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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~person:"Ashley, Richard A."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Time varying parameters
Theorie
9
Theory
9
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3
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3
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2
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Newbold, Paul
Ashley, Richard A.
Ghose, Devajyoti
Kapetanios, George
Chan, Joshua
12
Phillips, Peter C. B.
7
Taylor, Robert
7
Spanos, Aris
6
Wong, Benjamin
5
Andreou, Elena
4
Franses, Philip Hans
4
Kilian, Lutz
4
Pagan, Adrian R.
4
Dagum, Estela Bee
3
Harvey, David I.
3
Koop, Gary
3
Leybourne, Stephen James
3
Maasoumi, Esfandiar
3
Morley, James C.
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Astill, Sam
2
Audrino, Francesco
2
Buncic, Daniel
2
Cavaliere, Giuseppe
2
Dungey, Mardi H.
2
Eisenstat, Eric
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Granger, C. W. J.
2
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He, Changli
2
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2
Lee, Tae-hwy
2
Li, Hongyi
2
Lucas, André
2
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2
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
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:
3
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:
4
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:
5
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:
6
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
7
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
8
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
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