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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~person:"Ashley, Richard A."
~person:"Granger, C. W. J."
~person:"He, Changli"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Financial frictions"
~subject:"Nonlinear regression"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Financial frictions
Nonlinear regression
Time varying parameters
Theorie
29
Theory
29
Time series analysis
15
Forecasting model
9
Prognoseverfahren
9
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5
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Newbold, Paul
Ashley, Richard A.
Granger, C. W. J.
He, Changli
Kapetanios, George
Leybourne, Stephen James
Hyndman, Rob J.
11
Makridakis, Spyros G.
10
Franses, Philip Hans
9
Assimakopoulos, V.
8
Koopman, Siem Jan
8
Spiliotis, Evangelos
8
Phillips, Peter C. B.
7
Proietti, Tommaso
7
Taylor, Robert
7
Weron, Rafał
7
Hendry, David F.
6
Spanos, Aris
6
Athanasopoulos, George
5
Koehler, Anne B.
5
Lucas, André
5
Marcellino, Massimiliano
5
Petropoulos, Fotios
5
Andreou, Elena
4
Dijk, Dick van
4
Griggs, Kenneth
4
Harvey, Nigel
4
Kang, Yanfei
4
Kilian, Lutz
4
Kourentzes, Nikolaos
4
O'Connor, Marcus J.
4
Oliveira, Fernando Luiz Cyrino
4
Ravazzolo, Francesco
4
Teräsvirta, Timo
4
Bergmeir, Christoph
3
Boudt, Kris
3
Catania, Leopoldo
3
Chan, Joshua
3
Clements, Michael P.
3
Foroni, Claudia
3
González-Rivera, Gloria
3
Goodwin, Paul
3
Gooijer, Jan G. de
3
Goude, Yannig
3
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CAMA working paper series
Econometric reviews
Energy economics
International journal of forecasting
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of econometrics
8
Economics letters
6
Oxford bulletin of economics and statistics
5
Applied economics
4
Statistical properties of GARCH processes
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Annales d'économie et de statistique
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of macroeconomics
2
Journal of the Royal Statistical Society
2
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2
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2
A companion to economic forecasting
1
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1
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1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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Handbook of econometrics ; Vol. 2
1
Handbook of econometrics ; Vol. 4
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Información comercial española / Cuadernos económicos
1
International economic review
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Jingji-lunwen
1
Journal of forecasting
1
Journal of monetary economics
1
Macroeconomic dynamics
1
On modelling the long run in applied economics
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
Review of quantitative finance and accounting
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ECONIS (ZBW)
16
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16
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1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
2
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
3
A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy
;
Hayes, Simon
;
Kapetanios, George
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
Saved in:
4
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:
5
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:
6
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
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
Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes
He, Changli
;
Sandberg, Rickard
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 34-59
Persistent link: https://www.econbiz.de/10009515974
Saved in:
10
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:
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