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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Nijman, Theodore E."
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Taylor, Robert"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Kaufkraftparität"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Kaufkraftparität
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Time varying parameters
Volatility
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Nijman, Theodore E.
Peel, David
Schmidt, Peter
Taylor, Robert
Werker, Bas J. M.
Bai, Jun
1
Bartels, Robert
1
Burke, Simon P.
1
Fiebig, Denzil G.
1
Godfrey, L. G.
1
Jakeman, Anthony J.
1
Morimune, Kimio
1
Oya, Kosuke
1
Smith, Jeremy
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Working papers in quantitative economics and econometrics
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21
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19
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11
Discussion paper / Tinbergen Institute
9
Department of Economics discussion paper / Department of Economics, The University of Birmingham
6
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6
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
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The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
Smith, Jeremy
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900140
Saved in:
2
On the robustness of tests of outliers and functional form
McAleer, Michael
;
Tse, Yiu Kuen
-
1991
Persistent link: https://www.econbiz.de/10000829589
Saved in:
3
Modifications of the rainbow test
Burke, Simon P.
;
Godfrey, L. G.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000829602
Saved in:
4
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000829607
Saved in:
5
Discrimination between nested two- and three-parameter air pollutant frequency distributions
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000830089
Saved in:
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