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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:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Hecq, Alain W. J."
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~subject:"Momentenmethode"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Momentenmethode
Stochastischer Prozess
Time varying parameters
Theorie
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Theory
67
Time series analysis
30
Estimation theory
13
Schätztheorie
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38
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Hecq, Alain W. J.
Kapetanios, George
Leybourne, Stephen James
McAleer, Michael
Schmidt, Peter
Chan, Joshua
14
Franses, Philip Hans
13
Phillips, Peter C. B.
8
Taylor, Robert
7
Spanos, Aris
6
Hassler, Uwe
5
Koop, Gary
5
Lee, Junsoo
5
Psaradakis, Zacharias G.
5
Wong, Benjamin
5
Amsler, Christine Elaine
4
Andreou, Elena
4
Asai, Manabu
4
Eisenstat, Eric
4
Herwartz, Helmut
4
Kilian, Lutz
4
Maasoumi, Esfandiar
4
Pagan, Adrian R.
4
Peel, David
4
Pesaran, M. Hashem
4
Shin, Yongcheol
4
Sibbertsen, Philipp
4
Strachan, Rodney W.
4
Bewley, Ronald A.
3
Bond, Stephen
3
Chen, Zhanshou
3
Dagum, Estela Bee
3
Dimitrakopoulos, Stefanos
3
Eroğlu, Burak Alparslan
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Hall, Alastair R.
3
Harvey, David I.
3
Hendry, David F.
3
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CAMA working paper series
Econometric reviews
Economics letters
Journal of empirical finance
Journal of econometrics
22
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18
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10
Discussion paper / Tinbergen Institute
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Oxford bulletin of economics and statistics
6
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5
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4
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4
International journal of forecasting
4
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4
The econometrics journal
4
Bank of England Working Paper
3
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Ensaios econômicos
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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2
Journal of productivity analysis
2
Journal of the Royal Statistical Society
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
The Japanese economic review : the journal of the Japanese Economic Association
2
A companion to economic forecasting
1
An Elgar reference collection
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ECONIS (ZBW)
38
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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
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
4
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:
5
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:
6
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
7
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:
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
Testing for deterministic seasonality in mixed-frequency VARs
Barrio Castro, Tomás del
;
Hecq, Alain W. J.
- In:
Economics letters
149
(
2016
),
pp. 20-24
Persistent link: https://www.econbiz.de/10011620030
Saved in:
10
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
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