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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:"Macroeconomic dynamics"
~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"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Financial frictions
Nonlinear regression
Time varying parameters
Theorie
41
Theory
41
Time series analysis
19
Einheitswurzeltest
8
Estimation theory
8
Schätztheorie
8
Unit root test
8
Börsenkurs
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3
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Aufsatz in Zeitschrift
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22
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22
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Newbold, Paul
Ashley, Richard A.
Granger, C. W. J.
He, Changli
Kapetanios, George
Leybourne, Stephen James
Phillips, Peter C. B.
21
Swanson, Norman R.
13
Taylor, Robert
11
Koop, Gary
9
Corradi, Valentina
6
Franses, Philip Hans
6
Hendry, David F.
6
Hinich, Melvin J.
6
Kilian, Lutz
6
Spanos, Aris
6
Teräsvirta, Timo
6
Yu, Jun
6
Chan, Joshua
5
Chen, Xiaohong
5
Gonzalo, Jesús
5
Hallin, Marc
5
McAleer, Michael
5
Morley, James C.
5
Park, Joon Y.
5
Pesaran, M. Hashem
5
Shin, Yongcheol
5
Andreou, Elena
4
Bai, Jushan
4
Barigozzi, Matteo
4
Cavaliere, Giuseppe
4
Chang, Yoosoon
4
Fan, Yanqin
4
Gao, Jiti
4
Hong, Yongmiao
4
Horváth, Lajos
4
Johansen, Søren
4
Jong, Robert M. de
4
Lee, Tae-hwy
4
Liao, Yuan
4
Lucas, André
4
Lütkepohl, Helmut
4
Maasoumi, Esfandiar
4
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CAMA working paper series
Econometric reviews
Journal of econometrics
Journal of empirical finance
Macroeconomic dynamics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Economics letters
6
Oxford bulletin of economics and statistics
5
Applied economics
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
Energy economics
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
Journal of time series econometrics
2
The economic journal : the journal of the Royal Economic Society
2
Dynamique des marchés financiers et prévisions
1
Econometric theory
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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1
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1
Información comercial española / Cuadernos económicos
1
International economic review
1
International journal of forecasting
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
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
1
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
1
Special section on small-sample properties of generalized method of moments (GMM)
1
The Manchester School
1
The economic record : er
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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ECONIS (ZBW)
22
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
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:
7
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:
8
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:
9
Frequency dependence in regression model coefficients : an alternative approach for modeling nonlinear dynamic relationships in time series
Ashley, Richard A.
;
Verbrugge, Randal
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 4-20
Persistent link: https://www.econbiz.de/10003800646
Saved in:
10
Testing parameter constancy in stationary vector autoregressive models against continuous change
He, Changli
;
Teräsvirta, Timo
;
González, Andrés
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 225-245
Persistent link: https://www.econbiz.de/10003800734
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