZBW)
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
3
The real exchange rate and household consumption heterogeneity : testing Kocherlakota and Pistaferri’s (2007) model
Kollmann, Robert
- In:
Economics letters
209
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013209245
Saved in:
4
Explaining international business cycle synchronization : recursive preferences and the terms of trade channel
Kollmann, Robert
-
2017
Persistent link: https://www.econbiz.de/10011748167
Saved in:
5
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
6
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:
7
Risk sharing in a world wconomy with uncertainty shocks
Kollmann, Robert
-
2015
Persistent link: https://www.econbiz.de/10011758130
Saved in:
8
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
9
Exchange rates dynamics with long-run risk and recursive preferences
Kollmann, Robert
-
2014
Persistent link: https://www.econbiz.de/10011341969
Saved in:
10
What drives the German current account? : and how does it affect other EU member states?
Kollmann, Robert
;
Ratto, Marco
;
Röger, Werner
;
Veld, …
-
2014
Persistent link: https://www.econbiz.de/10010349464
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