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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:"Granger, C. W. J."
~person:"He, Changli"
~person:"Kapetanios, George"
~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
33
Theory
33
Time series analysis
17
Estimation theory
8
Schätztheorie
8
Einheitswurzeltest
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Nichtlineare Regression
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Newbold, Paul
Ashley, Richard A.
Granger, C. W. J.
He, Changli
Kapetanios, George
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
Leybourne, Stephen James
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
Chan, Joshua
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
Jong, Robert M. de
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
Economics letters
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
4
Applied economics
3
Annales d'économie et de statistique
2
Energy economics
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of macroeconomics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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2
The economic journal : the journal of the Royal Economic Society
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1
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1
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1
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1
Información comercial española / Cuadernos económicos
1
International economic review
1
International journal of forecasting
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Jingji-lunwen
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Journal of monetary economics
1
Journal of the Royal Statistical Society
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Macroeconomic dynamics
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On modelling the long run in applied economics
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Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
Review of quantitative finance and accounting
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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
1
Special section on small-sample properties of generalized method of moments (GMM)
1
The economic record : er
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
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:
4
Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes
He, Changli
;
Sandberg, Rickard
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 34-59
Persistent link: https://www.econbiz.de/10009515974
Saved in:
5
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
Saved in:
6
Frequency dependence in regression model coefficients : an alternative approach for modeling nonlinear dynamic relationships in time series
Ashley, Richard A.
;
Verbrugge, Randal
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 4-20
Persistent link: https://www.econbiz.de/10003800646
Saved in:
7
Testing parameter constancy in stationary vector autoregressive models against continuous change
He, Changli
;
Teräsvirta, Timo
;
González, Andrés
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 225-245
Persistent link: https://www.econbiz.de/10003800734
Saved in:
8
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
9
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
10
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
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