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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Bond, Stephen"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Momentenmethode"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Estimation theory
Estimation
Momentenmethode
Stochastischer Prozess
Time varying parameters
Theorie
56
Theory
56
Time series analysis
20
Schätztheorie
11
Volatility
9
Volatilität
9
Stochastic process
8
Method of moments
6
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6
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Großbritannien
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Statistical theory
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Statistische Methodenlehre
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United Kingdom
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Bayes-Statistik
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Bayesian inference
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Cointegration
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Econometric model
2
Factor analysis
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2
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38
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38
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1
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1
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English
39
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Newbold, Paul
Bond, Stephen
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Schmidt, Peter
Chan, Joshua
15
Franses, Philip Hans
15
Giles, David E. A.
9
Ullah, Aman
9
Krämer, Walter
8
Li, Qi
8
Phillips, Peter C. B.
8
Taylor, Robert
8
Wooldridge, Jeffrey M.
8
Hassler, Uwe
7
Kuan, Chung-ming
7
Lee, Junsoo
7
Leybourne, Stephen James
7
Maasoumi, Esfandiar
7
Pesaran, M. Hashem
7
Spanos, Aris
7
Harvey, David I.
6
Hecq, Alain W. J.
6
King, Maxwell L.
6
Peel, David
6
Shin, Yongcheol
6
Wong, Benjamin
6
Ōgaki, Masao
6
Baltagi, Badi H.
5
Castelnuovo, Efrem
5
Godfrey, L. G.
5
Hahn, Jinyong
5
Haque, Qazi
5
Herwartz, Helmut
5
Koop, Gary
5
Kumbhakar, Subal
5
Lütkepohl, Helmut
5
McDonald, James B.
5
Ohtani, Kazuhiro
5
Pagan, Adrian R.
5
Psaradakis, Zacharias G.
5
Steel, Mark F. J.
5
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CAMA working paper series
Econometric reviews
Economics letters
Journal of empirical finance
Journal of econometrics
24
Working paper
21
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
8
Econometric theory
7
Discussion paper / Institute of Social and Economic Research
6
Oxford bulletin of economics and statistics
6
Working papers in quantitative economics and econometrics
6
Applied economics
5
Journal of applied econometrics
5
Journal of productivity analysis
5
The econometrics journal
5
IFS working paper
4
Journal of economic dynamics & control
4
Journal of economic surveys
4
Bank of England Working Paper
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The Japanese economic review : the journal of the Japanese Economic Association
3
The review of economic studies
3
Working paper series / European Central Bank ; Eurosystem
3
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3
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2
CESifo working papers
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Cambridge working papers in economics
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Contributions to financial econometrics : theoretical and practical issues
2
DAE working paper
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Discussion paper / Center for Economic Research, Tilburg University
2
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2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers / Institute of Social and Economic Research
2
Discussion papers / National Institute of Economic and Social Research
2
IFS working paper series
2
International economic review
2
Journal of macroeconomics
2
Testing integration and cointegration
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ECONIS (ZBW)
39
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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
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:
3
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
4
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:
5
Stochastic metafrontiers
Amsler, Christine Elaine
;
O'Donnell, Christopher John
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1007-1020
Persistent link: https://www.econbiz.de/10011795559
Saved in:
6
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:
7
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:
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
Using copulas to model time dependence in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 497-522
Persistent link: https://www.econbiz.de/10010360796
Saved in:
10
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
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