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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Hecq, Alain W. J."
~person:"Kapetanios, George"
~person:"Li, Qi"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Estimation
Time varying parameters
Volatility
Theorie
782
Theory
782
Time series analysis
229
Schätztheorie
130
Schätzung
90
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72
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69
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69
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62
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English
400
French
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Hecq, Alain W. J.
Kapetanios, George
Li, Qi
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Phillips, Peter C. B.
187
Franses, Philip Hans
171
Härdle, Wolfgang
165
Koopman, Siem Jan
150
Pesaran, M. Hashem
149
Koop, Gary
127
Gil-Alaña, Luis A.
126
Caporale, Guglielmo Maria
125
Diebold, Francis X.
103
Lütkepohl, Helmut
102
Schorfheide, Frank
98
Bollerslev, Tim
97
Dijk, Herman K. van
97
Marcellino, Massimiliano
90
Heckman, James J.
86
Engle, Robert F.
83
Granger, C. W. J.
80
Bauwens, Luc
78
Gouriéroux, Christian
78
Lucas, André
78
Ghysels, Eric
77
Swanson, Norman R.
77
Timmermann, Allan
76
Teräsvirta, Timo
72
Herwartz, Helmut
69
Gupta, Rangan
67
Linton, Oliver
67
Robinson, Peter M.
66
Hautsch, Nikolaus
64
Harvey, Andrew C.
62
Kilian, Lutz
62
Kunst, Robert M.
62
Sibbertsen, Philipp
62
Ravazzolo, Francesco
60
Tsionas, Efthymios G.
60
Clark, Todd E.
59
Hendry, David F.
57
Lux, Thomas
57
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Shakai-Keizai-Kenkyūsho <Osaka>
5
Center for Economic Research <Tilburg>
3
Instituto Valenciano de Investigaciones Económicas
2
National Institute of Economic and Social Research
2
University of Canterbury / Dept. of Economics and Finance
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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1
University of Cambridge / Faculty of Economics
1
University of Chicago / Graduate School of Business
1
University of Liverpool / Department of Economics and Accounting
1
University of Nottingham / School of Economics
1
University of Western Australia / Department of Economics
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Economics letters
36
Journal of econometrics
28
Working paper
24
Econometric reviews
17
Discussion paper / Center for Economic Research, Tilburg University
16
Econometric theory
12
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
9
Oxford bulletin of economics and statistics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Applied economics
6
International journal of forecasting
6
Journal of applied econometrics
6
Journal of economic surveys
6
Research memorandum / METEOR
6
Working papers in quantitative economics and econometrics
6
Discussion paper / Institute of Social and Economic Research
5
International economic review
5
The econometrics journal
5
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
4
Journal of economic dynamics & control
4
Journal of forecasting
4
Journal of productivity analysis
4
CESifo working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Econometrics : open access journal
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of empirical finance
3
Journal of international money and finance
3
Journal of macroeconomics
3
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration / METEOR, University of Limburg, Faculty of Economics and Business Administration
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Working paper series / European Central Bank ; Eurosystem
3
Working papers in economics and econometrics
3
Annales d'économie et de statistique
2
Bank of England Working Paper
2
CAMA Working Paper
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Cambridge working papers in economics
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ECONIS (ZBW)
402
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381
Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series
Newbold, Paul
- In:
Journal of monetary economics
26
(
1990
)
3
,
pp. 453-457
Persistent link: https://www.econbiz.de/10001102477
Saved in:
382
The Rao-Zyskind condition and the efficiency of some least squares estimators
McAleer, Michael
-
1989
Persistent link: https://www.econbiz.de/10000777412
Saved in:
383
Production frontiers with cross-sectional and time-series variation in efficiency levels
Cornwell, Christopher Mark
;
Schmidt, Peter
;
Sickles, …
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000777988
Saved in:
384
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1989
Persistent link: https://www.econbiz.de/10000780129
Saved in:
385
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
Saved in:
386
How fragile are fragile inferences? : a re-evaluation of the deterrent effect of capital punishment
McAleer, Michael
- In:
The review of economics and statistics
71
(
1989
)
1
,
pp. 99-106
Persistent link: https://www.econbiz.de/10001064406
Saved in:
387
Some power comparisons of joint and paired tests for nonnested models under local hypotheses
Dastoor, Naorayex K.
- In:
Econometric theory
5
(
1989
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10001065761
Saved in:
388
Efficient estimation using panel data
Breusch, Trevor S.
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
3
,
pp. 695-700
Persistent link: https://www.econbiz.de/10001067720
Saved in:
389
Extended tabulations for Dickey-Fuller tests
Guilkey, David K.
- In:
Economics letters
31
(
1989
)
4
,
pp. 355-357
Persistent link: https://www.econbiz.de/10001080238
Saved in:
390
Special issue on topics in applied econometrics
McAleer, Michael
(
contributor
)
- In:
Journal of applied econometrics
4
(
1989
),
pp. 1-179
Persistent link: https://www.econbiz.de/10001082291
Saved in:
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