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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Dagum, Estela Bee"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~subject:"Dynamisches Gleichgewicht"
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
Dynamisches Gleichgewicht
Estimation
Schätzung
Time varying parameters
Zustandsraummodell
Theorie
16
Theory
16
Time series analysis
12
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4
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Newbold, Paul
Dagum, Estela Bee
Dungey, Mardi H.
Ghose, Devajyoti
Kapetanios, George
Chan, Joshua
14
Harvey, David I.
9
Taylor, Robert
8
Leybourne, Stephen James
7
Phillips, Peter C. B.
7
Haque, Qazi
6
Pagan, Adrian R.
6
Spanos, Aris
6
Wong, Benjamin
6
An, Sungbae
5
Maasoumi, Esfandiar
5
Mills, Terence C.
5
Schorfheide, Frank
5
Andreou, Elena
4
Castelnuovo, Efrem
4
Franses, Philip Hans
4
Kilian, Lutz
4
Koop, Gary
4
McAleer, Michael
4
Paccagnini, Alessia
4
Psaradakis, Zacharias G.
4
Strachan, Rodney W.
4
Ullah, Aman
4
Caggiano, Giovanni
3
Eisenstat, Eric
3
Hendry, David F.
3
Herwartz, Helmut
3
Kollmann, Robert
3
Kumbhakar, Subal
3
Lee, Tae-hwy
3
Morley, James C.
3
Park, Joon Y.
3
Proietti, Tommaso
3
Robinson, Tim
3
Seaton, Jonathan S.
3
Tzavalis, Elias
3
Adolfson, Malin
2
Asai, Manabu
2
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CAMA working paper series
Econometric reviews
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
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5
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5
Economics letters
4
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4
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3
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3
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3
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2
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2
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2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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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
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
Saved in:
3
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:
4
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
5
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:
6
A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore
;
Bianconcini, Silvia
;
Dagum, Estela Bee
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
Saved in:
7
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:
8
Special issue: Statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003800641
Saved in:
9
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:
10
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
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