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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"McAleer, Michael"
~subject:"USA"
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Zeitreihenanalyse
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Newbold, Paul
McAleer, Michael
Phillips, Peter C. B.
15
Koop, Gary
13
Diebold, Francis X.
9
Ghysels, Eric
9
Mariano, Roberto S.
8
Steel, Mark F. J.
8
Swanson, Norman R.
8
Taylor, Robert
8
Franses, Philip Hans
7
Perron, Pierre
7
Yu, Jun
7
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6
Hallin, Marc
6
Harvey, Andrew C.
6
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6
Lütkepohl, Helmut
6
Marcellino, Massimiliano
6
Velasco, Carlos
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Dijk, Herman K. van
5
Granger, C. W. J.
5
Hamilton, James D.
5
Hong, Yongmiao
5
Horváth, Lajos
5
Koopman, Siem Jan
5
Linton, Oliver
5
Lucas, André
5
Peña, Daniel
5
Stock, James H.
5
Teräsvirta, Timo
5
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5
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4
Barigozzi, Matteo
4
Bauwens, Luc
4
Chan, Joshua
4
Chen, Rong
4
Corradi, Valentina
4
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4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
4
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
5
The strength of evidence for unit autoregressive roots and structural breaks : a Bayesian perspective
Marriott, John Arthur Ransome
;
Newbold, Paul
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001497668
Saved in:
6
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:
7
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
Saved in:
8
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:
9
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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