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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Econometric reviews"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Ashley, Richard A."
~person:"Bordignon, Silvano"
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Hafner, Christian M."
~person:"Hendry, David F."
~person:"Hinich, Melvin J."
~person:"Hodgson, Douglas J."
~person:"Kim, Chang-jin"
~person:"Lucas, André"
~person:"Phillips, Peter C. B."
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"ARCH-Modell"
~subject:"Einheitswurzeltest"
~subject:"Statistischer Test"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
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Großbritannien
Time series analysis
ARCH-Modell
Einheitswurzeltest
Statistischer Test
Volatility
Welt
Theorie
51
Theory
51
Zeitreihenanalyse
32
Estimation theory
9
Schätztheorie
9
USA
9
United States
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Statistical test
8
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6
Nonlinear regression
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Unit root test
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Volatilität
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43
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43
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Ashley, Richard A.
Bordignon, Silvano
Cavaliere, Giuseppe
Engle, Robert F.
Hafner, Christian M.
Hendry, David F.
Hinich, Melvin J.
Hodgson, Douglas J.
Kim, Chang-jin
Lucas, André
Phillips, Peter C. B.
Proietti, Tommaso
Swanson, Norman R.
McAleer, Michael
10
Franses, Philip Hans
7
Taylor, Robert
7
Kilian, Lutz
6
Spanos, Aris
6
Psaradakis, Zacharias G.
5
Raj, Baldev
5
Andreou, Elena
4
Asai, Manabu
4
De Peretti, Philippe
4
Herwartz, Helmut
4
Maasoumi, Esfandiar
4
Morley, James C.
4
Pesaran, M. Hashem
4
Westerlund, Joakim
4
Baltagi, Badi H.
3
Barnett, William A.
3
Caporin, Massimiliano
3
Chan, Joshua
3
Chang, Yoosoon
3
Dagum, Estela Bee
3
Ghysels, Eric
3
Gil-Alaña, Luis A.
3
Godfrey, L. G.
3
Jawadi, Fredj
3
Jusélius, Katarina
3
Kapetanios, George
3
Li, Qi
3
Lopes, Artur C. B. da Silva
3
Perron, Pierre
3
Saikkonen, Pentti
3
Serletis, Apostolos
3
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Department of Economics discussion paper series / University of Oxford
Econometric reviews
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Journal of econometrics
42
Econometric theory
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
International journal of forecasting
15
Journal of applied econometrics
9
The econometrics journal
8
Journal of empirical finance
6
Econometrics : open access journal
5
Economics letters
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Oxford bulletin of economics and statistics
5
International economic review
4
Journal of economic surveys
3
Journal of macroeconomics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Journal of forecasting
2
Journal of international money and finance
2
Oxford review of economic policy
2
Practical issues in cointegration analysis
2
The energy journal
2
Advances in futures and options research : a research annual
1
Annales d'économie et de statistique
1
Applied economics letters
1
Applied financial economics
1
Economic time series with random walk and other nonstationary components
1
Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Finance and stochastics
1
International review of economics & finance : IREF
1
Japan and the world economy : international journal of theory and policy
1
Jingji-lunwen
1
Journal of applied economics
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
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ECONIS (ZBW)
43
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1
Trend-cycle decompositions of real GDP revisited : classical and Bayesian perspectives on an unsolved puzzle
Kim, Chang-jin
;
Kim, Jaeho
- In:
Macroeconomic dynamics
26
(
2022
)
2
,
pp. 394-418
Persistent link: https://www.econbiz.de/10013166386
Saved in:
2
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
3
An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Hwu, Shih-Tang
;
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10012704929
Saved in:
4
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:
5
Asymmetries in business cycles and the role of oil prices
Daniel, Betty Carolyn
;
Hafner, Christian M.
;
Simar, Léopold
- In:
Macroeconomic dynamics
23
(
2019
)
4
,
pp. 1622-1648
Persistent link: https://www.econbiz.de/10012127188
Saved in:
6
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:
7
Lag length selection in panel autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
Saved in:
8
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:
9
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:
10
Stochastic trends and seasonality in economic time series : new evidence from Bayesian stochastic model specification search
Proietti, Tommaso
;
Grassi, Stefano
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 983-1011
Persistent link: https://www.econbiz.de/10011303554
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