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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper"
~person:"Engsted, Tom"
~person:"Forbes, Catherine Scipione"
~person:"Zhang, Bo"
~subject:"Estimation"
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Capital income
Zeitreihenanalyse
Estimation
Theorie
33
Theory
33
Time series analysis
13
Bayes-Statistik
8
Bayesian inference
8
Monte Carlo simulation
7
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7
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7
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Engsted, Tom
Forbes, Catherine Scipione
Zhang, Bo
Hyndman, Rob J.
29
Gao, Jiti
16
Athanasopoulos, George
15
Snyder, Ralph D.
13
McAleer, Michael
12
Martin, Gael M.
11
Belzil, Christian
8
Koehler, Anne B.
7
Mumtaz, Haroon
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Honoré, Peter
6
Nielsen, Helena Skyt
5
Escribano, Álvaro
4
Inder, Brett A.
4
Kapetanios, George
4
Lund, Jesper
4
Maharaj, Elizabeth Ann
4
McLaren, Keith Robert
4
Neely, Christopher J.
4
Nyholm, Ken
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Blazsek, Szabolcs
3
Carriero, Andrea
3
Frazier, David T.
3
Kang, Yanfei
3
Karlsson, Sune
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Manera, Matteo
3
McCabe, Brendan Peter Martin
3
Mikkelsen, Hans Ole Æ.
3
Nguyen, Hoang
3
Owyang, Michael T.
3
Pan, Guangming
3
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper
Economics letters
3
CAMA working paper series
2
CREATES research paper
2
International journal of forecasting
2
Journal of applied econometrics
2
Working paper / Department of Economics, University of Aarhus
2
Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
2
Applied financial economics
1
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1
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1
Discussion paper / Department of Economics, University of California San Diego
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
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1
Journal of forecasting
1
Journal of international financial markets, institutions & money
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Journal of international money and finance
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Journal of macroeconomics
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Journal of money, credit and banking : JMCB
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Memo / Økonomisk Institut, Aarhus Universitet
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Oxford bulletin of economics and statistics
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Southern economic journal
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1
Working paper / Department of Economics, Faculty of Business Administration, Aarhus School of Business
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper
1
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1
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
2
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
3
A near unit root test for high-dimensional nonstationary time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2019
Persistent link: https://www.econbiz.de/10012592727
Saved in:
4
CLT for largest eigenvalues and unit root tests for high-dimensional nonstationary time series
Zhang, Bo
;
Pan, Guangming
;
Gao, Jiti
-
2016
Persistent link: https://www.econbiz.de/10011781720
Saved in:
5
A structural time series model with Markov switching
Shami, Roland G.
;
Forbes, Catherine Scipione
-
2000
Persistent link: https://www.econbiz.de/10001586617
Saved in:
6
Bayesian exponential smoothing
Forbes, Catherine Scipione
;
Snyder, Ralph D.
;
Shami, …
-
2000
Persistent link: https://www.econbiz.de/10001506975
Saved in:
7
The relation between asset returns and inflation at short and long horizons
Engsted, Tom
;
Tanggaard, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001493817
Saved in:
8
Regime shifts in the Danish term structure of interest rates
Engsted, Tom
;
Nyholm, Ken
-
1998
Persistent link: https://www.econbiz.de/10000981750
Saved in:
9
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
-
1998
Persistent link: https://www.econbiz.de/10000986316
Saved in:
10
Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom
-
1997
Persistent link: https://www.econbiz.de/10000959730
Saved in:
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