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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~subject:"ARCH-Modell"
~subject:"Statistical method"
~subject:"Structural break"
~type_genre:"Graue Literatur"
~type_genre:"Textbook"
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Zeitreihenanalyse
ARCH-Modell
Statistical method
Structural break
Theorie
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Theory
10
Time series analysis
5
Forecasting model
4
Prognoseverfahren
4
Einheitswurzeltest
2
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2
Unit root test
2
1972-1996
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Bewertung
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Econometrics
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G7 countries
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1
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Newbold, Paul
Gil-Alaña, Luis A.
62
Koopman, Siem Jan
62
Franses, Philip Hans
57
Härdle, Wolfgang
57
Caporale, Guglielmo Maria
51
Phillips, Peter C. B.
48
McAleer, Michael
47
Sibbertsen, Philipp
43
Dijk, Herman K. van
39
Maravall Herrero, Agustín
39
Lütkepohl, Helmut
38
Kunst, Robert M.
36
Pesaran, M. Hashem
36
Feng, Yuanhua
35
Teräsvirta, Timo
35
Koop, Gary
33
Hafner, Christian M.
32
Lucas, André
32
Hyndman, Rob J.
31
Marcellino, Massimiliano
31
Bauwens, Luc
30
Swanson, Norman R.
29
Beran, Jan
28
Lux, Thomas
26
Saikkonen, Pentti
24
Harvey, Andrew C.
23
Hassler, Uwe
23
Herwartz, Helmut
23
Timmermann, Allan
23
Linton, Oliver
22
Schmid, Wolfgang
21
Hallin, Marc
20
Johansen, Søren
20
Robinson, Peter M.
20
Hautsch, Nikolaus
19
Polasek, Wolfgang
19
Bos, Charles S.
18
Clark, Todd E.
18
Dijk, Dick van
18
Fried, Roland
18
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2
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Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Economics discussion paper series / Loughborough University, Department of Economics
2
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ECONIS (ZBW)
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The Hodrick-Prescott filter at time series endpoints
Mise, Emi
(
contributor
);
Kim, Tae-hwan
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766035
Saved in:
2
Tests for a break in level when the order of integration is unknown
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001689528
Saved in:
3
Seasonal unit root tests with seasonal mean shifts
Harvey, David I.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001603799
Saved in:
4
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000987502
Saved in:
5
Tests for multiple forecasting encompassing
Harvey, David I.
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000996877
Saved in:
6
Introductory business & economic forecasting
Newbold, Paul
;
Bos, Theodore
-
1994
-
2. ed.
Persistent link: https://www.econbiz.de/10000887984
Saved in:
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