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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of empirical finance"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Sephton, Peter S."
~subject:"Bayes-Statistik"
~subject:"Estimation"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Bayes-Statistik
Estimation
Time varying parameters
Theorie
9
Theory
9
Time series analysis
6
Schätzung
3
Cointegration
2
Einheitswurzeltest
2
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2
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Newbold, Paul
Ghose, Devajyoti
Kapetanios, George
Sephton, Peter S.
Chan, Joshua
12
Koop, Gary
6
Wong, Benjamin
6
Haque, Qazi
5
Pagan, Adrian R.
5
Castelnuovo, Efrem
4
Franses, Philip Hans
4
Gupta, Rangan
4
Paccagnini, Alessia
4
Strachan, Rodney W.
4
Baillie, Richard
3
Caggiano, Giovanni
3
Gil-Alaña, Luis A.
3
Gribisch, Bastian
3
Harvey, David I.
3
Kumbhakar, Subal
3
Kunst, Robert M.
3
Leon-Gonzalez, Roberto
3
Leybourne, Stephen James
3
Morley, James C.
3
Murasawa, Yasutomo
3
Phillips, Peter C. B.
3
Raj, Baldev
3
Balcilar, Mehmet
2
Bernardi, Mauro
2
Breunig, Robert
2
Buncic, Daniel
2
Campbell, John Y.
2
Chan, Joshua C. C.
2
Cho, Dooyeon
2
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2
Cross, Jamie L.
2
Dufour, Jean-Marie
2
Dungey, Mardi H.
2
Eisenstat, Eric
2
Engsted, Tom
2
Gençay, Ramazan
2
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2
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CAMA working paper series
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of empirical finance
Working paper
6
Journal of econometrics
5
Economics letters
4
Applied economics
3
Journal of economic dynamics & control
3
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3
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Oxford bulletin of economics and statistics
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International statistical review : a journal of the International Statistical Institute and its associations
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ECONIS (ZBW)
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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
Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets
Sephton, Peter S.
;
Mann, Janelle
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
3
,
pp. 783-799
Persistent link: https://www.econbiz.de/10011377296
Saved in:
4
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:
5
Critical values for the augmented efficient Wald test for fractional unit roots
Sephton, Peter S.
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
3
,
pp. 615-626
Persistent link: https://www.econbiz.de/10003900971
Saved in:
6
Critical values of the augmented fractional Dickey-Fuller test
Sephton, Peter S.
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
3
,
pp. 437-450
Persistent link: https://www.econbiz.de/10003776707
Saved in:
7
Threshold models for trended time series
Kapetanios, George
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 687-707
Persistent link: https://www.econbiz.de/10001798158
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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