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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:"Spanos, Aris"
~person:"Taylor, Robert"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Bayes-Statistik
Economic forecast
Estimation theory
Estimation
Heteroscedasticity
Time varying parameters
Theorie
25
Theory
25
Time series analysis
18
Einheitswurzeltest
12
Unit root test
12
Bootstrap approach
5
Bootstrap-Verfahren
5
Heteroskedastizität
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Volatilität
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Schätztheorie
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22
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Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Kapetanios, George
Spanos, Aris
Taylor, Robert
Phillips, Peter C. B.
7
Harvey, David I.
6
Leybourne, Stephen James
6
Maasoumi, Esfandiar
6
McAleer, Michael
6
Ullah, Aman
6
An, Sungbae
5
Franses, Philip Hans
5
Kilian, Lutz
5
Schorfheide, Frank
5
Andreou, Elena
4
Bera, Anil K.
4
Koop, Gary
4
Kumbhakar, Subal
4
Psaradakis, Zacharias G.
4
Cavaliere, Giuseppe
3
Dijk, Herman K. van
3
Fiebig, Denzil G.
3
Granger, C. W. J.
3
Hendry, David F.
3
Herwartz, Helmut
3
King, Maxwell L.
3
Lee, Tae-hwy
3
Lopes, Hedibert Freitas
3
Lucas, André
3
Orme, Chris D.
3
Pesaran, M. Hashem
3
Proietti, Tommaso
3
Steel, Mark F. J.
3
Tzavalis, Elias
3
Verbeek, Marno
3
Adolfson, Malin
2
Ahn, Seung Chan
2
Anatolyev, Stanislav
2
Ando, Tomohiro
2
Anyfantaki, Sofia
2
Asai, Manabu
2
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CAMA working paper series
Econometric reviews
Journal of empirical finance
Journal of econometrics
11
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Economics letters
5
Oxford bulletin of economics and statistics
4
The econometrics journal
4
Applied economics
3
Journal of economic dynamics & control
3
International journal of forecasting
2
Journal of applied econometrics
2
A companion to economic forecasting
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Insurance / Mathematics & economics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of monetary economics
1
Journal of risk and financial management : JRFM
1
Journal of the Royal Statistical Society
1
Journal of time series econometrics
1
Review of quantitative finance and accounting
1
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
1
The Manchester School
1
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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
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
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
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:
5
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:
6
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:
7
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:
8
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:
9
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
10
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
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