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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:"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:"Time varying parameters"
~subject:"Unit root test"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Estimation theory
Schätzung
Time varying parameters
Unit root test
United Kingdom
Theorie
103
Theory
103
Schätztheorie
35
Time series analysis
26
Volatility
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66
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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.
23
Franses, Philip Hans
16
Taylor, Robert
14
Saikkonen, Pentti
13
Lütkepohl, Helmut
12
Wooldridge, Jeffrey M.
12
Linton, Oliver
11
Park, Joon Y.
11
Jong, Robert M. de
10
Ullah, Aman
10
Fan, Yanqin
9
Giles, David E. A.
9
Hassler, Uwe
9
Kuan, Chung-ming
9
Lee, Junsoo
9
Lee, Lung-fei
9
Leybourne, Stephen James
9
Baltagi, Badi H.
8
Bierens, Herman J.
8
Chambers, Marcus J.
8
Hahn, Jinyong
8
Knight, John L.
8
Perron, Pierre
8
Pesaran, M. Hashem
8
Spanos, Aris
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White, Halbert
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Cavaliere, Giuseppe
7
Rodrigues, Paulo M. M.
7
Xiao, Zhijie
7
Abadir, Karim Maher
6
Barrio Castro, Tomás del
6
Breitung, Jörg
6
Davidson, James E. H.
6
Han, Chirok
6
Harvey, David I.
6
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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
Working papers in quantitative economics and econometrics
Journal of econometrics
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
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8
Oxford bulletin of economics and statistics
8
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7
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5
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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
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4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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The Japanese economic review : the journal of the Japanese Economic Association
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Annales d'économie et de statistique
2
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Journal of macroeconomics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Testing integration and cointegration
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Journal of international money and finance
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Journal of the Royal Statistical Society
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ECONIS (ZBW)
66
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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
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:
6
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:
7
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
8
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
9
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
10
Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
- In:
Economics letters
108
(
2010
)
1
,
pp. 36-39
Persistent link: https://www.econbiz.de/10008662294
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