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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Gil-Alaña, Luis A."
~person:"Jawadi, Fredj"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Financial frictions"
~subject:"Financial market"
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~subject:"Stochastischer Prozess"
~subject:"Structural break"
~subject:"Time series analysis"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Financial frictions
Financial market
Kapitaleinkommen
Kointegration
Stochastischer Prozess
Structural break
Time series analysis
Time varying parameters
Theorie
2
Theory
2
Anleihe
1
Bond
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1
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affine term structure
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explosive autoregression
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fixed-income securities
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rational bubble
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unit root testing
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Gil-Alaña, Luis A.
Jawadi, Fredj
Kapetanios, George
Leybourne, Stephen James
Almeida, Caio
5
Ardison, Kym
5
Garcia, René
5
Vicente, Jose
4
Jacod, Jean
3
Koopman, Siem Jan
3
Ghysels, Eric
2
Hautsch, Nikolaus
2
Herwartz, Helmut
2
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1
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1
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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
12
Econometric reviews
12
Journal of econometrics
12
Econometric theory
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Oxford bulletin of economics and statistics
8
Economics letters
6
Applied economics letters
5
Journal of economic dynamics & control
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5
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4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirica : journal of european economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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European review of economics and finance
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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Journal of economics and finance
2
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2
Journal of international financial markets, institutions & money
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Journal of the Royal Statistical Society
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Journal of time series econometrics
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Open economies review
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The North American journal of economics and finance : a journal of financial economics studies
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A companion to economic forecasting
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Advances in mathematical programming and financial planning : a research annual
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Applied econometrics and international development
1
Applied financial economics
1
Applied financial economics letters
1
Decision making and risk/return optimization in financial economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
2
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
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