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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Econometric reviews"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Hinich, Melvin J."
~person:"Hodgson, Douglas J."
~person:"Lucas, André"
~person:"McAleer, Michael"
~person:"Proietti, Tommaso"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Monte-Carlo-Simulation"
~subject:"Multivariate Analyse"
~subject:"Unit root test"
~subject:"Welt"
~type:"article"
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Großbritannien
Time series analysis
ARCH model
ARCH-Modell
Börsenkurs
Monte-Carlo-Simulation
Multivariate Analyse
Unit root test
Welt
Theorie
33
Theory
33
Zeitreihenanalyse
17
Volatility
10
Volatilität
10
Stochastic process
6
Stochastischer Prozess
6
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5
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5
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2
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2
Dekompositionsverfahren
2
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2
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2
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2
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2
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1
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1
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1
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25
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Cavaliere, Giuseppe
Engle, Robert F.
Hendry, David F.
Hinich, Melvin J.
Hodgson, Douglas J.
Lucas, André
McAleer, Michael
Proietti, Tommaso
Taylor, Robert
7
Kilian, Lutz
6
Maasoumi, Esfandiar
6
Spanos, Aris
6
Franses, Philip Hans
5
Phillips, Peter C. B.
5
Andreou, Elena
4
Morley, James C.
4
Psaradakis, Zacharias G.
4
Asai, Manabu
3
Caporin, Massimiliano
3
Chang, Yoosoon
3
Granger, C. W. J.
3
Hafner, Christian M.
3
Harvey, David I.
3
Herwartz, Helmut
3
Kim, Chang-jin
3
Leybourne, Stephen James
3
Maddala, Gangadharrao S.
3
Ando, Tomohiro
2
Anyfantaki, Sofia
2
Ashley, Richard A.
2
Audrino, Francesco
2
Barnett, William A.
2
Bordignon, Silvano
2
Chan, Joshua
2
Chauvet, Marcelle
2
Dagum, Estela Bee
2
Dijk, Herman K. van
2
Gallegati, Mauro
2
Ghysels, Eric
2
Gospodinov, Nikolaj
2
He, Changli
2
Iglesias, Emma M.
2
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Discussion paper / Department of Economics, University of California San Diego
Discussion paper / Tinbergen Institute
Econometric reviews
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Journal of econometrics
16
International journal of forecasting
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of applied econometrics
9
Econometric theory
7
Journal of economic surveys
7
The econometrics journal
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Econometrics : open access journal
3
Journal of forecasting
3
Oxford bulletin of economics and statistics
3
Contributions to financial econometrics : theoretical and practical issues
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of macroeconomics
2
Oxford review of economic policy
2
Practical issues in cointegration analysis
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The energy journal
2
The journal of finance : the journal of the American Finance Association
2
A Century of economics : 100 years of the Royal Economic Society and the Economic Journal
1
A companion to economic forecasting
1
Advances in futures and options research : a research annual
1
Applied financial economics
1
Economic complexity : chaos, sunspots, bubbles and nonlinearity; Proceedings of the fourth International Symposium in Economic Theory and Econometrics
1
Economies : open access journal
1
Energy economics
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Finance research letters
1
Handbook of econometrics ; Vol. 2
1
Handbook of econometrics ; Vol. 4
1
Handbook of economic forecasting ; 1
1
Jingji-lunwen
1
Journal of applied economics
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
25
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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
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
4
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
5
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:
6
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:
7
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
8
Introduction to the special issue on nonlinear time series
Hinich, Melvin J.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 1-2
Persistent link: https://www.econbiz.de/10003981168
Saved in:
9
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:
10
Bootstrap M unit root tests
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 393-421
Persistent link: https://www.econbiz.de/10003873063
Saved in:
1
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