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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Pagan, Adrian R."
~person:"Schmidt, Peter"
~subject:"Momentenmethode"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Time varying parameters
Theorie
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27
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13
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Pagan, Adrian R.
Schmidt, Peter
Chan, Joshua
16
Franses, Philip Hans
13
Phillips, Peter C. B.
7
Taylor, Robert
7
Hecq, Alain W. J.
6
Spanos, Aris
6
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5
Lee, Junsoo
5
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Andreou, Elena
4
Chambers, Marcus J.
4
Kilian, Lutz
4
Koop, Gary
4
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4
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4
Maasoumi, Esfandiar
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Martins, Manuel Mota Freitas
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Peel, David
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Shin, Yongcheol
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Eroğlu, Burak Alparslan
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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ECONIS (ZBW)
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1
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014432242
Saved in:
2
To boost or not to boost? : that is the question
Lu, Ye
;
Pagan, Adrian R.
-
2023
Persistent link: https://www.econbiz.de/10014266807
Saved in:
3
Discovering stars : problems in recovering latent variables from models
Buncic, Daniel
;
Pagan, Adrian R.
-
2022
Persistent link: https://www.econbiz.de/10013478646
Saved in:
4
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
5
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
6
A time-varying parameter structural model of the UK economy
Kapetanios, George
;
Masolo, Riccardo M.
;
Petrova, Katerina
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012131985
Saved in:
7
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
8
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
9
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:
10
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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