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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bauwens, Luc"
~person:"Sibbertsen, Philipp"
~source:"econis"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Handbook"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation theory
Estimation
Statistical distribution
Unit root test
Theorie
7
Theory
7
ARCH model
3
ARCH-Modell
3
Markov chain
3
Markov-Kette
3
Schätztheorie
2
Schätzung
2
Time series analysis
2
Volatility
2
Volatilität
2
ARMA
1
ARMA model
1
ARMA-Modell
1
Australia
1
Australien
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Consumption theory
1
Dirichlet process
1
Econometrics
1
Forecasting
1
Forecasting model
1
Hierarchical hidden Markov model
1
Industrial organization
1
Industrieökonomik
1
Kapitaleinkommen
1
Kaufkraftparität
1
Konsumtheorie
1
Leverage effect
1
Markov-switching
1
Multivariate Analyse
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Multivariate analysis
1
Nichtlineare Regression
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Bauwens, Luc
Sibbertsen, Philipp
Ghysels, Eric
9
Lucas, André
8
Clark, Todd E.
7
Franses, Philip Hans
7
Harvey, Andrew C.
7
Koop, Gary
7
Marcellino, Massimiliano
7
Pesaran, M. Hashem
7
Engle, Robert F.
6
Koopman, Siem Jan
6
Leybourne, Stephen James
6
Li, Wai Keung
6
Palm, Franz C.
6
Dijk, Herman K. van
5
Perron, Pierre
5
Sentana, Enrique
5
Taylor, Robert
5
Zivot, Eric
5
Andrews, Donald W. K.
4
Clements, Michael P.
4
Creal, Drew
4
Diebold, Francis X.
4
Gregory, Allan W.
4
Hall, Alastair R.
4
Hamilton, James D.
4
Lanne, Markku
4
Nijman, Theodore E.
4
Osborn, Denise R.
4
Pagan, Adrian R.
4
Phillips, Peter C. B.
4
Ravazzolo, Francesco
4
Steel, Mark F. J.
4
Stock, James H.
4
Trivedi, Pravin K.
4
Tsay, Ruey S.
4
Andersen, Torben
3
Baltagi, Badi H.
3
Banerjee, Anindya
3
Bera, Anil K.
3
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Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
4
Journal of econometrics
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Annales d'économie et de statistique
2
Advances in econometrics
1
Bayesian methods applied to time series data
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
L'hétérogénéité en économétrie : numéro spécial
1
Open economies review
1
Quantitative finance and economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Wiley handbooks in financial engineering and econometrics
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ECONIS (ZBW)
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1
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
2
The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik
;
Heinen, Florian
;
Sibbertsen, Philipp
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
Saved in:
3
A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc
;
Laurent, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 346-354
Persistent link: https://www.econbiz.de/10003013029
Saved in:
4
Estimating end-use demand : a Bayesian approach
Bauwens, Luc
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001167109
Saved in:
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