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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"
~subject:"Dynamisches Gleichgewicht"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
Dynamisches Gleichgewicht
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Forecasting model
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Theorie
21
Theory
21
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13
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Newbold, Paul
Dungey, Mardi H.
Franses, Philip Hans
Ghose, Devajyoti
Kapetanios, George
Chan, Joshua
14
Harvey, David I.
11
Leybourne, Stephen James
9
Taylor, Robert
8
Phillips, Peter C. B.
7
Haque, Qazi
6
Pagan, Adrian R.
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Spanos, Aris
6
Wong, Benjamin
6
An, Sungbae
5
Maasoumi, Esfandiar
5
Mills, Terence C.
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Schorfheide, Frank
5
Andreou, Elena
4
Castelnuovo, Efrem
4
Kilian, Lutz
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Koop, Gary
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McAleer, Michael
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Paccagnini, Alessia
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Psaradakis, Zacharias G.
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Strachan, Rodney W.
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Ullah, Aman
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Dagum, Estela Bee
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Kollmann, Robert
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3
Lee, Tae-hwy
3
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3
Park, Joon Y.
3
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3
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CAMA working paper series
Econometric reviews
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Econometric Institute research papers
28
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24
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
19
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5
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5
Oxford bulletin of economics and statistics
5
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ERIM report series research in management
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Econometric theory
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IHS economics series : working paper
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Reihe Ökonomie
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ECONIS (ZBW)
17
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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
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:
7
Estimating the market share attraction model using support vector regressions
Nalbantov, Georgi I.
;
Franses, Philip Hans
;
Groenen, …
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 688-716
Persistent link: https://www.econbiz.de/10008668103
Saved in:
8
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:
9
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
Saved in:
10
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
Saved in:
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