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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 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"
~subject:"Financial frictions"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Financial frictions
Stochastischer Prozess
Theorie
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24
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13
Einheitswurzeltest
8
Unit root test
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Kapetanios, George
Leybourne, Stephen James
Makridakis, Spyros G.
21
Franses, Philip Hans
17
Hyndman, Rob J.
14
McAleer, Michael
14
Maasoumi, Esfandiar
12
Woodford, Michael
12
Hendry, David F.
11
Taylor, Robert
11
Armstrong, Jon Scott
10
Kocherlakota, Narayana Rao
10
Koopman, Siem Jan
10
Pesaran, M. Hashem
10
Phillips, Peter C. B.
10
Sargent, Thomas J.
10
Timmermann, Allan
10
Assimakopoulos, V.
9
Baltagi, Badi H.
9
Clements, Michael P.
9
Devereux, Michael B.
9
Koehler, Anne B.
9
Krusell, Per
9
Marcellino, Massimiliano
9
Rogerson, Richard Donald
9
Smith, Bruce D.
9
Spiliotis, Evangelos
9
Dotsey, Michael
8
Fildes, Robert
8
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8
Granger, C. W. J.
8
Harvey, David I.
8
Levin, Andrew T.
8
McCallum, Bennett T.
8
Proietti, Tommaso
8
Quadrini, Vincenzo
8
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8
Taylor, James W.
8
Ullah, Aman
8
Williamson, Stephen D.
8
Önkal, Dilek
8
Christiano, Lawrence J.
7
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CAMA working paper series
Econometric reviews
International journal of forecasting
Journal of empirical finance
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
Journal of econometrics
15
Econometric theory
12
Economics letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The econometrics journal
9
Oxford bulletin of economics and statistics
8
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6
Applied economics
5
Journal of economic dynamics & control
4
Journal of forecasting
3
Journal of macroeconomics
3
Journal of the Royal Statistical Society
3
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of time series econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Manchester School
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A companion to economic forecasting
1
Advances in mathematical programming and financial planning : a research annual
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
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
International review of economics & finance : IREF
1
International review of financial analysis
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
1
Review of quantitative finance and accounting
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Southern economic journal
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Statistical methods & applications : SMA ; journal of the Italian Statistical Society
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ECONIS (ZBW)
24
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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
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:
3
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:
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
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:
6
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:
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
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
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