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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Koop, Gary"
~person:"McAleer, Michael"
~subject:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
Theorie
12
Theory
12
Time series analysis
7
Bayes-Statistik
3
Bayesian inference
3
Sampling
2
Schock
2
Schätztheorie
2
Shock
2
Simulation
2
State space model
2
Stichprobenerhebung
2
Zustandsraummodell
2
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
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1
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1
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English
7
Author
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Newbold, Paul
Koop, Gary
McAleer, Michael
Härdle, Wolfgang
18
Bauwens, Luc
12
Ghysels, Eric
9
Park, Byeong U.
7
Hafner, Christian M.
6
Simar, Léopold
6
Harvey, Andrew C.
5
Leybourne, Stephen James
5
Nesterov, Jurij Evgenʹevič
5
Rombouts, Jeroen V. K.
5
Cybakov, Aleksandr B.
4
Dijk, Herman K. van
4
Giot, Pierre
4
Gregory, Allan W.
4
Hall, Alastair R.
4
Hall, Peter
4
Hamilton, James D.
4
Li, Wai Keung
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Steel, Mark F. J.
4
Taylor, Robert
4
Andrews, Donald W. K.
3
Broze, Laurence
3
Cheung, Yin-Wong
3
Diebold, Francis X.
3
Engle, Robert F.
3
Franses, Philip Hans
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Grund, Birgit
3
Hansen, Bruce E.
3
Hansen, Lars Peter
3
Herwartz, Helmut
3
Horváth, Lajos
3
Kim, Chang-jin
3
Koopman, Siem Jan
3
Lechner, Michael
3
Lucas, André
3
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CORE discussion paper : DP
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
15
Discussion paper / Tinbergen Institute
12
Working paper
10
Econometric Institute research papers
9
Strathclyde discussion papers in economics
9
Economics letters
6
Journal of applied econometrics
6
Working papers in quantitative economics and econometrics
6
Applied economics
5
Discussion paper / Institute of Social and Economic Research
5
Federal Reserve Bank of Cleveland working paper series
5
Econometric reviews
4
Journal of economic surveys
4
Working papers in economics and econometrics
4
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of forecasting
3
Oxford bulletin of economics and statistics
3
The econometrics journal
3
The review of economics and statistics
3
CAMA working paper series
2
Contributions to financial econometrics : theoretical and practical issues
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion papers / CEPR
2
Discussion papers / Institute of Social and Economic Research
2
Econometric theory
2
International journal of forecasting
2
Journal of macroeconomics
2
Staff reports / Federal Reserve Bank of New York
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The review of economic studies
2
A companion to economic forecasting
1
An Elgar reference collection
1
CAMP working paper series
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CESifo working papers
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CIRANO - Scientific Publications
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Cambridge working papers in economics
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ECONIS (ZBW)
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1
Time varying dimension models
Chan, Joshua C. C.
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 358-367
Persistent link: https://www.econbiz.de/10009657279
Saved in:
2
Tests for forecast encompassing
Harvey, David I.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
Saved in:
3
Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000918205
Saved in:
4
Uncertainty about the persistence of economic shocks
Miller, John P.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 435-440
Persistent link: https://www.econbiz.de/10001190283
Saved in:
5
A decision-theoretic analysis of the unit-root hypothesis using mixtures of elliptical models
Koop, Gary
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
1
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001167027
Saved in:
6
Posterior properties of long-run impulse responses
Koop, Gary
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 489-492
Persistent link: https://www.econbiz.de/10001170583
Saved in:
7
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
Saved in:
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