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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~person:"An, Sungbae"
~person:"Ashley, Richard A."
~person:"Bernardi, Mauro"
~person:"Dagum, Estela Bee"
~person:"Franses, Philip Hans"
~person:"Gouriéroux, Christian"
~person:"Kapetanios, George"
~person:"Pesaran, M. Hashem"
~person:"Spanos, Aris"
~person:"Tsionas, Efthymios G."
~source:"econis"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Faktorenanalyse"
~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
Heteroscedasticity
Portfolio-Management
Time varying parameters
Theorie
485
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Newbold, Paul
An, Sungbae
Ashley, Richard A.
Bernardi, Mauro
Dagum, Estela Bee
Franses, Philip Hans
Gouriéroux, Christian
Kapetanios, George
Pesaran, M. Hashem
Spanos, Aris
Tsionas, Efthymios G.
Phillips, Peter C. B.
93
Gil-Alaña, Luis A.
52
Fabozzi, Frank J.
50
McAleer, Michael
45
Koop, Gary
44
Gupta, Rangan
41
Caporale, Guglielmo Maria
39
Perron, Pierre
39
Granger, C. W. J.
36
Hendry, David F.
36
Lütkepohl, Helmut
34
Andrews, Donald W. K.
33
Ghysels, Eric
33
Lee, Lung-fei
33
Leybourne, Stephen James
33
Satchell, Stephen
33
Taylor, Robert
33
Koopman, Siem Jan
32
Kumbhakar, Subal
32
Marcellino, Massimiliano
31
Serletis, Apostolos
31
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31
Korn, Ralf
30
Li, Qi
30
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29
Baltagi, Badi H.
29
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29
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28
Härdle, Wolfgang
28
Peel, David
28
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27
Robinson, Peter M.
27
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Oxford bulletin of economics and statistics
9
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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5
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International statistical review : a journal of the International Statistical Institute and its associations
3
Journal of banking & finance
3
Journal of macroeconomics
3
Tourism management : research, policies, practice
3
Applied economics letters
2
Contributions to econometric methodology in honor of T. W. Anderson
2
Global business & economics review
2
International economic review
2
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2
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2
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2
The econometrics journal
2
The review of economics and statistics
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American economic journal : a journal of the American Economic Association
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American journal of agricultural economics
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ECONIS (ZBW)
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1
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
2
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
3
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
4
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
5
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
6
Constraints in models of production and cost via slack-based measures
Khan, Caroline
;
Tsionas, Efthymios G.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
6
,
pp. 3347-3374
Persistent link: https://www.econbiz.de/10012664806
Saved in:
7
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
8
Bayesian learning in performance : is there any?
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 263-282
Persistent link: https://www.econbiz.de/10014336445
Saved in:
9
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
10
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
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