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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~person:"McAleer, Michael"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
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Zeitreihenanalyse
Estimation theory
Kapitaleinkommen
Theorie
270
Theory
270
Time series analysis
90
Volatility
54
Volatilität
54
ARCH model
51
ARCH-Modell
51
Schätztheorie
43
Forecasting model
30
Prognoseverfahren
30
Stochastic process
30
Stochastischer Prozess
30
Estimation
25
Schätzung
25
Einheitswurzeltest
23
Unit root test
23
Statistical theory
18
Statistische Methodenlehre
18
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17
Scientific modelling
17
Ökonometrie
15
Econometrics
14
Statistical test
14
Statistischer Test
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Structural break
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Strukturbruch
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13
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13
USA
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United States
13
Capital income
12
Cointegration
11
Kointegration
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Statistical method
11
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English
122
French
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Newbold, Paul
McAleer, Michael
Phillips, Peter C. B.
167
Franses, Philip Hans
159
Härdle, Wolfgang
131
Pesaran, M. Hashem
130
Koopman, Siem Jan
118
Gil-Alaña, Luis A.
116
Caporale, Guglielmo Maria
101
Diebold, Francis X.
96
Lütkepohl, Helmut
85
Koop, Gary
79
Engle, Robert F.
74
Swanson, Norman R.
73
Timmermann, Allan
73
Granger, C. W. J.
70
Gouriéroux, Christian
69
Teräsvirta, Timo
67
Bollerslev, Tim
66
Lucas, André
66
Ghysels, Eric
60
Robinson, Peter M.
60
Sibbertsen, Philipp
60
Harvey, Andrew C.
59
Kunst, Robert M.
57
Maravall Herrero, Agustín
57
Dijk, Herman K. van
56
Marcellino, Massimiliano
55
Bauwens, Luc
54
Hassler, Uwe
52
Hyndman, Rob J.
52
Perron, Pierre
51
Stambaugh, Robert F.
50
Hendry, David F.
49
Andrews, Donald W. K.
48
Feng, Yuanhua
48
Saikkonen, Pentti
48
Stock, James H.
48
Dijk, Dick van
46
Hallin, Marc
46
Bekaert, Geert
45
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Shakai-Keizai-Kenkyūsho <Osaka>
5
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Loughborough University / Department of Economics
1
University of Canterbury / Dept. of Economics and Finance
1
University of Nottingham / School of Economics
1
University of Western Australia / Department of Economics
1
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Working paper
10
Econometric Institute research papers
9
Discussion paper / Tinbergen Institute
6
Journal of econometrics
6
Working papers in quantitative economics and econometrics
6
Applied economics
5
Discussion paper / Institute of Social and Economic Research
5
Economics letters
5
Econometric reviews
4
Journal of economic surveys
4
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 business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
Working papers in economics and econometrics
3
Contributions to financial econometrics : theoretical and practical issues
2
Discussion papers / Institute of Social and Economic Research
2
Econometric theory
2
Journal of applied econometrics
2
Journal of macroeconomics
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
2
The review of economics and statistics
2
A companion to economic forecasting
1
An Elgar reference collection
1
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers in economics / School of Economics
1
Econometrics : open access journal
1
Economic theory and mathematical economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Economies : open access journal
1
Energy economics
1
International economic review
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the Royal Statistical Society
1
L' Actualité économique : revue trimest.
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ECONIS (ZBW)
123
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101
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:
102
Modifications of the rainbow test
Burke, Simon P.
;
Godfrey, L. G.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000829602
Saved in:
103
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:
104
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:
105
Looking for evolving growth rates and cycles in Britisch industrial production, 1700 - 1913
Newbold, Paul
- In:
Journal of the Royal Statistical Society
154
(
1991
)
2
,
pp. 341-348
Persistent link: https://www.econbiz.de/10001106762
Saved in:
106
When are two step estimators efficient?
McAleer, Michael
- In:
Econometric reviews
10
(
1991
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
Saved in:
107
Structural decomposition of time series with implications in economics, accounting, and finance research
Newbold, Paul
- In:
Review of quantitative finance and accounting
1
(
1991
)
3
,
pp. 259-279
Persistent link: https://www.econbiz.de/10001109915
Saved in:
108
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:
109
The Rao-Zyskind condition and the efficiency of some least squares estimators
McAleer, Michael
-
1989
Persistent link: https://www.econbiz.de/10000777412
Saved in:
110
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:
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