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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~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:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Financial frictions
Kapitaleinkommen
Stochastischer Prozess
Time varying parameters
Theorie
35
Theory
35
Time series analysis
19
Einheitswurzeltest
11
Unit root test
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Kapetanios, George
Leybourne, Stephen James
Phillips, Peter C. B.
24
Taylor, Robert
14
Koop, Gary
11
McAleer, Michael
11
Yu, Jun
10
Swanson, Norman R.
9
Franses, Philip Hans
8
Asai, Manabu
7
Gouriéroux, Christian
7
Linton, Oliver
7
Maasoumi, Esfandiar
7
Renault, Eric
7
Granger, C. W. J.
6
Spanos, Aris
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Andreou, Elena
5
Chan, Joshua
5
Chen, Xiaohong
5
Diebold, Francis X.
5
Gonzalo, Jesús
5
Hallin, Marc
5
Harvey, David I.
5
Hendry, David F.
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Kilian, Lutz
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Pesaran, M. Hashem
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Schmidt, Peter
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Schorfheide, Frank
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Steel, Mark F. J.
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Timmermann, Allan
5
Todorov, Viktor
5
Whang, Yoon-jae
5
Bai, Jushan
4
Barigozzi, Matteo
4
Bauwens, Luc
4
Boswijk, Herman Peter
4
Chen, Rong
4
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CAMA working paper series
Econometric reviews
Journal of econometrics
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 business & economic statistics : JBES ; a publication of the American Statistical Association
8
Econometric theory
5
Economics letters
5
Applied economics
4
Oxford bulletin of economics and statistics
4
Journal of economic dynamics & control
3
Journal of applied econometrics
2
Journal of macroeconomics
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
The econometrics journal
2
A companion to economic forecasting
1
Advances in mathematical programming and financial planning : a research annual
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
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International economic review
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International journal of forecasting
1
International review of economics & finance : IREF
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International statistical review : a journal of the International Statistical Institute and its associations
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
23
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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
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
3
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
4
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
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
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:
8
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:
9
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:
10
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
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