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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of macroeconomics"
~person:"An, Sungbae"
~person:"Ashley, Richard A."
~person:"Bernardi, Mauro"
~person:"Dagum, Estela Bee"
~person:"Franses, Philip Hans"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Pesaran, M. Hashem"
~person:"Spanos, Aris"
~source:"econis"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation theory"
~subject:"Faktorenanalyse"
~subject:"Großbritannien"
~subject:"Heteroscedasticity"
~subject:"Portfolio-Management"
~subject:"Time varying parameters"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Autokorrelation
Bayes-Statistik
Economic forecast
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Faktorenanalyse
Großbritannien
Heteroscedasticity
Portfolio-Management
Time varying parameters
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1964-1993
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Newbold, Paul
An, Sungbae
Ashley, Richard A.
Bernardi, Mauro
Dagum, Estela Bee
Franses, Philip Hans
Ghose, Devajyoti
Kapetanios, George
Pesaran, M. Hashem
Spanos, Aris
Caraiani, Petre
2
Foster, John
2
Gupta, Rangan
2
Hinich, Melvin J.
2
Kyrtsou, Catherine
2
Sornette, Didier
2
Taylor, Mark P.
2
Vorlow, Costas
2
Wild, Phillip
2
Xiao, Zhijie
2
Zhou, Wei-Xing
2
Abdullah, Dewan A.
1
Ahking, Francis W.
1
Amano, Robert A.
1
Andersen, Jørgen Vitting
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Attfield, Clifford L. F.
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Avouyi-Dovi, Sanvi
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Aïssa, Mohamed Safouane Ben
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Baghestani, Hamid
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Bagliano, Fabio C.
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Barnhart, Scott W.
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Cardani, Roberta
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1
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1
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1
Croushore, D.
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Journal of macroeconomics
Econometric reviews
27
Economics letters
20
Journal of econometrics
19
Journal of applied econometrics
11
Oxford bulletin of economics and statistics
9
International journal of forecasting
8
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Applied economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of economic dynamics & control
5
Journal of economic surveys
5
Journal of empirical finance
5
The economic journal : the journal of the Royal Economic Society
5
Econometric theory
4
International statistical review : a journal of the International Statistical Institute and its associations
3
Contributions to econometric methodology in honor of T. W. Anderson
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrics : open access journal
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Economic modelling
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International economic review
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Practical issues in cointegration analysis
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The econometrics journal
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The review of economics and statistics
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American economic journal : a journal of the American Economic Association
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Annals of financial economics
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Applied economics letters
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Applied mathematical finance
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Computational economics
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Insurance / Mathematics & economics
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Journal of economic growth
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Journal of financial econometrics
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Journal of monetary economics
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Journal of official statistics : JOS ; an international quarterly
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Journal of risk and financial management : JRFM
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Journal of the American Statistical Association : JASA
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Journal of the Royal Statistical Society
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ECONIS (ZBW)
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Comments on "A critical investigation on detrending procedures for nonlinear processes
Ashley, Richard A.
;
Verbrugge, Randal
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 192-194
Persistent link: https://www.econbiz.de/10003291161
Saved in:
2
On suboptimality of the Hodrick-Prescott filter at time series endpoints
Mise, Emi
;
Kim, Tae-hwan
;
Newbold, Paul
- In:
Journal of macroeconomics
27
(
2005
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10002647963
Saved in:
3
Does seasonality influence the dating of business cycle turning points?
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of macroeconomics
21
(
1999
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10001256133
Saved in:
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