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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:"Dungey, Mardi H."
~person:"Franses, Philip Hans"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Maasoumi, Esfandiar"
~subject:"Capital income"
~subject:"Dynamisches Gleichgewicht"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
Capital income
Dynamisches Gleichgewicht
Estimation theory
Estimation
Time varying parameters
Zustandsraummodell
Theorie
34
Theory
34
Time series analysis
16
Forecasting model
6
Prognoseverfahren
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Schätzung
6
Econometrics
5
Schätztheorie
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Robust statistics
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Robustes Verfahren
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2
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quantile regression
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1955-1988
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Newbold, Paul
Dungey, Mardi H.
Franses, Philip Hans
Ghose, Devajyoti
Kapetanios, George
Maasoumi, Esfandiar
Chan, Joshua
14
Harvey, David I.
10
Leybourne, Stephen James
8
Taylor, Robert
8
Mills, Terence C.
7
Phillips, Peter C. B.
7
Spanos, Aris
7
Haque, Qazi
6
McAleer, Michael
6
Pagan, Adrian R.
6
Ullah, Aman
6
Wong, Benjamin
6
An, Sungbae
5
Koop, Gary
5
Schorfheide, Frank
5
Andreou, Elena
4
Bera, Anil K.
4
Castelnuovo, Efrem
4
Kilian, Lutz
4
Kumbhakar, Subal
4
Markellos, Raphaēl N.
4
Paccagnini, Alessia
4
Psaradakis, Zacharias G.
4
Strachan, Rodney W.
4
Baillie, Richard
3
Caggiano, Giovanni
3
Caporin, Massimiliano
3
Dagum, Estela Bee
3
Eisenstat, Eric
3
Fiebig, Denzil G.
3
Granger, C. W. J.
3
Green, Christopher J.
3
Hafner, Christian M.
3
Hendry, David F.
3
Herwartz, Helmut
3
Kim, Dongcheol
3
King, Maxwell L.
3
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CAMA working paper series
Econometric reviews
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Report / Econometric Institute, Erasmus University Rotterdam
29
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
20
Econometric Institute research papers
15
Economics letters
15
Discussion paper / Tinbergen Institute
12
Journal of econometrics
11
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
International journal of forecasting
7
Journal of applied econometrics
7
Report / Erasmus Center for Financial Research, Erasmus University
7
Working paper
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Oxford bulletin of economics and statistics
6
Applied economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of economic dynamics & control
4
Research memorandum series / Tinbergen Instituut
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
Bank of England Working Paper
3
CAMA Working Paper
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of economic surveys
3
Journal of macroeconomics
3
Working paper series / European Central Bank ; Eurosystem
3
A companion to economic forecasting
2
Advanced texts in econometrics
2
Applied economics letters
2
CESifo working papers
2
Cambridge working papers in economics
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / UTAS, School of Economics and Finance
2
Discussion papers / National Institute of Economic and Social Research
2
ERIM report series research in management
2
Econometric theory
2
IHS economics series : working paper
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ECONIS (ZBW)
23
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1
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
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
Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang
;
Maasoumi, Esfandiar
;
Xiao, Zhijie
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
Saved in:
4
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:
5
Peter Schmidt : econometrician and consummate professional
Maasoumi, Esfandiar
;
Sickles, Robin C.
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011794533
Saved in:
6
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:
7
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
8
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:
9
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:
10
A robust entropy-based test of asymmetry for discrete and continuous processes
Maasoumi, Esfandiar
;
Racine, Jeffrey
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 246-261
Persistent link: https://www.econbiz.de/10003800738
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