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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper"
~person:"Harvey, David I."
~person:"Kapetanios, George"
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Zeitreihenanalyse
Theorie
33
Theory
33
Time series analysis
9
Panel
7
Panel study
7
Estimation
5
Schätzung
5
Börsenkurs
4
Estimation theory
4
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4
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4
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4
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English
9
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Newbold, Paul
Harvey, David I.
Kapetanios, George
McAleer, Michael
11
Franses, Philip Hans
10
Engsted, Tom
6
Hecq, Alain W. J.
6
Hassler, Uwe
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Escribano, Álvaro
4
Gonzalo, Jesús
4
Lee, Junsoo
4
Peel, David
4
Psaradakis, Zacharias G.
4
Blazsek, Szabolcs
3
Chang, Chia-Lin
3
Chen, Zhanshou
3
Choi, In
3
Haldrup, Niels
3
Honoré, Peter
3
Lee, Hahn-shik
3
Lee, Oesook
3
Lütkepohl, Helmut
3
Manera, Matteo
3
Massacci, Daniele
3
Mikkelsen, Hans Ole Æ.
3
Phillips, Peter C. B.
3
Shin, Yongcheol
3
Wright, Jonathan H.
3
Yang, Minxian
3
Österholm, Pär
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3
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2
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2
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2
Baillie, Richard
2
Barrio Castro, Tomás del
2
Bastianin, Andrea
2
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2
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Economics letters
Journal of empirical finance
Working paper
Applied economics
4
Econometric reviews
4
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4
Economic research paper / Loughborough University, Department of Economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
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3
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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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Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
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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
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
3
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:
4
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428547
Saved in:
5
A test for serial dependence using neural networks
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003564910
Saved in:
6
Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003262868
Saved in:
7
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:
8
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:
9
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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