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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:"Dynamisches Gleichgewicht"
~subject:"Estimation"
~subject:"Regressionsanalyse"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
Dynamisches Gleichgewicht
Estimation
Regressionsanalyse
Time varying parameters
Zustandsraummodell
Theorie
34
Theory
34
Time series analysis
16
Forecasting model
6
Prognoseverfahren
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Econometrics
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Estimation theory
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Robust statistics
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Robustes Verfahren
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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.
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
Mills, Terence C.
5
Psaradakis, Zacharias G.
5
Schorfheide, Frank
5
Ullah, Aman
5
Andreou, Elena
4
Castelnuovo, Efrem
4
Kilian, Lutz
4
Koop, Gary
4
McAleer, Michael
4
Paccagnini, Alessia
4
Strachan, Rodney W.
4
Caggiano, Giovanni
3
Dagum, Estela Bee
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
Report / Econometric Institute, Erasmus University Rotterdam
22
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Econometric Institute research papers
17
Economics letters
13
Discussion paper / Tinbergen Institute
10
Journal of econometrics
9
International journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of applied econometrics
6
Journal of forecasting
6
Working paper
6
Applied economics
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Oxford bulletin of economics and statistics
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Journal of economic dynamics & control
4
Research memorandum series / Tinbergen Instituut
4
Bank of England Working Paper
3
CAMA Working Paper
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CESifo working papers
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Cambridge working papers in economics
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ERIM report series research in management
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Journal of economic surveys
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Journal of macroeconomics
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Working paper series / European Central Bank ; Eurosystem
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A companion to economic forecasting
2
Advanced texts in econometrics
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Applied economics letters
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Discussion paper / Department of Economics, University of California San Diego
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Discussion paper / UTAS, School of Economics and Finance
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Discussion papers in economics / School of Economics
2
Econometric theory
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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IHS economics series : working paper
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Reihe Ökonomie
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ECONIS (ZBW)
19
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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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