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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~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:"Asai, Manabu"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Chan, Joshua"
~person:"Ghose, Devajyoti"
~person:"Herwartz, Helmut"
~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
28
Theory
28
Time series analysis
15
Volatility
13
Volatilität
13
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Newbold, Paul
Asai, Manabu
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Chan, Joshua
Ghose, Devajyoti
Herwartz, Helmut
Kapetanios, George
Leybourne, Stephen James
Taylor, Robert
8
Phillips, Peter C. B.
7
McAleer, Michael
6
Spanos, Aris
6
Franses, Philip Hans
5
Maasoumi, Esfandiar
5
Andreou, Elena
4
Harvey, David I.
4
Kilian, Lutz
4
Psaradakis, Zacharias G.
4
Granger, C. W. J.
3
Hafner, Christian M.
3
Koop, Gary
3
Liesenfeld, Roman
3
Proietti, Tommaso
3
Yu, Jun
3
Amsler, Christine Elaine
2
Andreou, Panayiotis C.
2
Astill, Sam
2
Audrino, Francesco
2
Caporin, Massimiliano
2
Cotter, John
2
Dagum, Estela Bee
2
Domínguez, Manuel A.
2
Gospodinov, Nikolaj
2
Gouriéroux, Christian
2
Gribisch, Bastian
2
Grothe, Oliver
2
He, Changli
2
Hendry, David F.
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
Johansen, Søren
2
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CAMA working paper series
Econometric reviews
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 econometrics
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Economics letters
8
Journal of economic dynamics & control
6
Econometric theory
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of forecasting
5
Applied economics
4
International journal of forecasting
4
Oxford bulletin of economics and statistics
4
Journal of time series econometrics
3
The econometrics journal
3
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Journal of macroeconomics
2
Journal of the Royal Statistical Society
2
Macroeconomic dynamics
2
The North American journal of economics and finance : a journal of financial economics studies
2
A companion to economic forecasting
1
Advances in mathematical programming and financial planning : a research annual
1
Applied economics letters
1
Asia-Pacific financial markets
1
Computational economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic inquiry
1
Energy economics
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
International economic review
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic surveys
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
22
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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
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
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:
4
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:
5
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
6
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
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
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
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