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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Jawadi, Fredj"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Financial frictions"
~subject:"Financial market"
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Financial frictions
Financial market
Kapitaleinkommen
Kointegration
Stochastischer Prozess
Time varying parameters
Theorie
176
Theory
176
Time series analysis
76
Einheitswurzeltest
38
Unit root test
38
Estimation
31
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31
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24
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20
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104
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Jawadi, Fredj
Kapetanios, George
Leybourne, Stephen James
Phillips, Peter C. B.
77
Franses, Philip Hans
62
Gil-Alaña, Luis A.
51
Lütkepohl, Helmut
48
Taylor, Robert
36
Escudero, Laureano F.
35
McAleer, Michael
34
Ghysels, Eric
33
Gupta, Rangan
32
Granger, C. W. J.
31
Koopman, Siem Jan
31
Perron, Pierre
30
Saikkonen, Pentti
30
Koop, Gary
29
Caporale, Guglielmo Maria
28
Hendry, David F.
28
Timmermann, Allan
28
Pesaran, M. Hashem
27
Harvey, Andrew C.
26
Johansen, Søren
26
Mills, Terence C.
26
Fabozzi, Frank J.
25
Engle, Robert F.
24
Hassler, Uwe
24
Diebold, Francis X.
23
Hecq, Alain W. J.
23
Swanson, Norman R.
23
Campbell, John Y.
22
Teräsvirta, Timo
22
Gendreau, Michel
21
Herwartz, Helmut
21
Hong, Yongmiao
21
Park, Joon Y.
21
Lucas, André
20
Marcellino, Massimiliano
20
Robinson, Peter M.
20
Satchell, Stephen
20
Wong, Wing Keung
20
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Oxford bulletin of economics and statistics
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Journal of financial markets
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Journal of monetary economics
1
Macroeconomic dynamics
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Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
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Statistical methods & applications : SMA ; journal of the Italian Statistical Society
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ECONIS (ZBW)
104
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61
Testing for unit roots in autoregressions with multiple level shifts
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1162-1215
Persistent link: https://www.econbiz.de/10003591856
Saved in:
62
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 595-621
Persistent link: https://www.econbiz.de/10003379177
Saved in:
63
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:
64
Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 266-277
Persistent link: https://www.econbiz.de/10003349339
Saved in:
65
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:
66
Limited time series with a unit root
Cavaliere, Giuseppe
- In:
Econometric theory
21
(
2005
)
5
,
pp. 907-945
Persistent link: https://www.econbiz.de/10003101945
Saved in:
67
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
Saved in:
68
The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion
Kapetanios, George
- In:
Econometric theory
20
(
2004
)
4
,
pp. 735-742
Persistent link: https://www.econbiz.de/10002163092
Saved in:
69
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
Saved in:
70
Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
Kapetanios, George
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
2
Persistent link: https://www.econbiz.de/10002004109
Saved in:
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