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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:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Herwartz, Helmut"
~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
34
Theory
34
Time series analysis
18
Einheitswurzeltest
9
Unit root test
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Herwartz, Helmut
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
Andreou, Elena
5
Chan, Joshua
5
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5
Chen, Xiaohong
5
Corradi, Valentina
5
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5
Fan, Yanqin
5
Gonzalo, Jesús
5
Gospodinov, Nikolaj
5
Hallin, Marc
5
Harvey, David I.
5
Hendry, David F.
5
Hidalgo, Javier
5
Horowitz, Joel
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
Economics letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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5
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3
Journal of economic dynamics & control
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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2
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2
Journal of forecasting
2
Journal of macroeconomics
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
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1
Advances in mathematical programming and financial planning : a research annual
1
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Journal of international money and finance
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Journal of monetary economics
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Journal of the Royal Statistical Society
1
Macroeconomic dynamics
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Review of quantitative finance and accounting
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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 North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
23
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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
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:
6
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:
7
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:
8
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
Saved in:
9
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
10
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
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