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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Kapetanios, George"
~subject:"Estimation"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Estimation
Time varying parameters
Theorie
16
Theory
16
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5
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3
VAR model
3
VAR-Modell
3
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Newbold, Paul
Kapetanios, George
Forni, Mario
9
Franses, Philip Hans
9
Marcellino, Massimiliano
9
Gylfi Zoega
7
Hecq, Alain W. J.
6
Lippi, Marco
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Kilian, Lutz
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Reichlin, Lucrezia
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Shin, Yongcheol
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Wright, Jonathan H.
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4
Ghysels, Eric
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Guiso, Luigi
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Kuan, Chung-ming
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Lee, Junsoo
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Berg, Gerard J. van den
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Chen, Zhanshou
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Discussion paper / Centre for Economic Policy Research
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Review of quantitative finance and accounting
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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
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ECONIS (ZBW)
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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
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
Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
-
2016
Persistent link: https://www.econbiz.de/10011571327
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
Computation of the Beveridge-Nelson decomposition for multivariate economic time series
Ariño, Miguel A.
- In:
Economics letters
61
(
1998
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10001250908
Saved in:
6
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Agiakloglou, Christos N.
- In:
Economics letters
52
(
1996
)
3
,
pp. 229-234
Persistent link: https://www.econbiz.de/10001212517
Saved in:
7
Spurious number of breaks
Nunes, Luis C.
- In:
Economics letters
50
(
1996
)
2
,
pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
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