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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"A companion to economic forecasting"
~isPartOf:"Econometric reviews"
~isPartOf:"Macroeconomic dynamics"
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Hodgson, Douglas J."
~person:"Lucas, André"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"Welt"
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Großbritannien
Time series analysis
Welt
Theorie
20
Theory
20
Zeitreihenanalyse
13
Forecasting model
5
Prognoseverfahren
5
Einheitswurzeltest
4
Estimation theory
4
Schätztheorie
4
Statistical test
4
Statistischer Test
4
USA
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Unit root test
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United States
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Bootstrap approach
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Bootstrap-Verfahren
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Heteroscedasticity
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Decomposition method
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Estimation
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Nonlinear regression
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Scientific modelling
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Strukturbruch
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(periodic) nonstationary volatility
1
1947-2003
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1960-2003
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1961-1980
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1961-1988
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1
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Cavaliere, Giuseppe
Engle, Robert F.
Hendry, David F.
Hodgson, Douglas J.
Lucas, André
Proietti, Tommaso
Swanson, Norman R.
Franses, Philip Hans
6
Hinich, Melvin J.
6
Spanos, Aris
6
Kilian, Lutz
5
Phillips, Peter C. B.
5
Taylor, Robert
5
Andreou, Elena
4
Morley, James C.
4
Psaradakis, Zacharias G.
4
Dagum, Estela Bee
3
Harvey, David I.
3
Jawadi, Fredj
3
Kim, Chang-jin
3
Maasoumi, Esfandiar
3
Maddala, Gangadharrao S.
3
Osborn, Denise R.
3
Teräsvirta, Timo
3
Ashley, Richard A.
2
Audrino, Francesco
2
Barnett, William A.
2
Chan, Joshua
2
Chauvet, Marcelle
2
Ghysels, Eric
2
Granger, C. W. J.
2
Hafner, Christian M.
2
He, Changli
2
Johansen, Søren
2
Kapetanios, George
2
Kočenda, Evžen
2
Leybourne, Stephen James
2
Li, Hongyi
2
Li, Qi
2
McAleer, Michael
2
McElroy, Tucker
2
Moon, Hyungsik Roger
2
Panovska, Irina B.
2
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A companion to economic forecasting
Econometric reviews
Macroeconomic dynamics
Discussion paper / Tinbergen Institute
31
Working papers / Rutgers University, Department of Economics
18
Journal of econometrics
16
International journal of forecasting
12
CEIS Working Paper
8
Discussion paper / Department of Economics, University of California San Diego
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Department of Economics discussion paper series / University of Oxford
7
Working paper / National Bureau of Economic Research, Inc.
6
Advanced texts in econometrics
5
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
Journal of applied econometrics
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Econometric theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
NBER Working Paper
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
CREATES research paper
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
NBER working paper series
3
Oxford bulletin of economics and statistics
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
EERI research paper series
2
Econometrics : open access journal
2
Economics discussion papers
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic surveys
2
Journal of empirical finance
2
Oxford review of economic policy
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
Working paper series / University of Zurich, Department of Economics
2
A Century of economics : 100 years of the Royal Economic Society and the Economic Journal
1
Advanced Texts in Econometrics Ser
1
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ECONIS (ZBW)
13
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1
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
2
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
3
The multistep Beveridge-Nelson decomposition
Proietti, Tommaso
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 373-395
Persistent link: https://www.econbiz.de/10011549941
Saved in:
4
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
5
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
Saved in:
6
On the model-based interpretation of filters and the reliability of trend-cycle estimates
Proietti, Tommaso
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 186-208
Persistent link: https://www.econbiz.de/10003800723
Saved in:
7
Semiparametric efficient estimation of the mean of a time series in the presence of conditional heterogeneity of unknown form
Hodgson, Douglas J.
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 229-257
Persistent link: https://www.econbiz.de/10002263074
Saved in:
8
Forecasting with structural time-series models
Proietti, Tommaso
- In:
A companion to economic forecasting
,
(pp. 105-132)
.
2002
Persistent link: https://www.econbiz.de/10001893020
Saved in:
9
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
Hodgson, Douglas J.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 175-206
Persistent link: https://www.econbiz.de/10001483703
Saved in:
10
Tests of nonnested hypotheses in nonstationary regressions with an application to modeling industrial production
Chao, John C.
;
Swanson, Norman R.
- In:
Macroeconomic dynamics
4
(
2000
)
1
,
pp. 42-72
Persistent link: https://www.econbiz.de/10001497768
Saved in:
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