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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:"Leybourne, Stephen James"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Financial frictions
Kapitaleinkommen
Stochastischer Prozess
Theorie
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Theory
20
Time series analysis
12
Einheitswurzeltest
8
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20
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Leybourne, Stephen James
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
Kapetanios, George
9
Koehler, Anne B.
9
Kollmann, Robert
9
Krusell, Per
9
Marcellino, Massimiliano
9
McKibbin, Warwick J.
9
Proietti, Tommaso
9
Rogerson, Richard Donald
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
Econometric theory
11
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of econometrics
9
Oxford bulletin of economics and statistics
8
The econometrics journal
7
Applied economics
5
Economics letters
5
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
Journal of macroeconomics
3
Journal of the Royal Statistical Society
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Econometrics : open access journal
2
Economics discussion paper series / Loughborough University, Department of Economics
2
International economic review
2
Journal of applied econometrics
2
Journal of forecasting
2
Journal of time series econometrics
2
The Manchester School
2
A companion to economic forecasting
1
Advances in mathematical programming and financial planning : a research annual
1
An Elgar reference collection
1
Applied financial economics
1
CREATES Research Paper
1
CREATES research paper
1
CREDIT research paper
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
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1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion papers / Department of Economics, University of Copenhagen
1
Dynamic Modeling and Econometrics in Economics and Finance
1
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ECONIS (ZBW)
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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