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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:"Kapetanios, George"
~person:"Pesaran, M. Hashem"
~person:"Spanos, Aris"
~person:"Teräsvirta, Timo"
~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
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Newbold, Paul
An, Sungbae
Ashley, Richard A.
Bernardi, Mauro
Dagum, Estela Bee
Franses, Philip Hans
Kapetanios, George
Pesaran, M. Hashem
Spanos, Aris
Teräsvirta, Timo
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
Gouriéroux, Christian
38
Granger, C. W. J.
36
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36
Lütkepohl, Helmut
34
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33
Ghysels, Eric
33
Lee, Lung-fei
33
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33
Satchell, Stephen
33
Taylor, Robert
33
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32
Kumbhakar, Subal
32
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31
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30
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30
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Engle, Robert F.
28
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28
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28
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27
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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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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
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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
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:
6
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:
7
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:
8
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:
9
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
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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