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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:"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:"Andreou, Elena"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Diebold, Francis X."
~person:"Ghose, Devajyoti"
~person:"Herwartz, Helmut"
~person:"Horowitz, Joel"
~person:"Kapetanios, George"
~subject:"Bootstrap approach"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Bootstrap approach
Financial frictions
Kapitaleinkommen
Stochastischer Prozess
Time varying parameters
Theorie
61
Theory
61
Time series analysis
25
Einheitswurzeltest
13
Unit root test
13
Bootstrap-Verfahren
11
Estimation theory
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38
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Newbold, Paul
Andreou, Elena
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Diebold, Francis X.
Ghose, Devajyoti
Herwartz, Helmut
Horowitz, Joel
Kapetanios, George
Phillips, Peter C. B.
24
Taylor, Robert
15
Koop, Gary
11
McAleer, Michael
11
Swanson, Norman R.
11
Yu, Jun
10
Franses, Philip Hans
8
Asai, Manabu
7
Davidson, Russell
7
Gouriéroux, Christian
7
Linton, Oliver
7
Maasoumi, Esfandiar
7
Renault, Eric
7
Gonçalves, Sílvia
6
Granger, C. W. J.
6
Kilian, Lutz
6
Leybourne, Stephen James
6
Spanos, Aris
6
Teräsvirta, Timo
6
Whang, Yoon-jae
6
Xiao, Zhijie
6
Chan, Joshua
5
Chang, Yoosoon
5
Chen, Xiaohong
5
Corradi, Valentina
5
Fan, Yanqin
5
Gonzalo, Jesús
5
Gospodinov, Nikolaj
5
Hallin, Marc
5
Harvey, David I.
5
Hendry, David F.
5
Hidalgo, Javier
5
Lütkepohl, Helmut
5
Pesaran, M. Hashem
5
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CAMA working paper series
Econometric reviews
Journal of econometrics
Journal of empirical finance
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
11
Economics letters
7
Econometric theory
6
Journal of economic dynamics & control
4
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
The review of economics and statistics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
International journal of forecasting
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of macroeconomics
2
Oxford bulletin of economics and statistics
2
The econometrics journal
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1
Advances in mathematical programming and financial planning : a research annual
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Economics, econometrics and the link : essays in honor of Lawrence R. Klein
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Energy economics
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Handbook of econometrics ; Vol. 5
1
Handbook of financial time series
1
International review of economics & finance : IREF
1
Journal of financial econometrics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of the Royal Statistical Society
1
Macroeconomic dynamics
1
Review of quantitative finance and accounting
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Statistical methods & applications : SMA ; journal of the Italian Statistical Society
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ECONIS (ZBW)
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1
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:
2
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
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
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:
5
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
Saved in:
6
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
7
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:
8
Innovations in multiple time series analysis
Breitung, Jörg
;
Herwartz, Helmut
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
Saved in:
9
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:
10
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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