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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Ghose, Devajyoti"
~person:"Herwartz, Helmut"
~person:"Kapetanios, George"
~person:"Spanos, Aris"
~person:"Taylor, Robert"
~subject:"Bayes-Statistik"
~subject:"Bootstrap approach"
~subject:"Economic forecast"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Bootstrap approach
Economic forecast
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Time varying parameters
Theorie
30
Theory
30
Time series analysis
20
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Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Herwartz, Helmut
Kapetanios, George
Spanos, Aris
Taylor, Robert
Chan, Joshua
14
Koop, Gary
7
Phillips, Peter C. B.
7
Harvey, David I.
6
Leybourne, Stephen James
6
Wong, Benjamin
6
An, Sungbae
5
Haque, Qazi
5
Kilian, Lutz
5
Maasoumi, Esfandiar
5
Pagan, Adrian R.
5
Schorfheide, Frank
5
Strachan, Rodney W.
5
Andreou, Elena
4
Castelnuovo, Efrem
4
Cavaliere, Giuseppe
4
Franses, Philip Hans
4
McAleer, Michael
4
Paccagnini, Alessia
4
Psaradakis, Zacharias G.
4
Ullah, Aman
4
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3
Chang, Yoosoon
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Dagum, Estela Bee
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Dijk, Herman K. van
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Eisenstat, Eric
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Fiebig, Denzil G.
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Gospodinov, Nikolaj
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Hendry, David F.
3
Kumbhakar, Subal
3
Lee, Tae-hwy
3
Leon-Gonzalez, Roberto
3
Lopes, Hedibert Freitas
3
Morley, James C.
3
Park, Joon Y.
3
Proietti, Tommaso
3
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CAMA working paper series
Econometric reviews
Journal of empirical finance
Journal of econometrics
15
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
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7
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7
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6
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6
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5
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Journal of forecasting
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Working papers / Bank of England
2
A companion to economic forecasting
1
An Elgar reference collection
1
Applied quantitative finance : theory and computational tools
1
Australian National University – Centre for Applied Macroeconomic Analysis (CAMA) Working Paper
1
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ECONIS (ZBW)
27
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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
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
3
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:
4
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
5
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:
6
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
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
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
9
Forecasting in the presence of recent structural change
Eklund, Jana
;
Kapetanios, George
;
Price, Simon
-
2011
Persistent link: https://www.econbiz.de/10009405772
Saved in:
10
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:
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