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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion papers in economics / School of Economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Lee, Oesook"
~person:"Lütkepohl, Helmut"
~person:"Montañés, Antonio"
~person:"Schmidt, Peter"
~subject:"Probability theory"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Probability theory
Time varying parameters
Theorie
55
Theory
55
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24
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11
Schätztheorie
11
Einheitswurzeltest
9
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26
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Newbold, Paul
Ghose, Devajyoti
Kapetanios, George
Lee, Oesook
Lütkepohl, Helmut
Montañés, Antonio
Schmidt, Peter
Chan, Joshua
13
Franses, Philip Hans
13
Phillips, Peter C. B.
8
Taylor, Robert
7
Hecq, Alain W. J.
6
Spanos, Aris
6
Hassler, Uwe
5
Lee, Junsoo
5
Wong, Benjamin
5
Andreou, Elena
4
Kilian, Lutz
4
Koop, Gary
4
Leybourne, Stephen James
4
Pagan, Adrian R.
4
Peel, David
4
Psaradakis, Zacharias G.
4
Shin, Yongcheol
4
Sibbertsen, Philipp
4
Bewley, Ronald A.
3
Chen, Zhanshou
3
Choi, In
3
Dagum, Estela Bee
3
Eisenstat, Eric
3
Eroğlu, Burak Alparslan
3
Godfrey, L. G.
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Harvey, David I.
3
Herwartz, Helmut
3
Lee, Hahn-shik
3
Maasoumi, Esfandiar
3
Massacci, Daniele
3
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3
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3
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7
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7
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7
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ECONIS (ZBW)
26
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
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:
3
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
4
Stationarity and functional central limit theorem for ARCH (∞) models
Lee, Oesook
- In:
Economics letters
162
(
2018
),
pp. 107-111
Persistent link: https://www.econbiz.de/10011939788
Saved in:
5
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
6
The functional central limit theorem for the multivariate MS-ARMA-GARCH model
Lee, Oesook
;
Lee, Jungwha
- In:
Economics letters
125
(
2014
)
3
,
pp. 331-335
Persistent link: https://www.econbiz.de/10010506097
Saved in:
7
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
8
The functional central limit theorem for ARMA-GARCH processes
Lee, Oesook
- In:
Economics letters
121
(
2013
)
3
,
pp. 432-435
Persistent link: https://www.econbiz.de/10010392236
Saved in:
9
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
10
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
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