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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:"Leybourne, Stephen James"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Autocorrelation"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Autocorrelation
Bayesian inference
Estimation theory
Schätzung
Theory
Time varying parameters
Volatility
Theorie
93
Time series analysis
34
Schätztheorie
20
Volatilität
14
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11
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9
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English
93
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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.
Ono, Yoshiyasu
25
Franses, Philip Hans
24
Matsumura, Toshihiro
20
Stark, Oded
19
Lai, Ching-chong
18
Chan, Joshua
16
Krämer, Walter
15
Li, Qi
15
Pesaran, M. Hashem
15
Andersen, Torben M.
14
Phillips, Peter C. B.
14
Baltagi, Badi H.
13
Kumbhakar, Subal
13
Maasoumi, Esfandiar
13
Saijō, Tatsuyoshi
13
Stengos, Thanasēs
13
Chang, Wen-ya
12
Kollmann, Robert
12
Marjit, Sugata
12
Mino, Kazuo
12
Mukherjee, Arijit
12
Pagan, Adrian R.
12
Färe, Rolf
11
Giles, David E. A.
11
Ikeda, Shinsuke
11
Koop, Gary
11
Kuga, Kiyoshi
11
Lahiri, Sajal
11
Lambertini, Luca
11
Serletis, Apostolos
11
Taylor, Robert
11
Tsuneki, Atsushi
11
Ullah, Aman
11
VanHoose, David D.
11
Basu, Kaushik
10
Gouriéroux, Christian
10
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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
Testing integration and cointegration
Journal of econometrics
42
Working paper
39
Discussion paper / Center for Economic Research, Tilburg University
26
Econometric Institute research papers
25
Discussion paper / Tinbergen Institute
18
Econometric theory
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Oxford bulletin of economics and statistics
13
Working papers in quantitative economics and econometrics
13
Journal of applied econometrics
12
Applied economics
10
Discussion paper / Institute of Social and Economic Research
10
The econometrics journal
10
Discussion papers / National Institute of Economic and Social Research
9
Journal of productivity analysis
9
Journal of forecasting
8
Working papers in economics and econometrics
8
Applied economics letters
7
International journal of forecasting
6
Journal of economic dynamics & control
6
Bank of England Working Paper
5
CESifo working papers
5
Discussion paper / Centre for Economic Policy Research
5
The economic journal : the journal of the Royal Economic Society
5
Applied financial economics
4
Cambridge working papers in economics
4
Economic research paper / Loughborough University, Department of Economics
4
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The Manchester School
4
The Manchester School of Economic and Social Studies
4
DAE working paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
9
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:
10
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
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