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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of consumer policy : consumer issues in law, economics and behavioural sciences"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Krämer, Walter"
~person:"Li, Qi"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~person:"Steel, Mark F. J."
~subject:"Estimation theory"
~subject:"Schätzung"
~subject:"Technische Effizienz"
~subject:"Time varying parameters"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Estimation theory
Schätzung
Technische Effizienz
Time varying parameters
United Kingdom
Theorie
121
Theory
121
Schätztheorie
41
Time series analysis
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77
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Krämer, Walter
Li, Qi
McAleer, Michael
Schmidt, Peter
Steel, Mark F. J.
Phillips, Peter C. B.
24
Franses, Philip Hans
19
Taylor, Robert
15
Lütkepohl, Helmut
14
Leybourne, Stephen James
13
Saikkonen, Pentti
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Wooldridge, Jeffrey M.
12
Linton, Oliver
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Ullah, Aman
11
Hassler, Uwe
10
Kuan, Chung-ming
10
Kumbhakar, Subal
10
Park, Joon Y.
10
Perron, Pierre
10
Fan, Yanqin
9
Ghysels, Eric
9
Giles, David E. A.
9
Hahn, Jinyong
9
Lee, Lung-fei
9
White, Halbert
9
Andrews, Donald W. K.
8
Baltagi, Badi H.
8
Chambers, Marcus J.
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Harvey, David I.
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Jong, Robert M. de
8
King, Maxwell L.
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Lucas, André
8
McDonald, James B.
8
Pesaran, M. Hashem
8
Spanos, Aris
8
Bera, Anil K.
7
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7
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7
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Discussion paper / Center for Economic Research, Tilburg University
Discussion papers / National Institute of Economic and Social Research
Econometric reviews
Econometric theory
Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
Journal of empirical finance
Working papers in quantitative economics and econometrics
Journal of econometrics
37
Journal of productivity analysis
10
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6
Oxford bulletin of economics and statistics
6
Applied economics
5
The econometrics journal
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International economic review
4
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4
Journal of economic surveys
4
The review of economics and statistics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Annales d'économie et de statistique
2
Journal of macroeconomics
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Statistical papers
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Testing integration and cointegration
2
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Applied financial economics
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Econometrics : open access journal
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International journal of forecasting
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International statistical review : a journal of the International Statistical Institute and its associations
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Journal of forecasting
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Journal of international money and finance
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Journal of monetary economics
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Journal of the Royal Statistical Society
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ECONIS (ZBW)
77
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1
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
2
Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan
;
Long, Wei
;
Zhang, Xinyu
;
Li, Qi
- In:
Econometric theory
35
(
2019
)
4
,
pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
Saved in:
3
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
4
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
5
Stochastic metafrontiers
Amsler, Christine Elaine
;
O'Donnell, Christopher John
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1007-1020
Persistent link: https://www.econbiz.de/10011795559
Saved in:
6
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
7
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:
8
Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
9
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:
10
Using copulas to model time dependence in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 497-522
Persistent link: https://www.econbiz.de/10010360796
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