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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Dynamique des marchés financiers et prévisions"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Ashley, Richard A."
~person:"Chan, Joshua"
~person:"Granger, C. W. J."
~person:"He, Changli"
~person:"Jong, Robert M. de"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Nonlinear regression"
~subject:"Time varying parameters"
~type:"article"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Financial frictions
Kapitaleinkommen
Nonlinear regression
Time varying parameters
Theorie
54
Theory
54
Time series analysis
27
Einheitswurzeltest
11
Unit root test
11
Estimation
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10
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Aufsatz in Zeitschrift
33
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33
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Newbold, Paul
Ashley, Richard A.
Chan, Joshua
Granger, C. W. J.
He, Changli
Jong, Robert M. de
Kapetanios, George
Leybourne, Stephen James
Phillips, Peter C. B.
22
Taylor, Robert
13
Swanson, Norman R.
11
Koop, Gary
10
Franses, Philip Hans
7
Maasoumi, Esfandiar
7
Hendry, David F.
6
Spanos, Aris
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Yu, Jun
6
Andreou, Elena
5
Chen, Xiaohong
5
Corradi, Valentina
5
Gonzalo, Jesús
5
Hallin, Marc
5
Harvey, David I.
5
Kilian, Lutz
5
McAleer, Michael
5
Park, Joon Y.
5
Pesaran, M. Hashem
5
Shin, Yongcheol
5
Bai, Jushan
4
Barigozzi, Matteo
4
Cavaliere, Giuseppe
4
Chang, Yoosoon
4
Chen, Rong
4
Diebold, Francis X.
4
Fan, Yanqin
4
Gao, Jiti
4
Hong, Yongmiao
4
Horváth, Lajos
4
Johansen, Søren
4
Korobilis, Dimitris
4
Lee, Tae-hwy
4
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CAMA working paper series
Dynamique des marchés financiers et prévisions
Econometric reviews
Journal of econometrics
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Economics letters
8
Journal of economic dynamics & control
5
Oxford bulletin of economics and statistics
5
Applied economics
4
Econometric theory
4
International journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Annales d'économie et de statistique
2
Energy economics
2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
Macroeconomic dynamics
2
The economic journal : the journal of the Royal Economic Society
2
Advances in mathematical programming and financial planning : a research annual
1
Annals of economics and finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Información comercial española / Cuadernos económicos
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International economic review
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International statistical review : a journal of the International Statistical Institute and its associations
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Jingji-lunwen
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Journal of economic surveys
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Journal of monetary economics
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Journal of money, credit and banking : JMCB
1
On modelling the long run in applied economics
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of quantitative finance and accounting
1
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
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ECONIS (ZBW)
33
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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
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
4
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
5
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:
6
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
7
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
Saved in:
8
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
9
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:
10
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
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