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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"Rogerson, Richard Donald"
~subject:"Estimation"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Estimation
Financial frictions
Kapitaleinkommen
Stochastischer Prozess
Theorie
Time varying parameters
Theory
38
Time series analysis
17
Einheitswurzeltest
9
Unit root test
9
Börsenkurs
7
Share price
7
Bubbles
6
Spekulationsblase
6
Statistical test
6
Statistischer Test
6
Volatility
6
Volatilität
6
Explosive autoregression
5
Forecasting model
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Prognoseverfahren
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Schätzung
5
Arbeitsangebot
4
Incomplete market
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Labour supply
4
Unvollkommener Markt
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Schock
3
Shock
3
State space model
3
Stochastic process
3
Structural break
3
Strukturbruch
3
Zustandsraummodell
3
rational bubble
3
Arbeitsmarkt
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Break date estimation
2
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9
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5
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34
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4
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34
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34
Graue Literatur
4
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4
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1
Mehrbändiges Werk
1
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1
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1
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English
38
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All
Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Kapetanios, George
Leybourne, Stephen James
Rogerson, Richard Donald
Makridakis, Spyros G.
22
Franses, Philip Hans
18
Chan, Joshua
17
McAleer, Michael
15
Gouriéroux, Christian
14
Hyndman, Rob J.
14
Koopman, Siem Jan
13
Maasoumi, Esfandiar
13
Hendry, David F.
12
Pagan, Adrian R.
12
Woodford, Michael
12
King, Robert G.
11
Phillips, Peter C. B.
11
Taylor, Robert
11
Timmermann, Allan
11
Ueda, Kozo
11
Armstrong, Jon Scott
10
Devereux, Michael B.
10
Fujiwara, Ippei
10
Kocherlakota, Narayana Rao
10
Koop, Gary
10
McCallum, Bennett T.
10
Pesaran, M. Hashem
10
Sargent, Thomas J.
10
Assimakopoulos, V.
9
Baltagi, Badi H.
9
Clements, Michael P.
9
Geweke, John
9
Harvey, David I.
9
Herwartz, Helmut
9
Koehler, Anne B.
9
Kollmann, Robert
9
Krusell, Per
9
Marcellino, Massimiliano
9
McKibbin, Warwick J.
9
Proietti, Tommaso
9
Smith, Bruce D.
9
Spiliotis, Evangelos
9
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CAMA working paper series
Econometric reviews
International journal of forecasting
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of monetary economics
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
Working paper
16
Working paper / National Bureau of Economic Research, Inc.
16
Journal of econometrics
15
Econometric theory
12
Economics letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
11
Discussion papers / National Institute of Economic and Social Research
9
The econometrics journal
9
Oxford bulletin of economics and statistics
8
Discussion paper / Centre for Economic Policy Research
6
International economic review
6
Journal of applied econometrics
6
Journal of political economy
6
Applied economics
5
Bank of England Working Paper
5
CESifo working papers
5
Journal of economic dynamics & control
5
Cambridge working papers in economics
4
Department of Economics discussion paper / Department of Economics, The University of Birmingham
4
Economic research paper / Loughborough University, Department of Economics
4
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
4
Discussion papers in economics / School of Economics
3
European economic review : EER
3
Federal Reserve Bank of Cleveland working paper series
3
Información comercial española / Cuadernos económicos
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of the Royal Statistical Society
3
Staff report / Research Department, Federal Reserve Bank of Minneapolis
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Working paper series / European Central Bank ; Eurosystem
3
CAMA Working Paper
2
CESifo Working Paper
2
CREATES research paper
2
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ECONIS (ZBW)
38
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014432242
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
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
6
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
7
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:
8
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea
;
Galvão, Ana Beatriz C.
;
Kapetanios, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
Saved in:
9
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:
10
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
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