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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Jawadi, Fredj"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Einheitswurzeltest"
~subject:"Financial frictions"
~subject:"Financial market"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
~subject:"Panel"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Einheitswurzeltest
Financial frictions
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Stochastischer Prozess
Time varying parameters
Theorie
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Jawadi, Fredj
Kapetanios, George
Leybourne, Stephen James
Phillips, Peter C. B.
21
Koop, Gary
9
Pesaran, M. Hashem
8
Taylor, Robert
8
Yu, Jun
8
Linton, Oliver
7
Swanson, Norman R.
7
Diebold, Francis X.
6
Gouriéroux, Christian
6
Hallin, Marc
6
Jong, Robert M. de
6
Schmidt, Peter
6
Shin, Yongcheol
6
Chang, Yoosoon
5
Chen, Xiaohong
5
Gonzalo, Jesús
5
McAleer, Michael
5
Renault, Eric
5
Robinson, Peter M.
5
Schorfheide, Frank
5
Timmermann, Allan
5
Todorov, Viktor
5
Whang, Yoon-jae
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Bauwens, Luc
4
Breitung, Jörg
4
Chen, Rong
4
Fan, Yanqin
4
Hansen, Lars Peter
4
Hidalgo, Javier
4
Hong, Yongmiao
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Mariano, Roberto S.
4
Park, Joon Y.
4
Perron, Benoit
4
Perron, Pierre
4
Steel, Mark F. J.
4
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Journal of econometrics
Journal of international financial markets, institutions & money
Econometric reviews
13
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8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
The econometrics journal
8
Economics letters
7
Oxford bulletin of economics and statistics
6
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5
Journal of applied econometrics
4
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4
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2
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A companion to economic forecasting
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International journal of finance & economics : IJFE
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International statistical review : a journal of the International Statistical Institute and its associations
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Journal of financial markets
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Journal of forecasting
1
Journal of monetary economics
1
Macroeconomic dynamics
1
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)
14
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1
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
2
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
3
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
4
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
5
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
6
Forecast ranked tailored equity portfolios
Buncic, Daniel
;
Stern, Cord
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012263321
Saved in:
7
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
8
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
9
Financial linkages between US sector credit default swaps markets
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Jawadi, Fredj
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 223-243
Persistent link: https://www.econbiz.de/10011299835
Saved in:
10
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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