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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:"Kapetanios, George"
~person:"Koop, Gary"
~person:"Spanos, Aris"
~person:"Taylor, Robert"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Bayes-Statistik
Economic forecast
Estimation
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Time varying parameters
Theorie
36
Theory
36
Time series analysis
22
Einheitswurzeltest
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Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Kapetanios, George
Koop, Gary
Spanos, Aris
Taylor, Robert
Chan, Joshua
14
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
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Pagan, Adrian R.
5
Schorfheide, Frank
5
Strachan, Rodney W.
5
Andreou, Elena
4
Castelnuovo, Efrem
4
Franses, Philip Hans
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McAleer, Michael
4
Paccagnini, Alessia
4
Psaradakis, Zacharias G.
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Ullah, Aman
4
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3
Park, Joon Y.
3
Proietti, Tommaso
3
Soofi, Ehsan S.
3
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3
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CAMA working paper series
Econometric reviews
Journal of empirical finance
Journal of econometrics
22
Strathclyde discussion papers in economics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
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8
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ECONIS (ZBW)
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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
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
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
Time varying dimension models
Chan, Joshua C. C.
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2011
Persistent link: https://www.econbiz.de/10009405741
Saved in:
10
Bayesian inference in a time varying cointegration model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009405764
Saved in:
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