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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:"Review of quantitative finance and accounting"
~person:"Ashley, Richard A."
~person:"Granger, C. W. J."
~person:"He, Changli"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Financial frictions"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Nonlinear regression"
~subject:"Schätzung"
~subject:"Statistische Methodenlehre"
~subject:"Structural break"
~subject:"Time varying parameters"
~type:"article"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Financial frictions
Forecasting model
Kapitaleinkommen
Nonlinear regression
Schätzung
Statistische Methodenlehre
Structural break
Time varying parameters
Theorie
41
Theory
41
Time series analysis
20
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8
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8
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32
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32
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Newbold, Paul
Ashley, Richard A.
Granger, C. W. J.
He, Changli
Kapetanios, George
Leybourne, Stephen James
Phillips, Peter C. B.
23
Koop, Gary
15
Swanson, Norman R.
14
Taylor, Robert
14
Pesaran, M. Hashem
10
Timmermann, Allan
10
Diebold, Francis X.
9
Franses, Philip Hans
8
Geweke, John
8
McAleer, Michael
8
Shin, Yongcheol
8
Spanos, Aris
8
Steel, Mark F. J.
8
Yu, Jun
8
Corradi, Valentina
7
Ghysels, Eric
7
Harvey, David I.
7
Hendry, David F.
7
Maasoumi, Esfandiar
7
Patton, Andrew J.
7
Teräsvirta, Timo
7
Andreou, Elena
6
Bai, Jushan
6
Herwartz, Helmut
6
Kilian, Lutz
6
Magnus, Jan R.
6
Ng, Serena
6
Park, Joon Y.
6
Schorfheide, Frank
6
Xiao, Zhijie
6
Zhang, Xinyu
6
Asai, Manabu
5
Aït-Sahalia, Yacine
5
Baillie, Richard
5
Bollerslev, Tim
5
Cavaliere, Giuseppe
5
Chan, Joshua
5
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CAMA working paper series
Econometric reviews
Journal of econometrics
Journal of empirical finance
Review of quantitative finance and accounting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
International journal of forecasting
8
Economics letters
7
Journal of forecasting
6
Oxford bulletin of economics and statistics
6
Applied economics
4
The econometrics journal
4
Journal of economic dynamics & control
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
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Econometric theory
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Journal of applied econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economic review
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International statistical review : a journal of the International Statistical Institute and its associations
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Jingji-lunwen
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Journal of monetary economics
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On modelling the long run in applied economics
1
Population : édition française : revue publiée par l'Institut national d'études démographiques
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Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
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ECONIS (ZBW)
32
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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
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
3
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:
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
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:
6
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:
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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